JREX.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)

20.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.5%

Deepest Drawdown

Sharpe Ratio

0.23

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

36.6%

Focused

Effective Holdings

~68

of 344 holdings

Top Sector

42.6%

Technology

Top Region / Country

27.1%

Taiwan

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+24%
3 Years	19.1%	-21.3%	0.96	+20.8%
5 Years	20.2%	-32.5%	0.23	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.2

Solid fund volume

🟢 High institutional analyst coverage (20.7 analysts)

⚠️ Elevated emerging markets risk: 99% 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).