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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 6.18% | 9.66% |
| Daily VaR ($) | $6,180 | $9,660 |

**CVaR (Expected Shortfall) at 95%**: 8.62% ($8,620)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 164.37% |
| Annualized Volatility | 77.04% |
| **Sharpe Ratio** | **2.079** |
| **Sortino Ratio** | **2.588** |
| Downside Volatility | 61.89% |

_Interpretation: Excellent risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-41.9%** |
| Peak → Trough | $140.94 → $81.88 |
| Duration | 26 trading days |
| Recovery | Not yet recovered |
| Current Drawdown | -27.27% |
| Significant DD Events (>5%) | 13 |

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

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