Sources & further reading
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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.
⚡
Very Aggressive Portfolio
Extreme volatility. Only for experienced traders.
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)
$6347
Bear
$11.4k
Weak
$16.5k
Median
$23.9k
Strong
$40.9k
Bull
Risk Metrics
Max Drawdown (5th pct)
-56.1%
Value at Risk (95%)
-21.6%
CVaR / Exp. Shortfall
-28.4%
Sharpe Ratio
0.335
Sortino Ratio
0.381
Calmar Ratio
2.273
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.