📊 Risk Analysis Tool
Portfolio Risk Analyzer
Build your crypto portfolio and analyze diversification, correlation, and risk-adjusted returns with interactive tools.
🏗️ 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.
| Bitcoin | Ethereum | Altcoins | Stables | |
|---|---|---|---|---|
| Bitcoin | 1.00 | 0.85 | 0.75 | 0.05 |
| Ethereum | 0.85 | 1.00 | 0.88 | 0.08 |
| Altcoins | 0.75 | 0.88 | 1.00 | 0.10 |
| Stables | 0.05 | 0.08 | 0.10 | 1.00 |
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 81.3% with 62.8% volatility. In a worst-case scenario (95% confidence), you could lose up to 22.1% of your portfolio value.
📈 Efficient Frontier
The curve shows optimal portfolios that offer the highest return for each level of risk.
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.
⚠️ This tool is for educational purposes only. Past performance does not guarantee future results. Always do your own research before investing.