Downside risk and Sortino
Is the risk of negative returns reasonable relative to the return earned?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 1.8 x
- Period average
- 1.57 x
- Period high
- 6.73 x
- Period low
- 0.23 x
Downside risk and Sortino
Sortino (x) (Line)
Valid sample size (observations)
Valid sample size (observations) (Bar)
Event detail and data date
Sortino (x) and Valid sample size (observations) (Table)
Sample data rows
| Trading day/observation period | Sortino (x) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 6.73 | 31 | 2025-10-16 |
| 2025-11-03 | 1.18 | 21 | 2025-11-03 |
| 2025-11-17 | 0.49 | 30 | 2025-11-17 |
| 2025-12-03 | 2.39 | 16 | 2025-12-03 |
| 2025-12-19 | 0.99 | 35 | 2025-12-19 |
| 2026-01-02 | 0.38 | 13 | 2026-01-02 |
| 2026-01-20 | 1.28 | 22 | 2026-01-20 |
| 2026-02-05 | 2.51 | 12 | 2026-02-05 |
| 2026-02-23 | 1.7 | 16 | 2026-02-23 |
| 2026-03-09 | 1.03 | 19 | 2026-03-09 |
| 2026-03-25 | 2.4 | 64 | 2026-03-25 |
| 2026-04-10 | 2.65 | 22 | 2026-04-10 |
| 2026-04-24 | 0.73 | 23 | 2026-04-24 |
| 2026-05-12 | 1.88 | 16 | 2026-05-12 |
| 2026-05-28 | 0.71 | 54 | 2026-05-28 |
| 2026-06-11 | 2.64 | 22 | 2026-06-11 |
| 2026-06-29 | 1.99 | 10 | 2026-06-29 |
| 2026-07-15 | 0.96 | 33 | 2026-07-15 |
| 2026-07-31 | 0.72 | 8 | 2026-07-31 |
| 2026-08-14 | 1.16 | 16 | 2026-08-14 |
| 2026-09-01 | 1.3 | 34 | 2026-09-01 |
| 2026-09-17 | 4.16 | 118 | 2026-09-17 |
| 2026-10-01 | 2.24 | 10 | 2026-10-01 |
| 2026-10-16 | 1.8 | 17 | 2026-10-16 |