How volatile is my portfolio?
An overview question asks what a portfolio holds and what it is worth: the positions, the total, and how each one weighs against the whole. The figures are the latest price of everything held, with cash counted alongside the securities.
Worked through on a sample portfolio. The figures below are that portfolio’s, not yours.
Your portfolio's volatility and related risk metrics are below.
| Metric | Value |
|---|---|
| Annualized volatility (%) | 16,36% |
| Daily volatility (%) | 0,86% |
| Downside volatility (%) | 11,63% |
| Max drawdown (%) | -25,49% |
| Largest drop from peak | -23.138,95 € |
| Distance from all-time high (%) | -2,15% |
| Sharpe ratio | 0,52 |
| Sortino ratio | 0,72 |
Top contributors to portfolio volatility (by contribution):
| Asset | Volatility contribution (%) |
|---|---|
| Microsoft Corp. | 15,98 |
| Apple Inc. | 20,90 |
| Deutsche Lufthansa AG | 10,24 |
| MasterCard Inc. | 5,40 |
| iShares Core MSCI World UCITS ETF | 10,69 |
What this means in simple terms:
- Annualized volatility of 16,36% means the portfolio's value typically swings that much over a year.
- Daily volatility of 0,86% shows typical daily moves.
- Max drawdown of -25,49% records the largest peak-to-trough loss you experienced.
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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.