JREC.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

22.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.9%

Deepest Drawdown

Sharpe Ratio

-0.12

Negative (< 0.0)

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

19.7%

Low Concentration

Effective Holdings

~170

of 330 holdings

Top Sector

32.3%

Technology

Top Region / Country

100.0%

China

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	—	—	—	+3.9%
3 Years	22.1%	-27.0%	0.37	+10.6%
5 Years	22.6%	-37.9%	-0.12	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.7

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

⚠️ Fund closure risk (< 50M € AUM)

🔴 Low analyst coverage (3.9 analysts, higher growth estimate uncertainty)

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 32% in "Technology".

⚠️ Elevated Commodity Sensitivity: 16% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

ℹ️ Tech-Capex Exposure: 37% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).