Logs are saved in the SEPM database. Have a look at the SEPM log settings (Admin >Servers > Edit Site Properties > Database).
Here you can see the threshold in days for risk events. After this period, risk events will be deleted to keep the database slim.
In my SEPM version, the default threshold is 60 days. Increase the number to save a longer period. Even better is to backup the datdabase regularly and keep the old copies.