IDJG.L - Risk

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

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

19.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.9%

Deepest Drawdown

Sharpe Ratio

0.19

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

59.5%

Focused

Effective Holdings

~25

of 46 holdings

Top Sector

34.1%

Industrials

Top Region / Country

30.3%

Netherlands

Elevated concentration in top individual holdings, leading sectors, or key regions.

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+1.4%
3 Years	17.6%	-17.4%	0.53	+11.8%
5 Years	19.5%	-27.9%	0.19	+6.1%
10 Years	19.4%	-27.9%	0.25	+7.4%

🟢 Favorable / fair valuation: Avg P/E of 28.6

Solid fund volume

🟡 Moderate analyst coverage (19.7 analysts)

⚠️ Elevated top 10 holdings concentration: 60% of fund in top 10 positions.

⚠️ Sector concentration: 32% in "Technology".

⚠️ Sector concentration: 34% in "Industrials".

⚠️ Elevated Economic Cyclicality: 53% in cyclical industries – more vulnerable to economic downturns.