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Portfolio Value

$100,300

+$10,050 unrealised

Total Return

+11.1%

$90,250 invested

Day Change

+$1,799

+0.71% today

Health Score

55/100

Concentrated · 6 dimensions

Portfolio Health

6-dimension AI analysis

55score

Concentrated

BTC dominates at 51.8% of portfolio. Strong fundamentals but high single-name and sector concentration risk.

Diversification48

Low — 68.6% in L1 sector

Concentration42

BTC alone at 51.8% of portfolio

Volatility Control55

Elevated — single-name dominance

Correlation Risk52

High L1-sector correlation

Quality & Trust81

Strong fundamentals overall

Fragility Score58

Elevated tail risk from BTC concentration

AI Intelligence

Portfolio-specific diagnostics

Concentration alert

BTC-USD represents 51.8% of portfolio weight. A 20% drawdown in this single position would reduce total portfolio value by ~10.4%.

Sector correlation risk

BTC-USD, SOL-USD, ADA-USD, and AVAX-USD are in the same L1 cluster. A sector rotation could trigger correlated drawdowns across 68.6% of the portfolio.

Hedge quality is strong

BNB-USD and XRP-USD provide meaningful negative correlation during risk-off regimes. This reduces fragility by an estimated 8 points vs an all-L1 portfolio.

Next action

Consider trimming BTC-USD to below 30% and rotating proceeds into DeFi or Payments to reduce concentration risk and improve the diversification score above 65.

Sector Allocation

Layer 1
68.6%
DeFi
17%
Exchange
6.2%
Payments
4.7%
Meme
3.6%

Equity Curve

6-month portfolio value

vs Bitcoin (BTC-USD)

Monthly return comparison

Portfolio
Bitcoin (BTC-USD)

Monte Carlo Simulation

5,000 paths · 1-year horizon

Expected Return

+6.21%

VaR (95%)

-12.4%

CVaR (95%)

-18.7%

Sharpe Ratio

0.84

Scenario Outcomes

Bull Case (P90)

+28.4%

Base Case (P50)

+6.2%

Bear Case (P10)

-14.8%

Extreme (P2.5)

-31.2%

Regime Probability Forecast

NEUTRAL
42%
RISK ON
35%
DEFENSIVE
23%

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