{
    "id": "crossasset_portfolio-05",
    "category": "crossasset_portfolio",
    "category_name": "跨資產投資組合",
    "title": "整體回撤與承受損失路徑",
    "question": "整體回撤與承受損失路徑",
    "chart": "line",
    "metric": "整體回撤與承受損失路徑",
    "secondary": "流量調整淨值＋水下曲線",
    "x": "觀察期／樣本",
    "y": "示例數值",
    "panels": [
        "整體回撤與承受損失路徑",
        "流量調整淨值＋水下曲線",
        "資料明細"
    ],
    "filters": [
        "標的／市場",
        "分析區間",
        "基準／參數"
    ],
    "apis": [
        "EOD",
        "USER_MASTER"
    ],
    "calculation": "先以 TWR 形成流量調整淨值指數，再 D_t=NAVindex_t/max(NAVindex)-1；同時另列實際金額跌幅。",
    "caveat": "不能把提領造成的帳戶金額下降當投資回撤；歷史持倉缺失不得以現在持倉補成實際過去績效。",
    "inputs": "USER: 淨值與現金流\nEOD/FX: 重建歷史估值",
    "extra_inputs": "依左側必要欄位與限制核實",
    "data_class": "必需用戶或券商資料",
    "complexity": "原生＋主檔／用戶資料",
    "rank": 5,
    "stage": "P1",
    "collection": "product",
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes",
        "https://eodhd.com/financial-apis/user-api",
        "https://eodhd.com/financial-apis/list-supported-forex-currencies"
    ],
    "requires_user_input": true,
    "requires_extra_plan": false,
    "cadence": "示例資料",
    "sample_labels": [
        "2019",
        "2020",
        "2021",
        "2022",
        "2023",
        "2024"
    ],
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}