GB00BF4JDH58
GB00BF4JDH58
MERCANTILE INVESTMENT TRUST (TH
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 100/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±21.5% p.a.) and steep historical drawdowns.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
6/7 High
6 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Largely moves in line with the broader market.
Beta (Market Relation)
1.05x
Above averageVolatility (5Y p.a.)
21.5% p.a.
5-Year HorizonMax Drawdown (5Y)
-42.1%
5-Year HorizonSharpe Ratio
-0.09
Return / RiskSpeculative / High Risk: 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 | — | — | — | +7% |
| 3 Years | 17.6% | -23.4% | 0.57 | +12.5% |
| 5 Years | 21.5% | -42.1% | -0.09 | +0.6% |
| 10 Years | 23.9% | -54.4% | 0.09 | +4.8% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Exemplary balance sheet strength: Very solid ratio of equity to debt.
Historical Stress Test: Maximum peak-to-trough drawdown of -54.4% in the extended horizon.