FCPT - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 75/100) paired with moderate price swings for a single equity (±20.0% 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 (0.8x).

Beta (Market Relation)

0.82x

Defensive

Volatility (5Y p.a.)

20.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.3%

5-Year Horizon

Sharpe Ratio

-0.37

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-11.6%
3 Years	18.9%	-31.3%	-0.21	-1.4%
5 Years	20.0%	-31.3%	-0.37	-4.8%
10 Years	30.7%	-57.6%	-0.07	+0.4%

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.

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

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

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (20.0% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -57.6% in the extended horizon.

Corporate Governance & ISS Scores

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

Overall Governance Risk

1 ISS Score: 1 / 10

Audit Risk

4 ISS Score: 4 / 10

Board Risk

1 ISS Score: 1 / 10

Short Ratio

5.86