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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 3.73% | 4.99% |
| Daily VaR ($) | $3,730 | $4,990 |

**CVaR (Expected Shortfall) at 95%**: 4.58% ($4,580)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 35.11% |
| Annualized Volatility | 35.98% |
| **Sharpe Ratio** | **0.859** |
| **Sortino Ratio** | **0.886** |
| Downside Volatility | 34.87% |

_Interpretation: Acceptable risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-20.21%** |
| Peak → Trough | $206.78 → $164.98 |
| Duration | 103 trading days |
| Recovery | Yes (18 days) |
| Current Drawdown | -4.38% |
| Significant DD Events (>5%) | 5 |

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

## Overall Risk Score: ██████░░░░ 6/10