FTAI - 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: 40/100).

Volatility Risk

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

Volatility Risk Score

7/7 Very High

7 / 7 SRI Price Fluctuation & Beta

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves approx. 1.6x as much as the broader market.

Beta (Market Relation)

1.57x

Above average

Volatility (5Y p.a.)

57.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-52.1%

5-Year Horizon

Sharpe Ratio

0.85

Return / Risk

Speculative / High Risk: Score Basis:

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+0.4%
3 Years	64.4%	-52.1%	1.06	+70.6%
5 Years	57.2%	-52.1%	0.85	+51.3%
10 Years	51.8%	-73.5%	0.58	+32.3%

Automated Risk & Health Notes (Red Flags)

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

Critical leverage: Debt-to-Equity is at 865%.

High market risk: Beta of 1.57 indicates above-average volatility compared to the broader market.

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

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

Elevated Short-Term Volatility: 3Y volatility (64.4%) is noticeably higher than the 5Y average (57.2%).

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (57.2% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -73.5% 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

6 ISS Score: 6 / 10

Audit Risk

9 ISS Score: 9 / 10

Board Risk

6 ISS Score: 6 / 10

Short Ratio

4.60