EDSRI.MI - Risk

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)

7672.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-99.2%

Deepest Drawdown

Sharpe Ratio

-0.01

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

37.9%

Focused

Effective Holdings

~56

of 123 holdings

Top Sector

25.9%

Financial Services

Top Region / Country

25.3%

Switzerland

Elevated concentration in top individual holdings, leading sectors, or key regions.

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

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+1.1%
3 Years	13.0%	-16.2%	0.27	+6.1%
5 Years	7672.0%	-99.2%	-0.01	-59.3%
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 20.2

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.4 analysts)

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (7672.0% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.2% in the extended horizon.