IUMF.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

27.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.6%

Deepest Drawdown

Sharpe Ratio

0.40

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

41.4%

Focused

Effective Holdings

~50

of 126 holdings

Top Sector

47.7%

Technology

Top Region / Country

96.1%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+28.7%
3 Years	32.1%	-30.6%	0.78	+27.4%
5 Years	27.3%	-30.6%	0.4	+13.3%
10 Years	40.5%	-30.6%	0.26	+12.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.2

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (26 analysts)

⚠️ Sector concentration: 48% in "Technology".

ℹ️ Tech-Capex Exposure: 49% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Short-Term Volatility: 3Y volatility (32.1%) is noticeably higher than the 5Y average (27.3%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (27.3% p.a.).