Risk Exposure quantifies how much market risk your Portfolio Tracker book carries — concentration, BTC beta, realized volatility and a simple 1-day VaR.
Coin vol/beta come from daily Binance closes (same history as DCA Calculator). Logged-in users get daily risk snapshots; guests compute in the browser.
What is this tool?
A risk dashboard for the holdings already tracked in Portfolio Tracker.
Single-factor model vs Bitcoin for portfolio volatility and beta.
Bucket stress scenarios (BTC drop, alt crash, mild risk-off).
How to read the results
Risk score blends concentration, vol, beta and risk-on weight (0–100).
VaR 1D is a rough 95% one-day loss estimate from portfolio vol.
Risk share shows which coins drive most of the weighted volatility.
Stress rows apply fixed bucket shocks to current values.
Key signals and metrics
Beta vs BTC: how much the book tends to move with Bitcoin.
Vol 90D: annualized realized volatility from daily log returns.
Stablecoins count as near-zero vol/beta cash ballast.
Advanced usage and combinations
Use with Asset Allocation and Rebalancing when risk-on weight is too high.
Cross-check Portfolio Health for diversification grade vs this risk score.
After changing holdings in Tracker, recalculate here.
Using this tool on PEPS Crypto
Populate holdings in Portfolio Tracker.
Open Risk Exposure — metrics use the site display currency.
Read score, beta, VaR and stress P&L.
Drill into the per-coin table for risk share.
How it works
- Add holdings in Portfolio Tracker.
- Open Risk Exposure.
- Read risk score, beta and VaR.
- Review stress scenarios and coin risk share.
- Rebalance or add stables if risk band is high/extreme.
What to consider
- Coins without price history use default alt/BTC/ETH assumptions.
- Correlations change in crashes — stress is illustrative.
- Not financial or tax advice.
Frequently asked questions
- Where do vol and beta come from?
- Hourly cron on dcc_daily_prices (Binance 1d closes). Unknown coins use conservative defaults.
- Is VaR exact?
- No — it is a Gaussian 1.65σ approximation on a single-factor vol model, not a full covariance VaR.
- Does this place trades?
- No — measurement only.
Conclusion
Treat Risk Exposure as a hygiene check, not a trading signal.
Not financial advice.