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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 2.48% | 4.43% |
| Daily VaR ($) | $2,480 | $4,430 |

**CVaR (Expected Shortfall) at 95%**: 3.68% ($3,680)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 63.74% |
| Annualized Volatility | 31.37% |
| **Sharpe Ratio** | **1.898** |
| **Sortino Ratio** | **2.293** |
| Downside Volatility | 25.96% |

_Interpretation: Good risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-20.75%** |
| Peak → Trough | $344.45 → $272.98 |
| Duration | 39 trading days |
| Recovery | Yes (19 days) |
| Current Drawdown | -13.86% |
| Significant DD Events (>5%) | 5 |

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

## Overall Risk Score: █████░░░░░ 5/10