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Portfolio Risk Analyzer
Monte Carlo simulation engine with 5,000 paths. Adjust allocations, add assets, and stress-test your portfolio across different time horizons.
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Aggressive Portfolio
High volatility. Expect significant swings.
Allocation
100%
$10,000
Portfolio Assets
Bitcoin BTC
Return: 62% | Vol: 55% | Beta: 1.00
40%
Ethereum ETH
Return: 75% | Vol: 72% | Beta: 1.25
25%
Solana SOL
Return: 110% | Vol: 95% | Beta: 1.65
10%
USD Coin USDC
Return: 5% | Vol: 1% | Beta: 0.00
10%
Aave AAVE
Return: 85% | Vol: 88% | Beta: 1.45
8%
Chainlink LINK
Return: 70% | Vol: 80% | Beta: 1.35
7%
Simulation Results
Outcome Distribution (12mo)
$6609
Bear
$11.7k
Weak
$16.9k
Median
$24.2k
Strong
$40.3k
Bull
Risk Metrics
Max Drawdown (5th pct)
-54.9%
Value at Risk (95%)
-21.0%
CVaR / Exp. Shortfall
-27.8%
Sharpe Ratio
0.348
Sortino Ratio
0.399
Calmar Ratio
2.416
Concentration Risk
btc40%
eth25%
alt17%
stable10%
defi8%
Methodology
This tool uses geometric Brownian motion Monte Carlo simulation with correlated asset returns. Expected returns and volatilities are based on historical crypto market data (2020-2025). Correlation matrices are derived from daily returns across asset classes. Results are for educational purposes only and do not constitute financial advice. Past performance does not guarantee future results. Crypto assets are highly volatile and you may lose your entire investment.