{"id":"RSK-007","title":"Sharpe風險調整回報","chart":"line","metric":"Sharpe（倍）","secondary":"有效樣本數（筆）","x":"交易日／觀察期","y":"Sharpe（倍）","sample":true,"as_of":"2026-10-16","symbol":"0700.HK","period":"1Y","benchmark":"HSI","symbol_name":"騰訊控股","benchmark_name":"恒生指數","currency":"HKD","period_start":"2025-10-16","period_end":"2026-10-16","summary":[{"key":"latest","label":"最新值","value":1.07,"unit":"倍"},{"key":"average","label":"期間平均","value":1.24,"unit":"倍"},{"key":"high","label":"期間最高","value":5.07,"unit":"倍"},{"key":"low","label":"期間最低","value":0.33,"unit":"倍"}],"panels":[{"title":"Sharpe風險調整回報","subtitle":"Sharpe（倍）","chart":"line","labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"series":[{"name":"Sharpe（倍）","data":[1.83,1.77,1.63,1.45,1.12,1.61,1.94,1.47,1.74,2.77,2.12,1.15,0.91,0.46,0.63,0.87,1.16,1.35,1.4,1.79,1.51,1.05,1.02,1.01,1.33,0.8,0.76,0.53,0.61,0.51,0.77,1.52,1.68,0.96,0.83,1.01,1.01,0.57,0.93,1.08,0.91,0.95,0.77,0.9,0.56,1.18,1.32,1.13,0.87,0.57,0.79,1.26,1.45,0.86,0.91,0.86,1.95,2.53,1.41,0.6,1.51,1.12,1.12,1.87,5.07,1.6,1.87,1.72,1.64,1.29,1.42,0.86,1.69,1.62,1.04,0.69,0.75,2.06,2.42,1.9,1.58,1.2,1.54,0.86,0.7,0.89,0.76,2.23,0.96,1.23,1.29,0.8,1.11,1.04,0.97,0.49,0.33,0.35,0.84,1.68,0.77,1.34,0.83,0.69,0.53,1.26,0.81,1.32,1.92,1.27,0.77,0.99,1.01,1.56,0.95,1.17,2.37,2.47,1.34,1.92,1.03,1.17,1.15,0.69,0.58,0.74,0.6,1.95,2.41,1.72,0.57,1.07],"unit":"倍","axis":"left"}],"columns":[],"rows":[],"x_labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"y_labels":[],"calendar_range":"","x_name":"交易日／觀察期","y_name":"Sharpe（倍）","unit":"倍"},{"title":"有效樣本數（筆）","subtitle":"有效樣本數（筆）","chart":"bar","labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"series":[{"name":"有效樣本數（筆）","data":[33,51,90,100,56,22,17,66,35,18,16,30,53,54,27,54,34,20,19,23,39,170,53,63,19,37,20,37,30,42,20,34,33,27,23,73,21,19,12,33,24,25,72,59,41,39,58,98,49,21,18,18,22,14,16,14,6,14,10,9,5,6,14,46,15,4,14,45,81,26,31,79,45,36,63,34,30,36,27,13,46,13,28,39,20,24,43,21,53,52,23,25,19,14,23,10,30,18,17,22,30,42,23,7,11,17,18,45,11,15,5,8,8,18,16,42,21,43,27,50,32,33,13,9,21,18,15,17,20,24,57,90],"unit":"筆","axis":"left"}],"columns":[],"rows":[],"x_labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"y_labels":[],"calendar_range":"","x_name":"交易日／觀察期","y_name":"有效樣本數（筆）","unit":"筆"},{"title":"事件明細與資料日期","subtitle":"Sharpe（倍） 與 有效樣本數（筆）","chart":"table","labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"series":[{"name":"Sharpe（倍）","data":[1.83,1.94,1.15,1.35,1.01,0.61,0.83,0.91,1.32,1.26,2.53,1.87,1.64,1.04,1.58,0.89,0.8,0.35,0.69,1.92,0.95,1.03,0.74,1.07],"unit":"倍"}],"columns":[{"key":"label","label":"交易日／觀察期"},{"key":"value","label":"Sharpe（倍）"},{"key":"comparison","label":"有效樣本數（筆）"},{"key":"date","label":"資料日期（示例）"}],"rows":[{"label":"2025-10-16","value":1.83,"comparison":33,"date":"2025-10-16"},{"label":"2025-11-03","value":1.94,"comparison":17,"date":"2025-11-03"},{"label":"2025-11-17","value":1.15,"comparison":30,"date":"2025-11-17"},{"label":"2025-12-03","value":1.35,"comparison":20,"date":"2025-12-03"},{"label":"2025-12-19","value":1.01,"comparison":63,"date":"2025-12-19"},{"label":"2026-01-02","value":0.61,"comparison":30,"date":"2026-01-02"},{"label":"2026-01-20","value":0.83,"comparison":23,"date":"2026-01-20"},{"label":"2026-02-05","value":0.91,"comparison":24,"date":"2026-02-05"},{"label":"2026-02-23","value":1.32,"comparison":58,"date":"2026-02-23"},{"label":"2026-03-09","value":1.26,"comparison":18,"date":"2026-03-09"},{"label":"2026-03-25","value":2.53,"comparison":14,"date":"2026-03-25"},{"label":"2026-04-10","value":1.87,"comparison":46,"date":"2026-04-10"},{"label":"2026-04-24","value":1.64,"comparison":81,"date":"2026-04-24"},{"label":"2026-05-12","value":1.04,"comparison":63,"date":"2026-05-12"},{"label":"2026-05-28","value":1.58,"comparison":46,"date":"2026-05-28"},{"label":"2026-06-11","value":0.89,"comparison":24,"date":"2026-06-11"},{"label":"2026-06-29","value":0.8,"comparison":25,"date":"2026-06-29"},{"label":"2026-07-15","value":0.35,"comparison":18,"date":"2026-07-15"},{"label":"2026-07-31","value":0.69,"comparison":7,"date":"2026-07-31"},{"label":"2026-08-14","value":1.92,"comparison":11,"date":"2026-08-14"},{"label":"2026-09-01","value":0.95,"comparison":16,"date":"2026-09-01"},{"label":"2026-09-17","value":1.03,"comparison":32,"date":"2026-09-17"},{"label":"2026-10-01","value":0.74,"comparison":18,"date":"2026-10-01"},{"label":"2026-10-16","value":1.07,"comparison":90,"date":"2026-10-16"}],"x_labels":["2025-10-16","2025-10-20","2025-10-22","2025-10-24","2025-10-28","2025-10-30","2025-11-03","2025-11-05","2025-11-07","2025-11-11","2025-11-13","2025-11-17","2025-11-19","2025-11-21","2025-11-25","2025-11-27","2025-12-01","2025-12-03","2025-12-05","2025-12-09","2025-12-11","2025-12-15","2025-12-17","2025-12-19","2025-12-23","2025-12-25","2025-12-29","2025-12-31","2026-01-02","2026-01-06","2026-01-08","2026-01-12","2026-01-14","2026-01-16","2026-01-20","2026-01-22","2026-01-26","2026-01-28","2026-01-30","2026-02-03","2026-02-05","2026-02-09","2026-02-11","2026-02-13","2026-02-17","2026-02-19","2026-02-23","2026-02-25","2026-02-27","2026-03-03","2026-03-05","2026-03-09","2026-03-11","2026-03-13","2026-03-17","2026-03-19","2026-03-23","2026-03-25","2026-03-27","2026-03-31","2026-04-02","2026-04-06","2026-04-08","2026-04-10","2026-04-14","2026-04-16","2026-04-20","2026-04-22","2026-04-24","2026-04-28","2026-04-30","2026-05-04","2026-05-06","2026-05-08","2026-05-12","2026-05-14","2026-05-18","2026-05-20","2026-05-22","2026-05-26","2026-05-28","2026-06-01","2026-06-03","2026-06-05","2026-06-09","2026-06-11","2026-06-15","2026-06-17","2026-06-19","2026-06-23","2026-06-25","2026-06-29","2026-07-01","2026-07-03","2026-07-07","2026-07-09","2026-07-13","2026-07-15","2026-07-17","2026-07-21","2026-07-23","2026-07-27","2026-07-29","2026-07-31","2026-08-04","2026-08-06","2026-08-10","2026-08-12","2026-08-14","2026-08-18","2026-08-20","2026-08-24","2026-08-26","2026-08-28","2026-09-01","2026-09-03","2026-09-07","2026-09-09","2026-09-11","2026-09-15","2026-09-17","2026-09-21","2026-09-23","2026-09-25","2026-09-29","2026-10-01","2026-10-05","2026-10-07","2026-10-09","2026-10-13","2026-10-15","2026-10-16"],"y_labels":[],"calendar_range":"","x_name":"交易日／觀察期","y_name":"資料明細","unit":""}],"rows":[{"label":"2025-10-16","value":1.83,"comparison":33,"date":"2025-10-16"},{"label":"2025-11-03","value":1.94,"comparison":17,"date":"2025-11-03"},{"label":"2025-11-17","value":1.15,"comparison":30,"date":"2025-11-17"},{"label":"2025-12-03","value":1.35,"comparison":20,"date":"2025-12-03"},{"label":"2025-12-19","value":1.01,"comparison":63,"date":"2025-12-19"},{"label":"2026-01-02","value":0.61,"comparison":30,"date":"2026-01-02"},{"label":"2026-01-20","value":0.83,"comparison":23,"date":"2026-01-20"},{"label":"2026-02-05","value":0.91,"comparison":24,"date":"2026-02-05"},{"label":"2026-02-23","value":1.32,"comparison":58,"date":"2026-02-23"},{"label":"2026-03-09","value":1.26,"comparison":18,"date":"2026-03-09"},{"label":"2026-03-25","value":2.53,"comparison":14,"date":"2026-03-25"},{"label":"2026-04-10","value":1.87,"comparison":46,"date":"2026-04-10"},{"label":"2026-04-24","value":1.64,"comparison":81,"date":"2026-04-24"},{"label":"2026-05-12","value":1.04,"comparison":63,"date":"2026-05-12"},{"label":"2026-05-28","value":1.58,"comparison":46,"date":"2026-05-28"},{"label":"2026-06-11","value":0.89,"comparison":24,"date":"2026-06-11"},{"label":"2026-06-29","value":0.8,"comparison":25,"date":"2026-06-29"},{"label":"2026-07-15","value":0.35,"comparison":18,"date":"2026-07-15"},{"label":"2026-07-31","value":0.69,"comparison":7,"date":"2026-07-31"},{"label":"2026-08-14","value":1.92,"comparison":11,"date":"2026-08-14"},{"label":"2026-09-01","value":0.95,"comparison":16,"date":"2026-09-01"},{"label":"2026-09-17","value":1.03,"comparison":32,"date":"2026-09-17"},{"label":"2026-10-01","value":0.74,"comparison":18,"date":"2026-10-01"},{"label":"2026-10-16","value":1.07,"comparison":90,"date":"2026-10-16"}],"columns":[{"key":"label","label":"交易日／觀察期"},{"key":"value","label":"Sharpe（倍）"},{"key":"comparison","label":"有效樣本數（筆）"},{"key":"date","label":"資料日期（示例）"}]}