JFJ.L
JFJ.L
GB0001740025
JPMORGAN JAPANESE INVESTMENT TR
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Pure Price Volatility Risk (Market Swings)

The business itself is financially solid (Financial Health 100/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±20.2% p.a.) and steep historical drawdowns.

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score
6/7 High
6 / 7 SRI Price Fluctuation & Beta

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Largely moves in line with the broader market.

Beta (Market Relation)
0.91x
Defensive
Volatility (5Y p.a.)
20.2% p.a.
5-Year Horizon
Max Drawdown (5Y)
-41.5%
5-Year Horizon
Sharpe Ratio
0.13
Return / Risk
Speculative / High Risk: Score Basis:

Multi-Horizon Risk & Performance Matrix

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

Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +18.6%
3 Years 19.3% -20.2% 1.03 +22.5%
5 Years 20.2% -41.5% 0.13 +5.1%
10 Years 19.3% -44.2% 0.34 +9.1%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Exemplary balance sheet strength: Very solid ratio of equity to debt.
Historical Stress Test: Maximum peak-to-trough drawdown of -44.2% in the extended horizon.
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