📊 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%

Expected Return: +85%

ETH

Ethereum

ETH

Volatility: 75%

Expected Return: +95%

SOL

Solana

SOL

Volatility: 95%

Expected Return: +120%

USD

USDC

Volatility: 0.5%

Expected 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

Expected 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.

Související články

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