ESIC.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)

22.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.0%

Deepest Drawdown

Sharpe Ratio

-0.21

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

29 / 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

69.4%

Focused

Effective Holdings

~19

of 34 holdings

Top Sector

92.5%

Consumer Cyclical

Top Region / Country

24.2%

France

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

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-18.9%
3 Years	21.1%	-30.0%	-0.26	-3%
5 Years	22.6%	-30.0%	-0.21	-2.1%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.1

Solid fund volume

🟡 Moderate analyst coverage (17.4 analysts)

🔴 Extreme top 10 holdings concentration: 69% of fund in top 10 positions.

🔴 Severe sector concentration risk: 93% in "Consumer Cyclical".

⚠️ Industry concentration: 38% in "Luxury Goods".

🔴 Dominant Cyclicality: 96% in cyclical industries – higher drawdown risk in recessions.