Portfolio & Risk
Example portfolios, risk and drawdown, and cross-asset portfolio views.
110 report specifications in this section
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| RSK-008 | Historical VaR and Expected Shortfall What range do historical tail losses roughly fall into? | Risk and drawdown | Histogram | Catalogue #363 P2 | Sample |
| RSK-010 | Drawdown recovery time How long did each past decline take to recover its prior high? | Risk and drawdown | Histogram | Catalogue #364 P2 | Sample |
| RSK-013 | Up-day and down-day symmetry Is the distribution of gains and losses clearly asymmetric? | Risk and drawdown | Histogram | Catalogue #614 P3 | Sample |
| RSK-017 | Consecutive loss risk How long and how costly are the worst losing streaks? | Risk and drawdown | Histogram | Catalogue #616 P3 | Sample |
| RSK-041 | Gap loss distribution How large a price range can the market open straight through? | Risk and drawdown | Histogram | Catalogue #626 P3 | Sample |
| PRT-035 | Portfolio historical VaR Under the specified historical sample, what is the portfolio's one-day loss quantile? | Portfolio (example holdings) | Histogram | Catalogue #668 P3 | Sample |
| crossasset_portfolio-01 | Cross-account assets, cash and net worth overview | Cross-asset portfolio (example holdings) | Histogram | Workbench #1 P0 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.