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-032 | Omega return-threshold ratio How do upside and downside compare across different return thresholds? | Risk and drawdown | Line | Catalogue #996 P4 | Sample |
| RSK-033 | Pain index and pain ratio Is the average drawdown adequate relative to the return? | Risk and drawdown | Line | Catalogue #997 P4 | Sample |
| RSK-038 | Parkinson high-low volatility How much does volatility estimated from high and low prices differ from the close-to-close method? | Risk and drawdown | Line | Catalogue #998 P4 | Sample |
| RSK-039 | Garman Klass volatility What additional volatility estimate does OHLC information provide? | Risk and drawdown | Line | Catalogue #999 P4 | Sample |
| crossasset_portfolio-02 | Time-weighted, money-weighted and benchmark performance | Cross-asset portfolio (example holdings) | Line | Workbench #2 P0 | Sample |
| crossasset_portfolio-05 | Overall drawdown and loss-tolerance path | Cross-asset portfolio (example holdings) | Line | Workbench #5 P1 | 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.