JPXX.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)

5061.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.6%

Deepest Drawdown

Sharpe Ratio

0.06

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

48 / 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

53.7%

Focused

Effective Holdings

~26

of 34 holdings

Top Sector

19.1%

Technology

Top Region / Country

100.0%

Japan

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	—	—	—	+20.7%
3 Years	5748.3%	-21.6%	0.08	+447.3%
5 Years	5061.4%	-21.6%	0.06	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.1

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (13.5 analysts)

⚠️ Elevated top 10 holdings concentration: 54% of fund in top 10 positions.

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 54% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 43% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (5748.3%) is noticeably higher than the 5Y average (5061.4%).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (5061.4% p.a.).