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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 5.94% | 9.71% |
| Daily VaR ($) | $5,940 | $9,710 |

**CVaR (Expected Shortfall) at 95%**: 8.12% ($8,120)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 127.92% |
| Annualized Volatility | 61.45% |
| **Sharpe Ratio** | **2.013** |
| **Sortino Ratio** | **2.062** |
| Downside Volatility | 60.0% |

_Interpretation: Excellent risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-41.76%** |
| Peak → Trough | $433.33 → $252.35 |
| Duration | 20 trading days |
| Recovery | Not yet recovered |
| Current Drawdown | -23.3% |
| Significant DD Events (>5%) | 16 |

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

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