NLY-PF - Risk

Elevated Business & Solvency Risk

Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 45/100).

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI Price Fluctuation & Beta

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon). Moves approx. 1.3x as much as the broader market.

Beta (Market Relation)

1.28x

Above average

Volatility (5Y p.a.)

10.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-15.2%

5-Year Horizon

Sharpe Ratio

-0.28

Return / Risk

Balanced / Moderate: Score Basis:

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	—	—	—	+0.1%
3 Years	6.8%	-7.0%	-0.35	+0.1%
5 Years	10.3%	-15.2%	-0.28	-0.2%
10 Years	29.7%	-58.8%	-0.08	—

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

Critical leverage: Debt-to-Equity is at 738%.

Strong cyclicality: The business model is sensitive to economic downturns.

Historical Stress Test: Maximum peak-to-trough drawdown of -58.8% in the extended horizon.

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)

Overall Governance Risk

Audit Risk

Board Risk

Short Ratio

0.09