Portfolio Risk Lab

Build a hypothetical basket and get an institutional risk read — volatility, diversification, drawdown and Value-at-Risk — computed from a year of free daily price history.

Your basket

50%

30%

20%

Raw weight total100%

Weights are normalised automatically — they don't have to sum to 100%.

Allocation

BTC50%

ETH30%

SOL20%

Annual Volatility

Portfolio σ, annualized

Max Drawdown

Worst peak-to-trough (1yr)

VaR 95% · 1d

Max daily loss, 95% conf.

VaR 99% · 1d

Max daily loss, 99% conf.

Diversification score

—/100

—

Basket drawdown (1yr)

The weighted basket rebased to 1.0, showing every decline from its running peak. Pros size positions to the drawdown they can stomach, not just the average return.

Correlation (90d)

Risk contribution

Annual volatility is the portfolio standard deviation from the full covariance matrix of daily log-returns (√365 annualized). VaR is the parametric (delta-normal) loss not expected to be exceeded at the stated confidence over one day — e.g. a 95% 1-day VaR of 8% means losses should stay under 8% on 95 of 100 days. Risk contribution splits total variance across holdings. All figures are estimates from ~1 year of free public data and are not investment advice.

Source: Coinbase/Kraken public daily klines. Free, no key. 3 assets.