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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 6.97% | 10.87% |
| Daily VaR ($) | $6,970 | $10,870 |

**CVaR (Expected Shortfall) at 95%**: 9.53% ($9,530)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 219.51% |
| Annualized Volatility | 78.71% |
| **Sharpe Ratio** | **2.736** |
| **Sortino Ratio** | **3.111** |
| Downside Volatility | 69.21% |

_Interpretation: Excellent risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-39.1%** |
| Peak → Trough | $1213.37 → $739.0 |
| Duration | 23 trading days |
| Recovery | Not yet recovered |
| Current Drawdown | -19.92% |
| Significant DD Events (>5%) | 14 |

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

## Overall Risk Score: █████████░ 9/10