Downside risk and Sortino
Is the risk of negative returns reasonable relative to the return earned?
CSV 다운로드
샘플 JSON
사양 JSON
샘플 기준일
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) (선)
Valid sample size (observations)
Valid sample size (observations) (막대)
Event detail and data date
Sortino (x) and Valid sample size (observations) (표)
샘플 데이터 행
| 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 |