IBKR - 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: 55/100).

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. 1.4x as much as the broader market.

Beta (Market Relation)

1.37x

Above average

Volatility (5Y p.a.)

35.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-38.7%

5-Year Horizon

Sharpe Ratio

0.98

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+20%
3 Years	37.2%	-38.7%	1.49	+57.8%
5 Years	35.3%	-38.7%	0.98	+37%
10 Years	33.8%	-55.7%	0.67	+25%

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 206%.

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (35.3% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -55.7% 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

10 ISS Score: 10 / 10

Audit Risk

4 ISS Score: 4 / 10

Board Risk

10 ISS Score: 10 / 10

Short Ratio

3.27