Average loss on down days

How much does the market typically fall on negative-return days?

Risk and drawdown RSK-012 Bar Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Sample B
14.75 %
Lowest item: Sample D
-2.7 %
Average
5.7 %
Number of items
8 items

Average loss on down days

Conditional average return (%) (Bar)

Valid sample size (observations)

Valid sample size (observations) (Line)

Event detail and data date

Conditional average return (%) and Valid sample size (observations) (Table)

Sample data rows

Symbol/event/scenarioConditional average return (%)Valid sample size (observations)Data date (sample)
Sample A 12.17 9 2026-10-16
Sample B 14.75 12 2026-10-16
Sample C -0.62 14 2026-10-16
Sample D -2.7 36 2026-10-16
Sample E 7.91 6 2026-10-16
Sample F 4.75 13 2026-10-16
Sample G 3.92 11 2026-10-16
Sample H 5.41 163 2026-10-16