diff --git a/examples/portfolio/README.md b/examples/portfolio/README.md
index 5bb61cde54..829e19ea80 100644
--- a/examples/portfolio/README.md
+++ b/examples/portfolio/README.md
@@ -24,6 +24,7 @@ We use China stock market data for our example.
    unzip -d ~/.qlib/qlib_data/cn_data csi300_weight.zip
    rm -f csi300_weight.zip
    ```
+   NOTE:  We don't find any public free resource to get the weight in the benchmark. To run the example, we manually create this weight data.
 
 2. Prepare risk model data: