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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 7.27% | 9.84% |
| Daily VaR ($) | $7,270 | $9,840 |

**CVaR (Expected Shortfall) at 95%**: 9.78% ($9,780)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 131.1% |
| Annualized Volatility | 76.41% |
| **Sharpe Ratio** | **1.661** |
| **Sortino Ratio** | **1.832** |
| Downside Volatility | 69.25% |

_Interpretation: Good risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-48.35%** |
| Peak → Trough | $316.35 → $163.4 |
| Duration | 37 trading days |
| Recovery | Not yet recovered |
| Current Drawdown | -29.82% |
| Significant DD Events (>5%) | 11 |

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

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