JPHE.PA - Risk

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)

18.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.1%

Deepest Drawdown

Sharpe Ratio

0.94

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

61%

Focused

Effective Holdings

~25

of 58 holdings

Top Sector

28.3%

Technology

Top Region / Country

98.5%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+29.4%
3 Years	19.4%	-21.1%	1.22	+26.2%
5 Years	18.1%	-21.1%	0.94	+19.6%
10 Years	18.2%	-35.4%	0.63	+14%

🟢 Favorable / fair valuation: Avg P/E of 28.2

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (29.3 analysts)

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

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).