Risk budget utilization
Do the current portfolio's historical risk metrics exceed the limits I have set?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Drawdown limit
- 33.7 %
- Lowest item: Single-stock limit
- 3.2 %
- Average
- 23.1 %
- Number of items
- 4 items
Each risk metric and its limit
User risk limit utilization (%) (レンジ)
Limit breach status
Historical maximum drawdown and volatility (%) (面)
Period and rule version
User risk limit utilization (%) and Historical maximum drawdown and volatility (%) (表)
サンプルデータ行
| Risk metric | User risk limit utilization (%) | Historical maximum drawdown and volatility (%) | Data date (sample) |
|---|---|---|---|
| Volatility limit | 30.9 | -11.61 | 2026-10-16 |
| Drawdown limit | 33.7 | -27.21 | 2026-10-16 |
| Single-stock limit | 3.2 | 0 | 2026-10-16 |
| Industry limit | 24.6 | -24.24 | 2026-10-16 |