JPMorgan Asia Growth & Income plc

10-Year Study

JAGI.LSE · Financial Services · GB · Common Stock

Executive Summary: JPMorgan Asia Growth & Income plc has compounded at 14.2% annually over the last 10 years, with a maximum drawdown of 36.0% and an annualized volatility of 25.7%.

1Y CAGR
+53.6%
3Y CAGR
+20.9%
5Y CAGR
+5.5%
10Y CAGR
+14.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +39.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.111.5-13.99.7————————19.2%
20252.2-0.3-2.6-2.64.12.96.80.88.96.2-2.8-0.125.1%
2024-5.75.04.54.3-1.15.9-1.8-2.54.2-0.52.20.515.3%
20239.4-7.21.5-4.3-2.01.74.3-5.50.9-3.01.81.2-2.4%
2022-3.3-4.1-7.0-3.3-0.40.40.31.9-9.9-7.816.42.3-15.6%
20213.31.8-1.60.60.61.8-9.1-2.2-5.65.8-0.72.6-3.6%
2020-3.0-4.5-8.68.03.79.00.54.52.25.06.33.728.5%
20194.02.81.68.5-8.97.24.8-8.82.30.73.26.224.1%
20184.1-4.0-2.22.81.4-4.73.2-3.1-0.4-8.17.4-0.2-4.7%
20173.86.13.10.56.51.06.84.2-4.33.33.4-0.339.2%
2016———-2.8-0.112.56.87.62.24.9-7.61.425.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 25.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.2% of variance. Idiosyncratic stock-specific factors contribute 8.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019723.501204761791
2016-05-019711.979836904584
2016-06-0110921.653295237507
2016-07-0111658.985754761863
2016-08-0112540.321279166534
2016-09-0112811.059390476139
2016-10-0113433.17817142841
2016-11-0112407.832565476032
2016-12-0112580.639049999369
2017-01-0113063.778699923798
2017-02-0113867.166066273829
2017-03-0114297.968394123402
2017-04-0114363.637384242531
2017-05-0115293.745763687064
2017-06-0115446.800329502701
2017-07-0116492.080287514964
2017-08-0117182.225658829982
2017-09-0116444.48623259691
2017-10-0116979.1983878505
2017-11-0117556.396464160967
2017-12-0117508.297209190714
2018-01-0118230.824500518534
2018-02-0117501.589275164228
2018-03-0117112.669434975844
2018-04-0117599.91383532443
2018-05-0117845.721727391247
2018-06-0117009.973491030596
2018-07-0117551.660213671556
2018-08-0117004.718007154195
2018-09-0116930.13784944758
2018-10-0115558.393407700652
2018-11-0116716.46629403485
2018-12-0116691.290491433352
2019-01-0117359.08777710574
2019-02-0117842.697543745413
2019-03-0118122.68362267731
2019-04-0119658.772448073156
2019-05-0117909.040133934148
2019-06-0119195.609250212954
2019-07-0120122.47592932251
2019-08-0118354.605529975906
2019-09-0118770.57462295938
2019-10-0118900.853086421484
2019-11-0119505.472298898807
2019-12-0120714.703707186054
2020-01-0120083.82812532891
2020-02-0119180.58656532728
2020-03-0117533.50107846178
2020-04-0118940.70775720647
2020-05-0119638.241679284976
2020-06-0121408.904712253487
2020-07-0121508.40105586811
2020-08-0122483.591523304458
2020-09-0122971.18675702263
2020-10-0124124.060292819562
2020-11-0125655.749667760803
2020-12-0126613.047633348255
2021-01-0127498.936974890155
2021-02-0127995.90647624367
2021-03-0127554.15113059562
2021-04-0127710.4754634158
2021-05-0127877.745797367068
2021-06-0128379.542765886086
2021-07-0125794.476198762542
2021-08-0125217.193922443374
2021-09-0123795.118925495623
2021-10-0125165.740700459875
2021-11-0124994.93396614318
2021-12-0125649.694283801746
2022-01-0124814.409147488946
2022-02-0123808.036610163785
2022-03-0122140.32212116662
2022-04-0121400.1619446834
2022-05-0121312.93073566951
2022-06-0121400.1619446834
2022-07-0121466.504534872136
2022-08-0121878.19346074666
2022-09-0119702.135452553997
2022-10-0118168.43931073873
2022-11-0121156.866019542827
2022-12-0121647.499470241615
2023-01-0123675.71629649069
2023-02-0121963.130219523457
2023-03-0122293.629287008363
2023-04-0121325.51863697026
2023-05-0120900.22439302319
2023-06-0121264.768330692725
2023-07-0122179.524241884174
2023-08-0120950.74439824359
2023-09-0121135.058217289352
2023-10-0120500.716401740694
2023-11-0120873.45580692377
2023-12-0121121.951082601612
2024-01-0119919.189041649533
2024-02-0120924.572228872465
2024-03-0121867.12115960252
2024-04-0122806.77922336719
2024-05-0122552.663597108574
2024-06-0123886.763618298908
2024-07-0123447.10625620098
2024-08-0122868.953913125235
2024-09-0123832.53179602829
2024-10-0123709.150716612243
2024-11-0124228.805103643197
2024-12-0124358.718700400936
2025-01-0124889.220855219493
2025-02-0124823.551865100362
2025-03-0124166.840913906897
2025-04-0123549.45136677664
2025-05-0124519.526683684428
2025-06-0125221.99332293931
2025-07-0126936.796666802322
2025-08-0127140.862404555784
2025-09-0129555.648487417013
2025-10-0131378.831275812565
2025-11-0130514.876036537193
2025-12-0130480.318949632958
2026-01-0134486.92023031509
2026-02-0138451.33730663819
2026-03-0133118.67008892925
2026-04-0136346.3370891215
Annual Return Matrix
YearAnnual Return
20170.39168583882005503
2018-0.04666397354326879
20190.24104866054650964
20200.28474189201731304
2021-0.03619853550103569
2022-0.15603284660151262
2023-0.02427755632295825
20240.15324188590065835
20250.25131043732325975
20260.19245264950087337
Total Factor Risk
0.2566467755665955
VTI.US Exposure
0.0305280848045007
VEA.US Exposure
0.12589792181492893
VWO.US Exposure
0.29042984506620645
QQQ.US Exposure
-0.0460955091602633
VTV.US Exposure
-0.014029389940231193
IJR.US Exposure
-0.005667927638150823
QUAL.US Exposure
0.05536293070141684
SHV.US Exposure
0.33242863276746654
TLT.US Exposure
0.034562177710940126
LQD.US Exposure
0.035035881931574225
HYG.US Exposure
0.032251582776375555
GLD.US Exposure
0.013821864847800965
USO.US Exposure
-0.004530658056261494
VNQ.US Exposure
-0.004428568999446691
BTC-USD.CC Exposure
0.0004948398017779823
CPER.US Exposure
-0.015153110831190612
VIX.INDX Exposure
-0.015097499378893884
UUP.US Exposure
0.034231323761347764
TIP.US Exposure
0.03396965619417635
Idiosyncratic Exposure
0.08598792182592555
Value Score
47.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →6.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.83%
Market Cap$324.8M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$10
Avg Yield on Cost
0.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$10.240.10%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan Asia Growth & Income plc a high-risk investment?

JPMorgan Asia Growth & Income plc (JAGI.LSE) has an annualized volatility of 25.7% and experienced a maximum drawdown of 36.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of JAGI.LSE?

Over the past 10 years, JAGI.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.2%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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