JEDG.L - Risk

Risk & Diversification Scores

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)

34.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-44.7%

Deepest Drawdown

Sharpe Ratio

0.72

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

54 / 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

60.5%

Focused

Effective Holdings

~21

of 25 holdings

Top Sector

51.1%

Industrials

Top Region / Country

68.1%

United States

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+13%
3 Years	37.5%	-44.7%	1.24	+49%
5 Years	34.3%	-44.7%	0.72	—
10 Years	—	—	—	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 37.0

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (6 analysts, higher growth estimate uncertainty)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

🔴 Severe sector concentration risk: 51% in "Industrials".

⚠️ Industry concentration: 45% in "Aerospace & Defense".

🔴 36% of ETF holdings are unprofitable companies (severe cash-burn and fundamental financial risk).

⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 72% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (34.3% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -44.7% in the extended horizon.