Portfolio volatility, Sharpe ratio, and VaR calculators. Browse our free risk analysis tools below — all calculators are instant, accurate, and require no sign-up.
Crypto Correlation Matrix Calculator — Build a correlation matrix for crypto assets using return data. Visualize how assets move together to optimize portfolio diversification and reduce risk.
Crypto Max Drawdown Calculator — Calculate the maximum drawdown of your crypto portfolio from peak to trough. Understand worst-case losses and recovery requirements for risk management.
Crypto Portfolio Volatility Calculator — Calculate the overall volatility of a crypto portfolio using asset weights, individual volatilities, and correlations. Measure diversification benefits.
Crypto Risk-Reward Ratio Calculator — Calculate the risk-to-reward ratio for any crypto trade. Compare your potential profit vs potential loss using entry, stop-loss, and take-profit prices.
Crypto Sharpe Ratio Calculator — Calculate the Sharpe ratio of your crypto investments to measure risk-adjusted returns. Compare portfolio performance against the risk-free rate.
Crypto Sortino Ratio Calculator — Calculate the Sortino ratio for crypto investments to measure risk-adjusted returns using only downside volatility. Better than Sharpe for asymmetric returns.
Crypto Value at Risk (VaR) Calculator — Calculate the Value at Risk for your crypto portfolio. Estimate the maximum expected loss at a given confidence level over a specified time horizon.