{
    "id": "PRT-035",
    "category": "PRT",
    "title": "投資組合歷史 VaR",
    "question": "在指定歷史樣本下，組合的一日虧損分位數是多少？",
    "chart": "histogram",
    "metric": "模擬一日回報（%）",
    "secondary": "歷史 95% VaR（記帳幣）",
    "x": "一日回報分箱",
    "y": "模擬一日回報（%）",
    "panels": [
        "歷史情境分布",
        "分位門檻",
        "未覆蓋資產"
    ],
    "filters": [
        "投資帳戶",
        "分析期間",
        "記帳幣別"
    ],
    "apis": [
        "EOD",
        "FX",
        "USER"
    ],
    "calculation": "以目前權重套過去同步每日資產回報形成情境分布，取 5% 分位並乘目前淨值。",
    "caveat": "需要用戶的持倉／交易／現金流或情境設定；EODHD 不提供券商帳戶。標明固定權重歷史模擬；VaR 不是最大可能虧損，當前未覆蓋資產需明列。",
    "data_class": "用戶資料",
    "complexity": "高",
    "audience": "專業",
    "reach": 6,
    "frequency": 7,
    "decision": 7,
    "clarity": 7,
    "sample_labels": [
        "大跌區",
        "一般下跌",
        "一般上升",
        "大漲區"
    ],
    "cadence": "每日收市及用戶交易更新後",
    "sample_note": "僅用於合成視覺示意，並非真實行情或投資成果。",
    "category_name": "投資組合",
    "score": 66.5,
    "requires_user_input": true,
    "requires_extra_plan": false,
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes",
        "https://eodhd.com/financial-apis/list-supported-forex-currencies"
    ],
    "rank": 668,
    "stage": "P3",
    "svg_file": "mockups/0668-PRT-035.svg",
    "demo_fingerprint": "b17cafed349e4612",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}