Tail gain-to-loss ratio

Are the tails of the best and worst returns symmetric?

Risk and drawdown RSK-034 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.

Download CSV Sample JSON Specification JSON Sample as of

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

Highest item: Sample B
2.79 x
Lowest item: Sample A
0.33 x
Average
1.51 x
Number of items
8 items

Tail gain-to-loss ratio

Tail ratio (x) (Bar)

Valid sample size (observations)

Valid sample size (observations) (Line)

Event detail and data date

Tail ratio (x) and Valid sample size (observations) (Table)

Sample data rows

Symbol/event/scenarioTail ratio (x)Valid sample size (observations)Data date (sample)
Sample A 0.33 55 2026-10-16
Sample B 2.79 39 2026-10-16
Sample C 1.25 16 2026-10-16
Sample D 2.17 19 2026-10-16
Sample E 1.22 122 2026-10-16
Sample F 1.16 6 2026-10-16
Sample G 0.92 18 2026-10-16
Sample H 2.22 41 2026-10-16