ESIN.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

20.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.8%

Deepest Drawdown

Sharpe Ratio

0.45

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

30 / 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

50%

Focused

Effective Holdings

~36

of 90 holdings

Top Sector

98.2%

Industrials

Top Region / Country

21.9%

Germany

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	—	—	—	+2.1%
3 Years	20.8%	-17.8%	0.82	+19.6%
5 Years	20.7%	-24.8%	0.45	+11.8%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.7

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (15.8 analysts)

⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Industrials".

⚠️ Industry concentration: 32% in "Specialty Industrial Machinery".

🔴 Dominant Cyclicality: 98% in cyclical industries – higher drawdown risk in recessions.