IJPA.L - Risk

Risk & Diversification Scores

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)

17.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.9%

Deepest Drawdown

Sharpe Ratio

0.42

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

23.7%

Low Concentration

Effective Holdings

~161

of 955 holdings

Top Sector

23.8%

Industrials

Top Region / Country

100.0%

Japan

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+24.3%
3 Years	18.6%	-14.0%	1.03	+21.6%
5 Years	17.9%	-28.9%	0.42	+10.1%
10 Years	17.0%	-32.5%	0.39	+9.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.6

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

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (11.8 analysts)

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 70% of total forward growth.

⚠️ Elevated Economic Cyclicality: 58% in cyclical industries – more vulnerable to economic downturns.

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