📊 Risk Analysis Tool

Portfolio Risk Analyzer

Analyze your portfolio risk...

15min read

🏗️ Portfolio Builder

Total Allocation100%
BTC
Bitcoin
BTC
%
Volatility: 65%
Exp. Return: +85%
ETH
Ethereum
ETH
%
Volatility: 75%
Exp. Return: +95%
SOL
Solana
SOL
%
Volatility: 95%
Exp. Return: +120%
USD
USDC
USDC
%
Volatility: 0.5%
Exp. Return: +5%

📊 Diversification Score

76/100
Well Diversified
Risk Level
high
Avg. Volatility: 62.8%
Category Distribution
btc40%
eth30%
altcoin15%
stablecoin15%
Portfolio Metrics
HHI Index
0.295
High concentration
Asset Categories
4/6

🔗 Correlation Matrix

Lower correlation = better diversification. High correlation means assets move together.

BitcoinEthereumAltcoinsStables
Bitcoin1.000.850.750.05
Ethereum0.851.000.880.08
Altcoins0.750.881.000.10
Stables0.050.080.101.00
Very High (0.8-1.0)
High (0.6-0.8)
Moderate (0.4-0.6)
Low (0.2-0.4)
Very Low (0.0-0.2)

⚖️ Risk/Reward Analysis

Exp. Return
+81.3%
Annual
Volatility
62.8%
Annualized
Sharpe Ratio
1.21
Good
VaR (95%)
-22.1%
Worst case

📈 Scenario Analysis

🚀
Bull Market
+121.9%
📊
Base Case
+81.3%
🐻
Bear Market
-40.6%
💥
Market Crash
-125.7%
💡 What This Means
Your portfolio has an expected annual return of ${analysis.portfolioReturn}% with ${analysis.portfolioVolatility}% volatility. In a worst-case scenario (95% confidence), you could lose up to ${Math.abs(parseFloat(analysis.var95))}% of your portfolio value.

📈 Efficient Frontier

The curve shows optimal portfolios that offer the highest return for each level of risk.

0%25%50%75%100%0%30%60%90%120%Your PortfolioVolatility (Risk)Expected Return
Efficient Frontier
Your Portfolio
Sub-optimal Portfolios

💡 Risk Management Tips

🎯
Diversify Across Categories
Hold assets from different sectors (Layer 1s, DeFi, Stablecoins) to reduce correlation risk.
🛡️
Maintain Stablecoin Reserve
Keep 10-20% in stablecoins to buy dips and reduce portfolio volatility.
📊
Rebalance Regularly
Review and rebalance your portfolio quarterly to maintain target allocations.
⚠️
Size Positions by Risk
Higher volatility assets should have smaller allocations in your portfolio.

Related Articles

Choose the next rule that makes the plan easier to follow

If this analyzer exposed concentration, DCA drift, idle stablecoins, or custody risk, use the next read to lock in sizing, parking, exchange choice, and wallet boundaries before noise pushes the decision for you.

Start here

Reset your target allocation

Rebuild the portfolio around core positions, stablecoin buffers, and rebalance bands before you add more risk.

Guide: Crypto Portfolio Building Guide - Allocation, Diversification & Rebalancing

Build allocation rules
  1. 1

    Cadence

    Lock in a DCA rhythm you can keep

    Turn vague buying into a weekly or monthly process so volatility stops dictating when you deploy cash.

    DCA Strategy Explained

  2. 2

    Parking cash

    Choose the stablecoin you will park in

    Decide whether USDT, USDC, or EURC should hold dry powder so you know where short-term cash belongs.

    USDT vs USDC vs EURC (2026): Which Stablecoin Is Best for Traders, Savings and Payments?

  3. 3

    Exchange choice

    Pick the exchange that fits the plan

    Match fees, security, and fiat rails to your actual workflow before you keep moving money around.

    Best Crypto Exchanges 2026: Complete Comparison & Rankings

  4. 4

    Custody

    Set the boundary between exchange and wallet

    Move the right assets off-exchange once the portfolio is sized and your holding period gets longer.

    Self-Custody Wallet Guide: When to Move Crypto Off-Exchange in 2026

⚠️ This tool is for educational purposes only. Past performance does not guarantee future results. Always do your own research before investing.

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