Universal voltage input using depletion mode N-FET - Advice
Firstly, this is "like" the type of circuit used in constant current diodes except they may use JFETs. It is a practical constant current circuit but does have a certain amount of flakiness. For instance, you are relying on Vgs(th) to dictate the current flow through the 400 ohm resistor and Vgs(th) can vary quite a bit. The graph in the question indicates that at 20degC the threshold is about -1.43 volts but this could be ranged between -1.03 volts and -2.13 volts. 

At 5x higher drain currents these thresholds are likely to be lower by (say) 10% and at one end of the scale would produce a drain current of 2.3mA and at the other end it would be 4.8 mA. Factor in temperature and you are probably going to be OK but I would consider constant current diodes as a good option. the trouble is finding one that can handle voltages above 100 volts.