EVH - Risk

Elevated Business & Solvency Risk

Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 45/100).

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score

7/7 Very High

7 / 7 SRI Price Fluctuation & Beta

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Largely moves in line with the broader market.

Beta (Market Relation)

1.02x

Above average

Volatility (5Y p.a.)

63.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-94.5%

5-Year Horizon

Sharpe Ratio

-0.59

Return / Risk

Speculative / High Risk: Score Basis:

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-50.8%
3 Years	72.2%	-93.8%	-0.7	-47.8%
5 Years	63.3%	-94.5%	-0.59	-35%
10 Years	64.0%	-94.5%	-0.3	-17%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

Critical leverage: Debt-to-Equity is at 253%.

Elevated Short-Term Volatility: 3Y volatility (72.2%) is noticeably higher than the 5Y average (63.3%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (63.3% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -94.5% in the extended horizon.