HESC.L - Risk

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)

17.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.1%

Deepest Drawdown

Sharpe Ratio

0.92

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

8.4%

Low Concentration

Effective Holdings

~581

of 840 holdings

Top Sector

27.4%

Technology

Top Region / Country

28.8%

Taiwan

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+21.8%
3 Years	17.9%	-20.1%	0.96	+19.7%
5 Years	17.3%	-20.1%	0.92	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 5.5

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

Solid fund volume

🔴 Low analyst coverage (7.2 analysts, higher growth estimate uncertainty)

⚠️ Elevated emerging markets risk: 94% Emerging Markets.