Maximum favorable and adverse excursion
How much did a trade lose, or gain, at its worst and best points along the way?
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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: Sample B
- 15.28 %
- Lowest item: Sample E
- 1.2 %
- Average
- 5.99 %
- Number of items
- 10 items
Maximum favorable and adverse excursion
MFE / MAE (%) (散布図)
Benchmark / after-cost return (%)
Benchmark / after-cost return (%) (棒)
Event detail and data date
MFE / MAE (%) and Benchmark / after-cost return (%) (表)
サンプルデータ行
| Benchmark / after-cost return (%) | MFE / MAE (%) | Benchmark / after-cost return (%) | Data date (sample) |
|---|---|---|---|
| Sample A | 4.15 | 16.3 | 2026-10-16 |
| Sample B | 15.28 | 8.82 | 2026-10-16 |
| Sample C | 3.22 | 19.25 | 2026-10-16 |
| Sample D | 5.03 | 4.24 | 2026-10-16 |
| Sample E | 1.2 | 21.37 | 2026-10-16 |
| Sample F | 8.35 | 8.75 | 2026-10-16 |
| Sample G | 3.14 | 4.82 | 2026-10-16 |
| Sample H | 2.23 | 4.1 | 2026-10-16 |
| Sample I | 3.74 | 4.76 | 2026-10-16 |
| Sample J | 13.61 | 8.21 | 2026-10-16 |