Block-resampled drawdown scenarios

What drawdowns would result from reshuffling similar historical segments?

Risk and drawdown RSK-045 Range 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: Item D
0 %
Lowest item: Item B
-22.54 %
Average
-11.05 %
Number of items
7 items

Block-resampled drawdown scenarios

Maximum drawdown (%) (Range)

Valid sample size (observations)

Valid sample size (observations) (Bar)

Event detail and data date

Maximum drawdown (%) and Valid sample size (observations) (Table)

Sample data rows

Reference price level / scenarioMaximum drawdown (%)Valid sample size (observations)Data date (sample)
Item A -18.2 11 2026-10-16
Item B -22.54 30 2026-10-16
Item C -3.4 16 2026-10-16
Item D 0 22 2026-10-16
Item E -10.01 57 2026-10-16
Item F -8.66 19 2026-10-16
Item G -14.55 15 2026-10-16