Portfolio tail loss
In scenarios worse than the VaR threshold, how large is the average loss?
CSVをダウンロード
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: Tail scenario one
- 0 %
- Lowest item: Tail average
- -6.61 %
- Average
- -2.71 %
- Number of items
- 4 items
Tail loss
Historical average tail loss (accounting currency) (棒)
Worst scenario dates
Tail sample size (days) (折れ線)
Sample and estimation method
Historical average tail loss (accounting currency) and Tail sample size (days) (表)
サンプルデータ行
| Tail scenario | Historical average tail loss (accounting currency) | Tail sample size (days) | Data date (sample) |
|---|---|---|---|
| Tail scenario one | 0 | 6 | 2026-10-16 |
| Scenario two | -2.3 | 14 | 2026-10-16 |
| Scenario three | -1.93 | 9 | 2026-10-16 |
| Tail average | -6.61 | 1 | 2026-10-16 |