ISJP.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)

23.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.6%

Deepest Drawdown

Sharpe Ratio

0.20

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

6.2%

Low Concentration

Effective Holdings

~659

of 788 holdings

Top Sector

25.9%

Industrials

Top Region / Country

100.0%

Japan

Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

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

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+22.9%
3 Years	28.0%	-25.6%	0.46	+15.3%
5 Years	23.4%	-25.6%	0.2	+7.2%
10 Years	20.3%	-31.1%	0.13	+5.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.2

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (6.1 analysts, higher growth estimate uncertainty)

🔴 High single-country risk: 100% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 92% of total forward growth.

⚠️ Elevated Economic Cyclicality: 64% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Short-Term Volatility: 3Y volatility (28.0%) is noticeably higher than the 5Y average (23.4%).