What are the biggest risks in 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 are the largest measurable risk drivers in your portfolio and what they contribute.
| Asset | Weight (%) | Annualized vol. (%) | Correlation with portfolio | Contribution to portfolio volatility (%) |
|---|---|---|---|---|
| Apple Inc. | 18,41% | 22,99 | 0,4371 | 20,90 |
| Microsoft Corp. | 11,62% | 30,50 | 0,3992 | 15,98 |
| Stock | 49,09% | — | — | — |
| ETF | 31,21% | — | — | — |
| Bitcoin | 5,11% | 35,92 | 0,5012 | 10,40 |
| Ethereum | 3,50% | 52,30 | 0,4953 | 10,24 |
| Crypto | 8,61% | — | — | — |
| Cash | 6,06% | — | — | — |
| Gold | 5,03% | 24,43 | 0,23 | 3,19 |
| Precious metal | 5,03% | — | — | — |
What this shows
- The single largest volatility contributors are Apple Inc. and Microsoft Corp., each explicitly listed with their volatility contribution (20,90% and 15,98% respectively).
- Crypto holdings (Crypto, including Bitcoin and Ethereum) have high annualized volatility and together contribute double-digit shares to portfolio volatility (Bitcoin +10,40%; Ethereum +10,24%).
- Technology-heavy exposure is large: Technology is 39,98% of the portfolio (36.376,92 €), concentrating risk in that sector.
- Market-cap concentration: Mega Cap is 53,51% of the portfolio (48.683,01 €), which is a major share of total exposure.
- Cash and precious metals are small parts of the portfolio by weight (6,06% and 5,03%), and gold’s correlation with the portfolio is low (0,23) with a smaller volatility contribution (+3,19%).
Notes and caveats
- Volatility contribution figures above come from the latest holdings risk profile window; they are the direct contributors in your data.
- Allocation rows without volatility cells are shown to indicate concentration by class, sector or market-cap; volatility data for those aggregated rows is not provided in the holdings risk profile.
Would you like a focused table of just the top five volatility contributors or a sector concentration table next?
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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.