# V Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 081defe43317ecedf87edd70ac5be4265948dbd5c1a1edb81b153f957c87935d.

## Return & risk

For V over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 15.07%, annualized volatility 19.78%, and maximum drawdown -20.38%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -1.73% for 95% VaR and -2.92% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.57, Sortino 0.80, and Calmar 0.69 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.65 and alpha 0.70%. Up capture is 0.58 and down capture is 0.54.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, V's latest reported revenue is 40,000,000,000, net margin is 50.15%, and return on equity is 52.91%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 15.07% | 3y | 2026-06-30 |
| Annualized volatility | 19.78% | 3y | 2026-06-30 |
| Maximum drawdown | -20.38% | 3y | 2026-06-30 |
| 95% daily VaR | -1.73% | 3y | 2026-06-30 |
| 95% daily CVaR | -2.92% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.57 | 3y | 2026-06-30 |
| Sortino ratio | 0.80 | 3y | 2026-06-30 |
| Calmar ratio | 0.69 | 3y | 2026-06-30 |
| Beta vs SPY | 0.65 | 3y | 2026-06-30 |
| Alpha vs SPY | 0.70% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.58 | 3y | 2026-06-30 |
| Down capture vs SPY | 0.54 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 40,000,000,000 | 2025-09-30 | 0001403161-25-000089 |
| Net margin | 50.15% | 2025-09-30 | 0001403161-25-000089 |
| Return on equity | 52.91% | 2025-09-30 | 0001403161-25-000089 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf V --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 081defe43317ecedf87edd70ac5be4265948dbd5c1a1edb81b153f957c87935d.