{
    "id": "index_benchmark-04",
    "category": "index_benchmark",
    "category_name": "指數與比較基準",
    "title": "指數風險、回撤與復原",
    "question": "指數風險、回撤與復原",
    "chart": "multi",
    "metric": "指數風險、回撤與復原",
    "secondary": "回撤線＋風險比較表",
    "x": "觀察期／樣本",
    "y": "示例數值",
    "panels": [
        "指數風險、回撤與復原",
        "回撤線＋風險比較表",
        "資料明細"
    ],
    "filters": [
        "標的／市場",
        "分析區間",
        "基準／參數"
    ],
    "apis": [
        "EOD"
    ],
    "calculation": "回撤=I_t/max(I_0…I_t)-1；波動=std(log(I_t/I_(t-1)))×sqrt(N)；計回撤持續和復原日。",
    "caveat": "觀測起點、假期和幣別一致；price index 與 total-return index 不在同一榜混排。",
    "inputs": "EOD: 同回報定義的指數序列",
    "extra_inputs": "依左側必要欄位與限制核實",
    "data_class": "原生資料可衍生",
    "complexity": "原生／衍生，逐標的驗證",
    "rank": 4,
    "stage": "P1",
    "collection": "product",
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes"
    ],
    "requires_user_input": false,
    "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
        }
    }
}