JPLG.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

10.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-13.7%

Deepest Drawdown

Sharpe Ratio

0.70

Good (0.5 - 1.0)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

91 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

Low Concentration

Effective Holdings

~522

of 535 holdings

Top Sector

14.3%

Healthcare

Top Region / Country

57.8%

United States

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+15.9%
3 Years	9.5%	-13.7%	1.23	+14.2%
5 Years	10.9%	-13.7%	0.7	+10.1%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.5

🟢 Excellent global diversification (Score 91/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟡 Moderate analyst coverage (16.5 analysts)

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 46% of forward growth.

⚠️ Elevated Commodity Sensitivity: 19% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).