JRDM.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)

26.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.0%

Deepest Drawdown

Sharpe Ratio

0.15

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

35%

Low Concentration

Effective Holdings

~75

of 388 holdings

Top Sector

42.7%

Technology

Top Region / Country

27.0%

Taiwan

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+26.8%
3 Years	31.2%	-34.0%	0.52	+18.8%
5 Years	26.6%	-34.0%	0.15	+6.4%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.9 analysts)

⚠️ Elevated emerging markets risk: 96% Emerging Markets.

⚠️ Sector concentration: 43% in "Technology".

ℹ️ Tech-Capex Exposure: 43% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (31.2%) is noticeably higher than the 5Y average (26.6%).