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

## Value at Risk (Historical Simulation)

| Metric | 95% Confidence | 99% Confidence |
|--------|:--------------:|:--------------:|
| Daily VaR | 10.62% | 14.66% |
| Daily VaR ($) | $10,620 | $14,660 |

**CVaR (Expected Shortfall) at 95%**: 13.57% ($13,570)
_If losses exceed VaR, the expected average loss is this amount._

## Risk-Adjusted Returns

| Metric | Value |
|--------|------:|
| Annualized Return | 391.59% |
| Annualized Volatility | 112.78% |
| **Sharpe Ratio** | **3.435** |
| **Sortino Ratio** | **3.899** |
| Downside Volatility | 99.36% |

_Interpretation: Excellent risk-adjusted returns_

## Maximum Drawdown

| Metric | Value |
|--------|------:|
| **Max Drawdown** | **-56.49%** |
| Peak → Trough | $2335.0 → $1015.89 |
| Duration | 23 trading days |
| Recovery | Not yet recovered |
| Current Drawdown | -29.72% |
| Significant DD Events (>5%) | 21 |

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

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