ICFP.DE - Risk

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)

15.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.2%

Deepest Drawdown

Sharpe Ratio

0.17

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

30.1%

Low Concentration

Effective Holdings

~87

of 209 holdings

Top Sector

30.9%

Financial Services

Top Region / Country

16.1%

Netherlands

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+9.6%
3 Years	13.5%	-14.8%	0.74	+12.5%
5 Years	15.6%	-28.2%	0.17	+5.2%
10 Years	17.7%	-36.0%	0.25	—

🟢 Favorable / fair valuation: Avg P/E of 18.0

🟢 Balanced position distribution (< 35% in Top 10)

Solid fund volume

🟡 Moderate analyst coverage (15.7 analysts)

⚠️ Sector concentration: 31% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 42% 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).