Value at Risk (95%)
−$4,210
8.8% over 1 day
Exceeded on 5% of days
AI Risk Analysis
Downside modelling for $47,823.56 · overall risk Elevated · last run 14 minutes ago
Max Drawdown
−18.4%
deepest peak-to-trough
Recovered in 42 days
Portfolio Beta
1.24
vs total crypto market
Amplifies moves by 24%
Risk Score
62/100
Elevated
Drawdown History
Distance below the running peak
Drawdown episodes (1y)
| Started | Depth | Duration | Recovered |
|---|---|---|---|
| March | −18.4% | 31 days | 42 days |
| June | −11.2% | 18 days | 23 days |
| September | −7.8% | 12 days | 19 days |
| Current | −2.1% | 6 days | Ongoing |
Each episode has recovered faster than the one before it, but past recovery is not a guarantee of future behaviour.
- Current drawdown
- −2.1%
- Deepest (1y)
- −18.4% · March
- Time underwater
- 112 of 365 days
- Avg. recovery
- 28 days
- Episodes (1y)
- 4 · 3 recovered
Stress Tests
Modelled loss under historical shocks
March 2020 crash
Market −50% in 48 hours
−$29,640
−62.0%
FTX collapse
Market −25% over 5 days
−$14,820
−31.0%
Regulatory shock
Alts −35%, BTC −15%
−$12,450
−26.0%
Rate shock
Risk assets −18%
−$8,890
−18.6%
Single-asset failure
Largest holding to zero
−$20,091
−42.0%
A single-asset failure costs more than a 25% market-wide crash. That asymmetry comes from BTC at 42% — concentration, not market exposure, is your dominant risk.
Recovery outlook
- Worst case remaining
- $18,183
- Est. recovery time
- 14–20 months
- Historical precedent
- 2 events in 4 years
- Cash buffer
- 5.1% of portfolio
Stress tests apply historical shocks to current holdings. They model correlated moves, not liquidity gaps or exchange failure.
- Scenarios modelled
- 5
- Worst outcome
- −62.0%
Exposure Limits
Usage against your configured caps
-
Single asset max Breached
BTC at 42% against a 35% cap
-
Leverage Within limit
1.2× effective against a 5× cap
-
Sector concentration Near limit
Layer 1 at 69% against an 80% cap
-
Illiquid holdings Within limit
2.4% of value against a 15% cap
-
Daily VaR Moderate
8.8% against a 15% cap
One limit breached
Selling 0.0496 BTC (≈ $3,347) brings single-asset exposure back under the 35% cap.
- Limits configured
- 5
- Breached
- 1
- Near limit
- 2
- Last checked
- 14 minutes ago
Risk Contribution
Share of portfolio risk versus share of value
% of value
% of risk
Solana contributes 22% of portfolio risk from only 14% of value — its volatility outweighs its position size. Bitcoin is the opposite: large but comparatively steady.
What drives each asset's risk
SOL
1.6×
Volatility 2.1× the portfolio average
AVAX
1.4×
High beta, small position size
BTC
0.8×
Large but comparatively steady
Density is risk share divided by value share. Above 1.0× an asset carries more risk than its size suggests.
- Largest risk contributor
- BTC · 34%
- Most risk-dense
- SOL · 1.6× its weight
- Diversification benefit
- −12% vs sum of parts