ESIS.L - Risk

Risk & Diversification Scores

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)

16.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.7%

Deepest Drawdown

Sharpe Ratio

-0.05

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

35 / 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

74.6%

Focused

Effective Holdings

~17

of 37 holdings

Top Sector

99.1%

Consumer Defensive

Top Region / Country

38.6%

United Kingdom

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	—	—	—	+1.9%
3 Years	17.4%	-17.1%	-0.02	+2.1%
5 Years	16.0%	-17.7%	-0.05	+1.6%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.1

Solid fund volume

🟡 Moderate analyst coverage (17.2 analysts)

🔴 Extreme top 10 holdings concentration: 75% of fund in top 10 positions.

🔴 Severe sector concentration risk: 99% in "Consumer Defensive".

🟢 Strong Defensive Buffer: 99% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).