Report library

Every report specification in the library, each with a sample-data workspace. Search by ID or title, filter by category and chart type, or start from a product workbench.

1,184 report specifications: 1,000 in the 20-category catalogue and 184 across 19 product workbenches.

Showing 1–24 of 50

Category: Risk and drawdown

ID	Title and research question	Category	Chart	Priority	Data
RSK-001	Maximum drawdown and time under water What was the largest historical decline, and how long did it take to recover?	Risk and drawdown	Area	Catalogue #26 P0	Sample
RSK-002	Risk-return scatter plot How much volatility must be taken on for the same return?	Risk and drawdown	Scatter	Catalogue #130 P1	Sample
RSK-003	Rolling volatility Has holding risk risen recently?	Risk and drawdown	Line	Catalogue #131 P1	Sample
RSK-004	Asset correlation matrix Do the assets held together actually rise and fall together?	Risk and drawdown	Matrix	Catalogue #132 P1	Sample
RSK-005	Beta market sensitivity How sensitive is the stock to market movements?	Risk and drawdown	Line	Catalogue #133 P1	Sample
RSK-009	Drawdown event comparison How does the latest market decline compare with the largest past declines?	Risk and drawdown	Bar	Catalogue #134 P1	Sample
RSK-006	Downside risk and Sortino Is the risk of negative returns reasonable relative to the return earned?	Risk and drawdown	Line	Catalogue #361 P2	Sample
RSK-007	Sharpe risk-adjusted return How much excess return is earned per unit of volatility?	Risk and drawdown	Line	Catalogue #362 P2	Sample
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-011	Volatility historical percentile Is current volatility already above most of its history?	Risk and drawdown	Line	Catalogue #365 P2	Sample
RSK-018	Historical probability of loss by holding period Does the share of historical loss samples fall as the holding period lengthens?	Risk and drawdown	Line	Catalogue #366 P2	Sample
RSK-019	Holding-period return percentile bands How wide is the historical gap between upside and downside across holding periods?	Risk and drawdown	Range	Catalogue #367 P2	Sample
RSK-023	Rolling benchmark correlation Is the relationship between the stock and the market changing?	Risk and drawdown	Line	Catalogue #368 P2	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

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.