IPRV.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)

20.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.7%

Deepest Drawdown

Sharpe Ratio

-0.17

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

8 / 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

52.1%

Focused

Effective Holdings

~34

of 97 holdings

Top Sector

96.3%

Financial Services

Top Region / Country

54.3%

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	—	—	—	-19.9%
3 Years	19.3%	-30.7%	-0.04	+1.7%
5 Years	20.1%	-30.7%	-0.17	-1%
10 Years	20.7%	-44.5%	0.1	+4.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.9

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (10.3 analysts)

⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.

🔴 Severe sector concentration risk: 96% in "Financial Services".

🔴 Extreme industry concentration: 91% in "Asset Management".

⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 99% in heavily regulated industries (defense, regulated utilities, healthcare policy).