# AAPL 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: 06169ae66c5ec0fee11278905bd4486450d7e51cd961fd9944cd99207089a10b.

## Return & risk

For AAPL over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 17.33%, annualized volatility 26.31%, and maximum drawdown -33.36%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.53% for 95% VaR and -3.79% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.51, Sortino 0.75, and Calmar 0.45 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 1.11 and alpha -4.31%. Up capture is 1.00 and down capture is 1.03.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, AAPL's latest reported revenue is 416,161,000,000, net margin is 26.92%, and return on equity is 151.91%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 17.33% | 3y | 2026-06-30 |
| Annualized volatility | 26.31% | 3y | 2026-06-30 |
| Maximum drawdown | -33.36% | 3y | 2026-06-30 |
| 95% daily VaR | -2.53% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.79% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.51 | 3y | 2026-06-30 |
| Sortino ratio | 0.75 | 3y | 2026-06-30 |
| Calmar ratio | 0.45 | 3y | 2026-06-30 |
| Beta vs SPY | 1.11 | 3y | 2026-06-30 |
| Alpha vs SPY | -4.31% | 3y | 2026-06-30 |
| Up capture vs SPY | 1.00 | 3y | 2026-06-30 |
| Down capture vs SPY | 1.03 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 416,161,000,000 | 2025-09-27 | 0000320193-25-000079 |
| Net margin | 26.92% | 2025-09-27 | 0000320193-25-000079 |
| Return on equity | 151.91% | 2025-09-27 | 0000320193-25-000079 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf AAPL --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: 06169ae66c5ec0fee11278905bd4486450d7e51cd961fd9944cd99207089a10b.