JPHC.PA - 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)

18.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.0%

Deepest Drawdown

Sharpe Ratio

0.84

Good (0.5 - 1.0)

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

59.6%

Focused

Effective Holdings

~24

of 39 holdings

Top Sector

32.9%

Technology

Top Region / Country

98.8%

United States

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	—	—	—	+28.1%
3 Years	19.5%	-21.0%	1.1	+23.9%
5 Years	18.3%	-21.0%	0.84	+17.9%
10 Years	18.3%	-35.4%	0.58	+13.1%

🟢 Favorable / fair valuation: Avg P/E of 26.3

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (33.8 analysts)

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

⚠️ Sector concentration: 33% in "Technology".