JPSRT.SW - 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)

19.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-19.9%

Deepest Drawdown

Sharpe Ratio

0.60

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

48.1%

Focused

Effective Holdings

~32

of 45 holdings

Top Sector

28.3%

Technology

Top Region / Country

100.0%

Japan

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	—	—	—	+27.5%
3 Years	20.0%	-19.9%	0.98	+22.1%
5 Years	19.0%	-19.9%	0.6	+13.9%
10 Years	18.7%	-33.5%	0.43	+10.5%

🟢 Favorable / fair valuation: Avg P/E of 14.9

Solid fund volume

🟡 Moderate analyst coverage (13.8 analysts)

⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.

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

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).