# T 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: 029291db66ed2f1c442bbe17a305e6f39f7f2ebda5ff0c9d8fa611cfbe2507f0.

## Return & risk

For T over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 16.97%, annualized volatility 23.52%, and maximum drawdown -28.12%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.22% for 95% VaR and -3.34% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.56, Sortino 0.81, and Calmar 0.54 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 0.00 and alpha 13.06%. Up capture is 0.06 and down capture is -0.15.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, T's latest reported revenue is 125,648,000,000, net margin is 17.47%, and return on equity is 17.36%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 16.97% | 3y | 2026-06-30 |
| Annualized volatility | 23.52% | 3y | 2026-06-30 |
| Maximum drawdown | -28.12% | 3y | 2026-06-30 |
| 95% daily VaR | -2.22% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.34% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.56 | 3y | 2026-06-30 |
| Sortino ratio | 0.81 | 3y | 2026-06-30 |
| Calmar ratio | 0.54 | 3y | 2026-06-30 |
| Beta vs SPY | 0.00 | 3y | 2026-06-30 |
| Alpha vs SPY | 13.06% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.06 | 3y | 2026-06-30 |
| Down capture vs SPY | -0.15 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 125,648,000,000 | 2025-12-31 | 0000732717-26-000120 |
| Net margin | 17.47% | 2025-12-31 | 0000732717-26-000120 |
| Return on equity | 17.36% | 2025-12-31 | 0000732717-26-000120 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf T --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: 0.0387. 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: 029291db66ed2f1c442bbe17a305e6f39f7f2ebda5ff0c9d8fa611cfbe2507f0.