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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 4.29% | 7.92% |
| Daily VaR ($) | $4,290 | $7,920 |

**CVaR (Expected Shortfall) at 95%**: 6.36% ($6,360)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 44.46% |
| Annualized Volatility | 46.64% |
| **Sharpe Ratio** | **0.863** |
| **Sortino Ratio** | **0.877** |
| Downside Volatility | 45.9% |

_Interpretation: Acceptable risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-28.67%** |
| Peak → Trough | $410.67 → $292.95 |
| Duration | 74 trading days |
| Recovery | Yes (16 days) |
| Current Drawdown | -18.26% |
| Significant DD Events (>5%) | 8 |

**Risk Level**: HIGH — significant drawdown experienced

## Overall Risk Score: ████████░░ 8/10