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Portfolio historical VaR

Under the specified historical sample, what is the portfolio's one-day loss quantile?

Portfolio (example holdings) PRT-035 Histogram Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Example holdings. Holdings, weights and watchlist entries on this page are example holdings generated for illustration. They are not a user account, a saved portfolio or any real position.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Large decline zone
15 %
Lowest item: Large decline zone
15 %
Average
15 %
Number of items
4 items

Historical scenario distribution

Simulated one-day return (%) (Histogram)

Quantile threshold

Historical 95% VaR (accounting currency) (Bar)

Uncovered assets

Simulated one-day return (%) and Historical 95% VaR (accounting currency) (Table)

Sample data rows

One-day return binsSimulated one-day return (%)Historical 95% VaR (accounting currency)Data date (sample)
Large decline zone 15 347147 2026-10-16
Typical decline 15 432727 2026-10-16
Typical gain 15 39683 2026-10-16
Large gain zone 15 345320 2026-10-16