ESPO.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)

23.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-47.5%

Deepest Drawdown

Sharpe Ratio

0.31

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

23 / 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

60%

Focused

Effective Holdings

~21

of 25 holdings

Top Sector

73.8%

Communication Services

Top Region / Country

29.9%

Japan

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-17.9%
3 Years	20.6%	-29.1%	1.12	+25.6%
5 Years	23.9%	-47.5%	0.31	+9.9%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.7

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (15 analysts)

🔴 Extreme top 10 holdings concentration: 60% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 75% Emerging Markets.

🔴 Severe sector concentration risk: 74% in "Communication Services".

🔴 Extreme industry concentration: 64% in "Electronic Gaming & Multimedia".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 68% of total forward growth.

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -47.5% in the extended horizon.