INSU.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (3Y)

16.7% p.a.

Fallback

Max Drawdown (3Y)

-12.6%

Fallback

Sharpe Ratio

0.84

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

15 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

66.8%

Focused

Effective Holdings

~21

of 57 holdings

Top Sector

99.2%

Financial Services

Top Region / Country

81.8%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+4.7%
3 Years	16.7%	-12.6%	0.84	+16.5%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 9.9

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (17.8 analysts)

🔴 Extreme top 10 holdings concentration: 67% of fund in top 10 positions.

🔴 Severe sector concentration risk: 99% in "Financial Services".

🔴 Extreme industry concentration: 61% in "Insurance - Property & Casualty".

⚠️ Elevated Interest Rate Sensitivity: 99% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 98% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).