NL0015000RT3
NL0015000RT3
NEPI Rockcastle N.V.
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Solid Quality Asset with Moderate Fluctuation
Healthy balance: Exemplary business financials (Health Score: 90/100) paired with moderate price swings for a single equity (±17.9% 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 (0.4x).
Beta (Market Relation)
0.41x
DefensiveVolatility (5Y p.a.)
17.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-26.3%
5-Year HorizonSharpe Ratio
0.21
Return / RiskElevated 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 | — | — | — | +0.8% |
| 3 Years | 15.6% | -15.4% | 0.52 | +10.6% |
| 5 Years | 17.9% | -26.3% | 0.21 | +6.3% |
| 10 Years | 29.8% | -74.9% | -0.11 | -0.7% |
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.
🔴 Low analyst coverage – higher uncertainty in growth estimates & projections
Historical Stress Test: Maximum peak-to-trough drawdown of -74.9% in the extended horizon.