NLY-PI - 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.)

11.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.4%

5-Year Horizon

Sharpe Ratio

-0.32

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	—	—	—	-1.9%
3 Years	6.8%	-6.1%	-0.12	+1.7%
5 Years	11.3%	-28.4%	-0.32	-1.3%
10 Years	—	—	—	—

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.

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

Overall Governance Risk

Audit Risk

Board Risk

Short Ratio

0.04