IUKD.SW - 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)

17.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.9%

Deepest Drawdown

Sharpe Ratio

0.04

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

39.5%

Focused

Effective Holdings

~41

of 52 holdings

Top Sector

44.0%

Financial Services

Top Region / Country

94.3%

United Kingdom

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+15.6%
3 Years	15.5%	-15.9%	0.77	+14.4%
5 Years	17.4%	-34.9%	0.04	+3.2%
10 Years	73.5%	-58.6%	-0.04	-0.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.9

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (11.9 analysts)

🔴 High single-country risk: 94% of portfolio in "United Kingdom".

⚠️ Sector concentration: 44% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 69% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 76% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 40% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (17.4% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -58.6% in the extended horizon.