Volatility targeting strategy
What changes when exposure is reduced as risk rises?
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샘플 JSON
사양 JSON
샘플 기준일
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 15.55 %
- Period average
- 32.37 %
- Period high
- 53.8 %
- Period low
- 10.28 %
Volatility targeting strategy
Target / realized volatility (%) (선)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (막대)
Event detail and data date
Target / realized volatility (%) and Benchmark / after-cost return (%) (표)
샘플 데이터 행
| Trading day/observation period | Target / realized volatility (%) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 44.75 | 8.8 | 2025-10-16 |
| 2025-11-03 | 53.8 | 7.48 | 2025-11-03 |
| 2025-11-17 | 41.21 | 4.69 | 2025-11-17 |
| 2025-12-03 | 31.33 | 19.88 | 2025-12-03 |
| 2025-12-19 | 37.85 | 6.95 | 2025-12-19 |
| 2026-01-02 | 40.04 | 11.57 | 2026-01-02 |
| 2026-01-20 | 29.32 | 4.46 | 2026-01-20 |
| 2026-02-05 | 34.56 | 18.61 | 2026-02-05 |
| 2026-02-23 | 22.27 | 2.79 | 2026-02-23 |
| 2026-03-09 | 16.48 | 1.92 | 2026-03-09 |
| 2026-03-25 | 16.02 | 6.95 | 2026-03-25 |
| 2026-04-10 | 30.39 | 20.8 | 2026-04-10 |
| 2026-04-24 | 35.97 | 9.91 | 2026-04-24 |
| 2026-05-12 | 46.74 | 4.52 | 2026-05-12 |
| 2026-05-28 | 42.11 | 3.28 | 2026-05-28 |
| 2026-06-11 | 19.16 | 1.82 | 2026-06-11 |
| 2026-06-29 | 14.25 | 1.73 | 2026-06-29 |
| 2026-07-15 | 19.45 | 13.55 | 2026-07-15 |
| 2026-07-31 | 44.16 | 9.33 | 2026-07-31 |
| 2026-08-14 | 42.72 | 5.46 | 2026-08-14 |
| 2026-09-01 | 46.16 | 5.59 | 2026-09-01 |
| 2026-09-17 | 31.64 | 4.77 | 2026-09-17 |
| 2026-10-01 | 10.28 | 10.31 | 2026-10-01 |
| 2026-10-16 | 15.55 | 4.81 | 2026-10-16 |