ISUN.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

38.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-74.0%

Deepest Drawdown

Sharpe Ratio

-0.36

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

38 / 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

56.6%

Focused

Effective Holdings

~25

of 35 holdings

Top Sector

59.0%

Technology

Top Region / Country

44.1%

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.

Stable Long-Term Volatility High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-7.2%
3 Years	38.3%	-52.0%	-0.13	-2.6%
5 Years	38.4%	-74.0%	-0.36	-11.5%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.4

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (13.5 analysts)

⚠️ Elevated top 10 holdings concentration: 57% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 40% Emerging Markets.

🔴 Severe sector concentration risk: 59% in "Technology".

⚠️ Sector concentration: 31% in "Utilities".

🔴 Extreme industry concentration: 59% in "Solar".

⚠️ Industry concentration: 31% in "Utilities - Renewable".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 98% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

ℹ️ Tech-Capex Exposure: 62% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 96% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (38.4% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -74.0% in the extended horizon.