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 |
|---|---|---|---|---|---|
| PRT-038 | Impact of exchange rates on personal investments For the same asset accounted for in HKD, how much of the profit or loss comes from exchange rates? | Portfolio (example holdings) | Waterfall | Catalogue #551 P3 | Sample |
| PRT-049 | Whole-portfolio staged liquidation scenario With your own daily volume participation rate and selling order, roughly how many days would it take to raise the target amount in cash? | Portfolio (example holdings) | Stacked bar | Catalogue #572 P3 | Sample |
| RSK-012 | Average loss on down days How much does the market typically fall on negative-return days? | Risk and drawdown | Bar | Catalogue #613 P3 | 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-016 | Frequency of extreme loss breaches How often do declines exceed the preset threshold? | Risk and drawdown | Bar | Catalogue #615 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-020 | High-volatility market conditional analysis How do individual stocks perform when the market swings sharply? | Risk and drawdown | Bar | Catalogue #617 P3 | Sample |
| RSK-021 | Downside beta Is sensitivity higher than usual when the market falls? | Risk and drawdown | Line | Catalogue #618 P3 | Sample |
| RSK-022 | Upside and downside capture ratios Does the magnitude captured differ when the market rises and falls? | Risk and drawdown | Bar | Catalogue #619 P3 | Sample |
| RSK-024 | Tracking error Is the deviation from the benchmark stable? | Risk and drawdown | Line | Catalogue #620 P3 | Sample |
| RSK-025 | Information Ratio How large is the outperformance relative to the volatility of the deviation? | Risk and drawdown | Line | Catalogue #621 P3 | Sample |
| RSK-027 | Joint decline chart for sharp-fall days Which assets fall together under market stress? | Risk and drawdown | Matrix | Catalogue #622 P3 | Sample |
| RSK-028 | Change in correlation during stress periods Does the benefit of diversification decline in falling markets? | Risk and drawdown | Matrix | Catalogue #623 P3 | Sample |
| RSK-031 | Calmar return-to-drawdown ratio How does long-term return compare with the maximum drawdown? | Risk and drawdown | Line | Catalogue #624 P3 | Sample |
| RSK-040 | Share of overnight risk How much of the total movement comes from holding overnight? | Risk and drawdown | Stacked bar | Catalogue #625 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 |
| RSK-047 | Currency risk decomposition Is base-currency volatility driven by the stock or by the exchange rate? | Risk and drawdown | Stacked bar | Catalogue #627 P3 | Sample |
| RSK-050 | Extreme stress replay scenario What happens if past stress periods are replayed on a given portfolio? | Risk and drawdown | Multi-series | Catalogue #628 P3 | Sample |
| PRT-036 | Portfolio tail loss In scenarios worse than the VaR threshold, how large is the average loss? | Portfolio (example holdings) | Bar | Catalogue #640 P3 | Sample |
| PRT-034 | Portfolio long and short exposure What are my gross exposure, net exposure and leverage? | Portfolio (example holdings) | Stacked bar | Catalogue #657 P3 | Sample |
| PRT-037 | Historical crisis replay scenario How might valuation change if current holdings went through a past market episode again? | Portfolio (example holdings) | Waterfall | Catalogue #658 P3 | Sample |
| PRT-033 | Portfolio market sensitivity For each 1% move in the market, how has the portfolio reacted on average historically? | Portfolio (example holdings) | Scatter | Catalogue #667 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 |
| PRT-047 | New-money allocation scenario How much can allocation drift be reduced using new money alone? | Portfolio (example holdings) | Bar | Catalogue #756 P3 | 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.