IEDY.L - Risk

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)

17.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-45.3%

Deepest Drawdown

Sharpe Ratio

-0.26

Negative (< 0.0)

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

27.6%

Low Concentration

Effective Holdings

~78

of 110 holdings

Top Sector

29.6%

Financial Services

Top Region / Country

21.2%

Brazil

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+19.5%
3 Years	15.9%	-18.3%	0.82	+15.5%
5 Years	17.6%	-45.3%	-0.26	-2.1%
10 Years	18.8%	-51.1%	-0.13	-0%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 7.8

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

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (6.9 analysts, higher growth estimate uncertainty)

⚠️ Elevated emerging markets risk: 89% Emerging Markets.

⚠️ Elevated Commodity Sensitivity: 28% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🔴 Dominant Cyclicality: 77% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 43% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 70% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -51.1% in the extended horizon.