IAUS.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 (5Y)

19.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.6%

Deepest Drawdown

Sharpe Ratio

0.19

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

63.8%

Focused

Effective Holdings

~23

of 47 holdings

Top Sector

39.6%

Financial Services

Top Region / Country

95.8%

Australia

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	—	—	—	+6.2%
3 Years	17.9%	-23.1%	0.62	+13.5%
5 Years	19.5%	-24.6%	0.19	+6.3%
10 Years	20.8%	-44.8%	0.23	+7.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.2

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (12.7 analysts)

🔴 Extreme top 10 holdings concentration: 64% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 40% in "Financial Services".

🔴 High Commodity Concentration: 31% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 70% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 53% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).