Invesco
PSRM.L
IE00B23D9570
Invesco RAFI Emerging Markets Fundamental Value UCITS ETF Dist
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Risk & Diversification Scores

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

Volatility Risk Score
6/7 High
6 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)
24.7% p.a.
5-Year Horizon
Max Drawdown (5Y)
-25.8%
Deepest Drawdown
Sharpe Ratio
0.19
Moderate (0.0 - 0.5)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
27.4%
Low Concentration
Effective Holdings
~116
of 502 holdings
Top Sector
29.4%
Technology
Top Region / Country
23.4%
South Korea
Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

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

Volatility Expansion (3Y > 5Y)
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +23.5%
3 Years 28.7% -25.8% 0.53 +17.9%
5 Years 24.7% -25.8% 0.19 +7.3%
10 Years 22.4% -30.5% 0.11 +5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.1
🟢 Balanced position distribution (< 35% in Top 10)
Solid fund volume
🟡 Moderate analyst coverage (15.8 analysts)
⚠️ Elevated emerging markets risk: 97% Emerging Markets.
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.
⚠️ Elevated Commodity Sensitivity: 20% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
🔴 Dominant Cyclicality: 65% in cyclical industries – higher drawdown risk in recessions.
⚠️ Elevated Interest Rate Sensitivity: 35% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (28.7%) is noticeably higher than the 5Y average (24.7%).
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