JREM.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)

19.8% p.a.

5-Year Horizon

Max Drawdown (5Y)

-35.3%

Deepest Drawdown

Sharpe Ratio

0.30

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

35%

Low Concentration

Effective Holdings

~75

of 388 holdings

Top Sector

42.7%

Technology

Top Region / Country

27.0%

Taiwan

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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%
3 Years	19.6%	-16.5%	1.14	+24.9%
5 Years	19.8%	-35.3%	0.3	+8.3%
10 Years	19.5%	-41.8%	0.35	+9.3%

🟢 Favorable / fair valuation: Avg P/E of 16.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.9 analysts)

⚠️ Elevated emerging markets risk: 96% 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).