TU-R.BK - Risk

Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 67/100) paired with moderate price swings for a single equity (±11.7% p.a.). The score (4/7) reflects the standard baseline for equities under SRI rules.

Volatility Risk

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI Price Fluctuation & Beta

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon). Moves noticeably less than the broader market (0.0x).

Beta (Market Relation)

0.03x

Defensive

Volatility (5Y p.a.)

11.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-41.9%

5-Year Horizon

Sharpe Ratio

-0.98

Return / Risk

Balanced / Moderate: 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%
3 Years	2.4%	0.0%	-0.5	+1.3%
5 Years	11.7%	-41.9%	-0.98	-9%
10 Years	18.9%	-44.8%	-0.38	—

Automated Risk & Health Notes (Red Flags)

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

Historical Stress Test: Maximum peak-to-trough drawdown of -44.8% in the extended horizon.