Frequency of extreme loss breaches

How often do declines exceed the preset threshold?

Risk and drawdown RSK-016 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 E
32 %
Lowest item: Sample D
1 %
Average
12.5 %
Number of items
8 items

Frequency of extreme loss breaches

Breach frequency (%) (Bar)

Valid sample size (observations)

Valid sample size (observations) (Line)

Event detail and data date

Breach frequency (%) and Valid sample size (observations) (Table)

Sample data rows

Symbol/event/scenarioBreach frequency (%)Valid sample size (observations)Data date (sample)
Sample A 23.1 9 2026-10-16
Sample B 6.7 10 2026-10-16
Sample C 10.5 8 2026-10-16
Sample D 1 27 2026-10-16
Sample E 32 20 2026-10-16
Sample F 17.6 5 2026-10-16
Sample G 2.9 8 2026-10-16
Sample H 6.2 129 2026-10-16