ECOM.L - 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)

19.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.4%

Deepest Drawdown

Sharpe Ratio

-0.02

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

65 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

26.9%

Low Concentration

Effective Holdings

~48

of 49 holdings

Top Sector

37.0%

Industrials

Top Region / Country

33.9%

United States

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	—	—	—	+2.2%
3 Years	17.8%	-21.2%	0.42	+9.9%
5 Years	19.4%	-36.4%	-0.02	+2.2%
10 Years	18.8%	-39.7%	0.29	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.7

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (14.6 analysts)

⚠️ Elevated emerging markets risk: 36% Emerging Markets.

⚠️ Sector concentration: 37% in "Industrials".

⚠️ Industry concentration: 30% in "Integrated Freight & Logistics".

🔴 Dominant Cyclicality: 69% in cyclical industries – higher drawdown risk in recessions.