(d)

under a section titled ‘What are the risks and what could I get in return?’, a brief description of the risk-reward profile comprising the following elements: a summary risk indicator, supplemented by a narrative explanation of that indicator, its main limitations and a narrative explanation of the risks which are materially relevant to the PRIIP and which are not adequately captured by the summary risk indicator; the possible maximum loss of invested capital, including, information on: whether the retail investor can lose all invested capital, or whether the retail investor bears the risk of incurring additional financial commitments or obligations, including contingent liabilities in addition to the capital invested in the PRIIP, and where applicable, whether the PRIIP includes capital protection against market risk, and the details of its cover and limitations, in particular with respect to the timing of when it applies; appropriate performance scenarios, and the assumptions made to produce them; where applicable, information on conditions for returns to retail investors or built-in performance caps; a statement that the tax legislation of the retail investor's home Member State may have an impact on the actual payout;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-30 · Text as adopted (Official Journal); later amendments are not incorporated in this text.