| Asset | Price | 24H | Holdings | Value | P&L |
|---|
| Asset | Type | Price | 24h | Qty | Avg Cost | Value | P&L | P&L % |
|---|
What is Monte Carlo simulation?
Monte Carlo runs thousands of randomized future paths for your portfolio using your chosen return and volatility settings. It is not a prediction; it maps a range of possible outcomes.
Focus on the median and worst 5th percentile, not the best case. "Probability of profit" shows what share of simulated paths ended above your starting value.
What is Value at Risk (VaR)?
VaR at 95% confidence means: in 95% of simulated scenarios, the portfolio does not lose more than this amount. CVaR (Expected Shortfall) is the average loss inside the worst 5%. It is more conservative and shows how severe the tail actually is.
Read VaR as a risk sizing reference, not a guarantee. Losses can exceed VaR in real market conditions.
What do risk ratios measure?
Risk ratios answer: are you earning enough return for the risk you are taking? A higher ratio means better risk-adjusted performance.
- Sharpe: return per unit of total volatility (upside and downside).
- Sortino: return per unit of downside volatility only. More useful for crypto-heavy portfolios.
- Calmar: annual return divided by worst drawdown. Higher means faster recovery from losses.
How to read the correlation matrix
Each cell shows how two assets tend to move together. Values near +1 mean they move in lockstep. Near 0 means independent movement. Near -1 means opposite movement (rare in stocks and crypto). Assets that are independent of each other provide genuine diversification benefit.
These correlations are estimated from asset type and sector, not live historical price data.
What is stress testing?
Stress tests apply known historical crash impacts to your current portfolio composition. Each scenario is weighted by your current stock vs crypto split. Click any scenario row to read the full historical context: what happened, why, and how it ended.
These are approximations. Specific assets may have behaved very differently from market averages. Informational only. Not financial advice.
Know what you own.
Know why it moves.
A structured curriculum: from how money works to how markets are priced. Read, quiz, earn XP. Each chapter builds on the last.
Get 4/5 correct to complete this chapter.
Live prices are fetched in real-time directly by your browser.
✓ Free forever · No tracking · No accounts · Local data