Downside risk and Sortino
Is the risk of negative returns reasonable relative to the return earned?
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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
- 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) (折れ線)
Valid sample size (observations)
Valid sample size (observations) (棒)
Event detail and data date
Sortino (x) and Valid sample size (observations) (表)
サンプルデータ行
| 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 |