Portfolio tail loss
In scenarios worse than the VaR threshold, how large is the average loss?
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샘플 JSON
사양 JSON
샘플 기준일
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) (막대)
Worst scenario dates
Tail sample size (days) (선)
Sample and estimation method
Historical average tail loss (accounting currency) and Tail sample size (days) (표)
샘플 데이터 행
| 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 |