How defensive is my portfolio?
A risk question asks how much of a portfolio depends on one thing going right — a single position, a sector, a country. Concentration is read as a share of the total, which is what the figures below show.
Worked through on a sample portfolio. The figures below are that portfolio’s, not yours.
Here’s a snapshot of how defensive your portfolio is today.
| Measure | Value |
|---|---|
| Portfolio value | 90.983,96 € |
| Cash (weight) | 6,06% |
| Precious metal (weight) | 5,03% |
| Crypto (weight) | 8,61% |
| Stocks (weight) | 49,09% |
| ETFs (weight) | 31,21% |
| Top holding concentration (top1) | 18,41% |
| Portfolio annualized volatility (p.a.) | 16,36% |
| Downside volatility (p.a.) | 11,63% |
| Max drawdown (historical) | -25,49% |
| Distance from all-time high | -2,15% |
What this means in plain terms:
- You hold 6,06% in cash and 5,03% in precious metal, which are typical defensive components.
- Crypto is 8,61% of the portfolio and contributes noticeable volatility.
- Equity exposure (stocks + ETFs = 49,09% + 31,21%) remains the largest share.
- Volatility metrics show a moderate risk profile: annualized volatility is 16,36%% with downside volatility 11,63%% and a historical max drawdown of -25,49%.
If you want a ranked view of which holdings add most to portfolio volatility, I can show the top contributors next.
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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.