Portfolio risk analyzer
Crypto portfolio risk analyzer: score your risk across 12 dimensions
Crypto Clarity AI analyzes your portfolio's risk across 12 dimensions — concentration, correlation, volatility, drawdown, Sharpe ratio, and 7 more. You enter your holdings (no wallet, no account), and get a 0–100 health score with a full dimension breakdown. The 12D risk framework uses institutional-grade metrics adapted for crypto markets.
The 12 risk dimensions analyzed
Each dimension is scored individually so you can see exactly where your portfolio is strong and where structural risk is hiding.
1.Concentration risk
Flags when a single asset exceeds 50% using HHI scoring.
2.Diversification
Measures spread across sectors, use cases, and risk tiers.
3.Volatility exposure
180-day annualized volatility per holding.
4.Liquidity
Exit risk based on 24h trading volume and depth.
5.Drawdown risk
Historical max drawdown and downside potential.
6.Profitability position
Underwater vs in-profit holdings vs entry.
7.Allocation balance
Capital distribution scored via HHI concentration index.
8.Large-cap stability
Exposure to anchor assets like BTC and ETH.
9.Altcoin fragility
Small/micro-cap exposure flagged by market cap and volume.
10.Yield quality
Staking and APY sustainability scored per position.
11.Rebalance readiness
Drift detection with exact dollar rebalance targets.
12.Conviction vs overexposure
Pearson correlation separates conviction from danger.
How the risk score is calculated
The 12D framework uses institutional portfolio analytics adapted for crypto. For each holding, we pull 180 days of historical price and volume data from CoinGecko and compute volatility, drawdown, liquidity, and correlation metrics.
Concentration is scored using the Herfindahl-Hirschman Index (HHI). False diversification is detected via pairwise Pearson correlation between all holdings. Risk-adjusted return is measured with the Sharpe ratio. Each dimension produces an individual 0–100 score, then weighted into your overall portfolio health score.
Methodology choices are documented on the methodology page so you can audit how each dimension is calculated.
What does your risk score mean?
Your portfolio health score sits in one of five tiers. Each tier reflects cumulative structural risk across all 12 dimensions.
Severe concentration, fragile holdings, or extreme correlation. High blow-up risk in any drawdown.
Structural weaknesses across multiple dimensions. Rebalancing is urgent.
Workable foundation with clear improvement areas, usually concentration or correlation.
Healthy structure with minor drift. Periodic rebalancing keeps it on track.
Well-balanced across concentration, correlation, volatility, and liquidity. Resilient under stress.
Risk analysis for common portfolio types
The same 12D framework applied to three very different portfolios. Scores below are illustrative of typical patterns we see.
BTC-heavy portfolio
85% BTC, 10% ETH, 5% SOL
- Concentration risk: critical (HHI 0.74)
- Diversification: weak — single-sector exposure
- Drawdown risk: high — 25% BTC drop = 21% portfolio loss
Mixed large/mid-cap
40% BTC, 25% ETH, 15% SOL, 10% LINK, 10% AVAX
- Concentration: moderate — BTC still dominant
- Correlation: high — L1 cluster moves together
- Volatility exposure: elevated — alt-heavy tail
Diversified multi-sector
30% BTC, 25% ETH, 15% stablecoins, 10% L1, 10% DePIN, 10% RWA
- Concentration: healthy — no asset >35%
- Correlation: lower — multi-sector spread
- Drawdown resilience: stronger across crash scenarios
See deeper analysis for BTC-heavy portfolios or learn about crypto concentration risk specifically.
What to do with your risk score
A score on its own does not change anything. The 12D framework converts your weakest dimensions into a concrete action plan: which positions to trim, which to add, and exactly how much in dollars.
The rebalancing module offers three strategy modes so you can fix concentration or correlation issues without abandoning your thesis:
- BTC Core: keep BTC dominant, reduce extreme concentration
- Balanced: distribute across large-cap and mid-cap for stability
- Aggressive diversification: maximize sector and correlation spread
You can also stress test your portfolio across 20%, 50%, 75%, and 90% crash scenarios to see the dollar impact before rebalancing.
Run your own risk analysis
Get your 12D portfolio health score in 60 seconds
Enter your holdings, mark staked positions with APY, and get a full 12-dimension risk analysis with concentration scoring, stress tests, correlation detection, and exact rebalancing targets. One-time $19. No wallet. No account.
Crypto portfolio risk analyzer FAQ
What is a crypto portfolio risk analyzer?
A crypto portfolio risk analyzer evaluates your holdings across structural dimensions like concentration, correlation, volatility, and drawdown to produce a single 0–100 health score plus a per-dimension breakdown. Unlike a balance tracker, it tells you whether your portfolio is structurally sound, not just what it is worth today.
How is the 12D risk score calculated?
Each of the 12 dimensions is scored individually using metrics adapted from institutional portfolio analysis: HHI for concentration, Pearson correlation for false diversification, 180-day annualized volatility, historical max drawdown, Sharpe ratio, 24h liquidity, and more. Dimension scores are then weighted into a single 0–100 portfolio health score.
Where does the price and volatility data come from?
Market data is sourced from CoinGecko, using 180 days of historical price and volume data per asset. This window is long enough to capture meaningful volatility and drawdown patterns while staying responsive to current market conditions.
Do I need to connect a wallet or exchange?
No. You enter your holdings manually (no wallet, no API keys, no account). The analysis runs in your browser and nothing is stored or uploaded. You can also mark positions as staked with APY for staking-aware projections.
What should I do after I get my risk score?
Use the per-dimension breakdown to identify your weakest areas — usually concentration or correlation — then use the rebalancing module to get exact dollar targets (sell $X of asset A, buy $X of asset B) under one of three strategy modes: BTC Core, Balanced, or Aggressive diversification.
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