ETF tail loss comparison
Which ETFs fall more on average on their worst trading days?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Technology
- 0 %
- Lowest item: Small cap
- -5.79 %
- Average
- -2.15 %
- Number of items
- 4 items
Tail loss ranking
Historical 5% tail average loss (%) (Bar)
Worst-day events
Worst single-day return (%) (Line)
Sample size and period
Historical 5% tail average loss (%) and Worst single-day return (%) (Table)
Sample data rows
| ETF | Historical 5% tail average loss (%) | Worst single-day return (%) | Data date (sample) |
|---|---|---|---|
| Broad market | -1.93 | 3.26 | 2026-10-16 |
| Technology | 0 | -1.19 | 2026-10-16 |
| Small cap | -5.79 | 1.85 | 2026-10-16 |
| Long-term bonds | -0.89 | 1.09 | 2026-10-16 |