JPMorgan India Growth & Income PLC

10-Year Study

JIGI.LSE · Financial Services · GB · Common Stock

Executive Summary: JPMorgan India Growth & Income PLC has compounded at 5.6% annually over the last 10 years, with a maximum drawdown of 42.7% and an annualized volatility of 18.7%.

1Y CAGR
-17.5%
3Y CAGR
+3.3%
5Y CAGR
+4.4%
10Y CAGR
+5.6%

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 →
42.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +28.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -12.0%
% 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.
2026-7.11.9-14.68.7————————-12.0%
2025-2.1-11.78.32.18.0-0.22.6-7.4-1.46.10.1-4.1-1.7%
2024-1.90.2-2.04.90.27.22.0-0.4-0.6-5.15.11.911.5%
2023-2.90.2-3.20.84.80.51.0-0.22.4-3.04.18.813.3%
2022-1.0-5.42.71.8-4.8-1.07.42.21.0-1.73.6-2.81.3%
2021-1.34.03.1-4.95.31.90.111.2-0.1-3.40.61.218.1%
2020-1.9-12.9-29.517.2-2.17.90.04.4-0.13.97.48.5-5.9%
2019-6.9-1.211.80.85.80.8-4.0-4.95.40.0-1.60.45.2%
2018-0.4-6.9-4.35.2-1.0-2.14.20.3-12.4-4.814.51.7-8.0%
20176.25.05.42.11.7-3.38.4-1.1-5.77.5-4.54.828.2%
2016———0.73.48.79.24.5-3.27.5-12.70.117.4%

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 18.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.4% of variance. Idiosyncratic stock-specific factors contribute 22.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110069.30787488988
2016-05-0110415.841175206933
2016-06-0111326.732236250546
2016-07-0112366.33618662326
2016-08-0112920.793111609953
2016-09-0112504.949911692238
2016-10-0113445.54550466625
2016-11-0111732.672575717605
2016-12-0111742.575436168261
2017-01-0112475.247404472628
2017-02-0113099.010179638415
2017-03-0113811.882501173826
2017-04-0114099.010787051651
2017-05-0114336.634894230121
2017-06-0113861.38667987318
2017-07-0115019.802683835134
2017-08-0114851.486451546545
2017-09-0114000.000404942159
2017-10-0115049.505191054748
2017-11-0114366.337401449733
2017-12-0115049.505191054748
2018-01-0114990.100176615524
2018-02-0113960.397061982674
2018-03-0113366.336794036497
2018-04-0114059.405419381383
2018-05-0113920.791694312407
2018-06-0113623.762572694712
2018-07-0114198.01914445036
2018-08-0114237.624512120628
2018-09-0112475.247404472628
2018-10-0111881.189161237238
2018-11-0113603.960901214967
2018-12-0113841.58500839344
2019-01-0112891.088579679557
2019-02-0112732.673183130839
2019-03-0114237.624512120628
2019-04-0114356.436565709862
2019-05-0115188.118916123723
2019-06-0115306.93096971296
2019-07-0114693.069030287043
2019-08-0113980.198733462414
2019-09-0114732.674397957311
2019-10-0114732.674397957311
2019-11-0114495.05029077884
2019-12-0114554.455305218064
2020-01-0114277.22785508011
2020-02-0112435.644061513143
2020-03-018772.27814585895
2020-04-0110277.227450137954
2020-05-0110059.40703915001
2020-06-0110851.486046604388
2020-07-0110851.486046604388
2020-08-0111326.732236250546
2020-09-0111316.831400510671
2020-10-0111762.377107648
2020-11-0112633.662801021346
2020-12-0113702.971283324463
2021-01-0113524.752190585219
2021-02-0114059.405419381383
2021-03-0114495.05029077884
2021-04-0113782.17796924343
2021-05-0114514.851962258585
2021-06-0114792.079412396535
2021-07-0114811.881083876277
2021-08-0116475.247809414785
2021-09-0116455.44613793504
2021-10-0115900.991237659136
2021-11-0115999.999595057843
2021-12-0116188.119523536961
2022-01-0116019.803291248369
2022-02-0115148.51557316424
2022-03-0115564.35674837117
2022-04-0115841.584198509125
2022-05-0115089.10853401423
2022-06-0114930.693137465512
2022-07-0116039.604962728114
2022-08-0116396.039098785033
2022-09-0116554.456520044536
2022-10-0116277.229069906582
2022-11-0116871.287313141973
2022-12-0116396.039098785033
2023-01-0115920.792909138876
2023-02-0115960.39625209836
2023-03-0115445.544694781936
2023-04-0115564.35674837117
2023-05-0116316.832412866064
2023-06-0116396.039098785033
2023-07-0116554.456520044536
2023-08-0116514.851152374267
2023-09-0116910.890656101456
2023-10-0116396.039098785033
2023-11-0117069.30807736096
2023-12-0118574.257381639964
2024-01-0118217.821220872258
2024-02-0118257.426588542527
2024-03-0117900.99042777482
2024-04-0118772.278145858952
2024-05-0118811.881488818435
2024-06-0120158.41539654872
2024-07-0120554.45490027591
2024-08-0120475.248214356943
2024-09-0120356.43616076771
2024-10-0119326.733046134857
2024-11-0120316.832817808223
2024-12-0120712.87232153541
2025-01-0120277.227450137954
2025-02-0117900.99042777482
2025-03-0119386.13806057408
2025-04-0119801.9812604918
2025-05-0121386.139275400554
2025-06-0121346.535932441075
2025-07-0121900.990832716976
2025-08-0120277.227450137954
2025-09-0120000
2025-10-0121227.723878851833
2025-11-0121250.582863617303
2025-12-0120370.143452783846
2026-01-0118931.045842084302
2026-02-0119295.49378342924
2026-03-0116481.145791932217
2026-04-0117918.690449459475
Annual Return Matrix
YearAnnual Return
20170.2816187788498956
2018-0.08026311611755066
20190.05150207121455708
2020-0.058503324517292454
20210.18135834840701626
20220.012843960964444623
20230.13285027376010228
20240.11513865108865118
2025-0.016546660619117914
2026-0.12034539712528869
Total Factor Risk
0.18749627928820164
VTI.US Exposure
0.16464300596268486
VEA.US Exposure
0.020348145491499842
VWO.US Exposure
0.011655119549301348
QQQ.US Exposure
-0.01334547389904527
VTV.US Exposure
-0.02287832600222658
IJR.US Exposure
0.00253392122774619
QUAL.US Exposure
-0.03570501597784617
SHV.US Exposure
0.48360071295066925
TLT.US Exposure
0.0010268715861270665
LQD.US Exposure
0.11703318047230382
HYG.US Exposure
0.015887840645283022
GLD.US Exposure
0.0012520734041023347
USO.US Exposure
0.012705995684566356
VNQ.US Exposure
0.004287352049629323
BTC-USD.CC Exposure
0.00020724803836775466
CPER.US Exposure
-0.002486628467323866
VIX.INDX Exposure
0.008257410443121648
UUP.US Exposure
0.005868320526567237
TIP.US Exposure
0.0007496979003029974
Idiosyncratic Exposure
0.22435854841416888
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$368.5M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.240.02%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 →
-2.0%
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 →
-10.8%
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 →
18.2% 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 →
0.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan India Growth & Income PLC a high-risk investment?

JPMorgan India Growth & Income PLC (JIGI.LSE) has an annualized volatility of 18.7% and experienced a maximum drawdown of 42.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, JIGI.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.6%. 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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