ESIE.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)

25.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.3%

Deepest Drawdown

Sharpe Ratio

0.66

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

0 / 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

96.1%

Focused

Effective Holdings

~11

of 13 holdings

Top Sector

99.5%

Energy

Top Region / Country

49.5%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+55.2%
3 Years	24.5%	-25.3%	0.58	+16.8%
5 Years	25.5%	-25.3%	0.66	+19.4%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.1

Solid fund volume

🟡 Moderate analyst coverage (18.1 analysts)

🔴 Extreme top 10 holdings concentration: 96% of fund in top 10 positions.

⚠️ Single-country focus: 50% in "United Kingdom".

🔴 Severe sector concentration risk: 99% in "Energy".

🔴 Extreme industry concentration: 92% in "Oil & Gas Integrated".

🔴 High Commodity Concentration: 100% of fund depends directly on volatile energy and raw material markets.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 98% in heavily regulated industries (defense, regulated utilities, healthcare policy).