Am I taking unnecessary risks?
A question that draws on several parts of a portfolio at once. The answer comes from more than one calculation, and says which figures it is putting together.
Worked through on a sample portfolio. The figures below are that portfolio’s, not yours.
I can only describe your portfolio’s risk characteristics — not tell you what to do. Here are the main risk facts Floreo shows for your portfolio today.
| Metric | Value |
|---|---|
| Portfolio value | 90.989,80 € |
| Annualized volatility (p.a.) | 16,36% |
| Daily volatility | 0,86% |
| Downside volatility | 11,63% |
| Max drawdown | -25,49% |
| Distance from all-time high | -2,15% |
| Time-weighted return | +45,97% |
| Money-weighted return | +11,25% |
| Sharpe ratio | 0,52 |
| Sortino ratio | 0,72 |
| Top holding weight | 18,41% |
| Top 5 holdings weight | 65,64% |
| Cash weight | 6,06% |
| Holdings count | 11 |
And these allocation facts related to risk:
| Breakdown | Share (%) |
|---|---|
| Stock | 49,09% |
| ETF | 31,21% |
| Crypto | 8,61% |
| Precious metal | 5,03% |
| Cash | 6,06% |
Top contributors to portfolio volatility (past year window), sorted by contribution:
| Asset | Volatility contribution (%) |
|---|---|
| Apple Inc. | 20,89 |
| Microsoft Corp. | 15,98 |
| Deutsche Lufthansa AG | 14,47 |
| iShares Core MSCI World UCITS ETF | 10,69 |
| Bitcoin | 10,42 |
| Ethereum | 10,27 |
What this means (descriptive):
- Your portfolio’s annualized volatility is 16,36% and max drawdown was -25,49%, so it has experienced sizeable swings historically.
- Technology and large-cap US exposure dominate (top sector ~39,98% and top country ~62,45%), and a handful of holdings account for most volatility (see table).
- Crypto positions together make up about 8,61% of the portfolio and are among the largest volatility contributors.
- You hold 6,06% in cash and your top 5 positions weigh 65,64% of the portfolio.
If you want, I can run a simple scenario showing how a uniform equity shock or a crypto shock would affect portfolio value; I will state the assumptions I use.
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Related questions
See this for your own portfolio
The assistant answers the same question about your own holdings, with your figures and today’s prices. Import from your broker, or open the demo portfolio and ask it there.