AGNCP - 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).

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 approx. 1.3x as much as the broader market.

Beta (Market Relation)

1.34x

Above average

Volatility (5Y p.a.)

12.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.3%

5-Year Horizon

Sharpe Ratio

-0.23

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-1.4%
3 Years	7.6%	-8.0%	0.3	+4.8%
5 Years	12.5%	-33.3%	-0.23	-0.4%
10 Years	—	—	—	—

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 717%.

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