# Quantitative Risk Profile: AMAT
**Period**: 276 trading days (~1 year) | **Reference Investment**: $100,000

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 5.87% | 9.71% |
| Daily VaR ($) | $5,870 | $9,710 |

**CVaR (Expected Shortfall) at 95%**: 8.14% ($8,140)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 103.98% |
| Annualized Volatility | 58.34% |
| **Sharpe Ratio** | **1.71** |
| **Sortino Ratio** | **1.694** |
| Downside Volatility | 58.89% |

_Interpretation: Good risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-39.63%** |
| Peak → Trough | $723.0 → $436.45 |
| Duration | 20 trading days |
| Recovery | Not yet recovered |
| Current Drawdown | -29.85% |
| Significant DD Events (>5%) | 13 |

**Risk Level**: VERY HIGH — severe drawdown, potential capital destruction

## Overall Risk Score: █████████░ 9/10