GBDC - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 62/100) paired with moderate price swings for a single equity (±18.2% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI Price Fluctuation & Beta

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon). Moves noticeably less than the broader market (0.4x).

Beta (Market Relation)

0.44x

Defensive

Volatility (5Y p.a.)

18.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.9%

5-Year Horizon

Sharpe Ratio

-0.42

Return / Risk

Elevated Risk / Growth: Score Basis:

Multi-Horizon Risk & Performance Matrix

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	—	—	—	-10.2%
3 Years	18.4%	-31.9%	-0.42	-5.2%
5 Years	18.2%	-31.9%	-0.42	-5.2%
10 Years	22.1%	-53.1%	-0.29	-4%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

🔴 Low analyst coverage – higher uncertainty in growth estimates & projections

Historical Stress Test: Maximum peak-to-trough drawdown of -53.1% in the extended horizon.