Omega return-threshold ratio

How do upside and downside compare across different return thresholds?

Risk and drawdown RSK-032 Line 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

Latest value
1.05 x
Period average
1.22 x
Period high
3.28 x
Period low
0.37 x

Omega return-threshold ratio

Omega (x) (Line)

Valid sample size (observations)

Valid sample size (observations) (Bar)

Event detail and data date

Omega (x) and Valid sample size (observations) (Table)

Sample data rows

Trading day/observation periodOmega (x)Valid sample size (observations)Data date (sample)
2025-10-16 1.09 8 2025-10-16
2025-11-03 0.91 12 2025-11-03
2025-11-17 1.31 7 2025-11-17
2025-12-03 1.48 53 2025-12-03
2025-12-19 2.04 5 2025-12-19
2026-01-02 0.42 59 2026-01-02
2026-01-20 1.62 9 2026-01-20
2026-02-05 2.64 32 2026-02-05
2026-02-23 0.45 11 2026-02-23
2026-03-09 0.73 17 2026-03-09
2026-03-25 0.76 26 2026-03-25
2026-04-10 0.53 16 2026-04-10
2026-04-24 2.02 27 2026-04-24
2026-05-12 2.22 30 2026-05-12
2026-05-28 1.39 18 2026-05-28
2026-06-11 0.42 30 2026-06-11
2026-06-29 1.75 15 2026-06-29
2026-07-15 0.71 104 2026-07-15
2026-07-31 1.71 12 2026-07-31
2026-08-14 0.89 56 2026-08-14
2026-09-01 0.55 131 2026-09-01
2026-09-17 1.24 54 2026-09-17
2026-10-01 0.54 60 2026-10-01
2026-10-16 1.05 39 2026-10-16