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A research-grade risk laboratory that isolates the idiosyncratic risk of every cryptocurrency we cover and produces standardized, comparable metrics across the universe — Value at Risk, Expected Shortfall, GARCH volatility, historical stress performance, risk-adjusted returns, and maximum drawdown. One vocabulary, hundreds of assets, refreshed daily.
Each cryptocurrency in the universe is scored on the same six canonical risk axes — so a small-cap altcoin and Bitcoin can be compared apples-to-apples on Value at Risk, Expected Shortfall, GARCH-implied volatility, historical stress performance, risk-adjusted returns, and maximum drawdown.
The maximum potential loss over a fixed horizon at a stated confidence level — the industry-standard measure of downside exposure. Computed via both parametric and Historical Simulation approaches so distributional assumptions don't dominate the answer.
The average loss given that VaR is breached — also called Conditional VaR. ES captures the shape of the tail that VaR alone misses, and is the regulatory-preferred measure under Basel's FRTB framework. Essential for crypto, where tails are fat.
Generalized Autoregressive Conditional Heteroskedasticity models capture the volatility clustering that simple historical stdev cannot — turbulent periods cluster, calm periods cluster, and tomorrow's volatility is conditional on yesterday's shock. Forward-looking vol forecasts for sizing and limits.
Asset performance through the moments that mattered: COVID-19 crash (March 2020), the Chinese mining ban (May 2021), the Terra/Luna collapse (May 2022), the FTX failure (November 2022), the SVB banking stress (March 2023), and other regime breaks. Quantifies how an asset actually behaves when correlations spike to one.
The three canonical ratios — Sharpe (return per unit of total volatility), Sortino (return per unit of downside volatility), and Calmar (return per unit of maximum drawdown) — calculated on consistent windows so every asset is comparable. The backbone of portfolio construction and optimization.
The deepest peak-to-trough decline an asset has experienced, paired with time-underwater and recovery duration. Drawdown is the metric investors actually live through — and the one that drives capital-preservation rules, stop-loss design, and leverage limits.
Isolating idiosyncratic risk, one asset at a time — so the small-cap and the blue chip share a vocabulary.
Every metric is computed on a consistent return window, rebalancing cadence, and confidence basis — so what you read off the BTC profile means the same thing as what you read off a long-tail altcoin.
The risk service isolates the idiosyncratic risk of individual cryptocurrency assets
and produces standardized risk measures that enable meaningful comparison across thousands
of tickers. Beyond traditional Value at Risk and Expected
Shortfall, the platform produces stress-period performance through every major
macro shock since 2020, risk-adjusted performance calculations using
Sharpe, Sortino, and Calmar, and peer-relative
comparisons against both other crypto and traditional asset benchmarks.
Every profile uses the same return frequency, confidence basis, and lookback window — so when you compare a small-cap altcoin to Bitcoin or Ether, you're comparing like for like. No bespoke metric definitions, no methodology drift between asset reports. One vocabulary, hundreds of assets.
Coverage today emphasizes spot markets on major exchanges; perpetuals and dated futures coverage is in active expansion. New assets enter the universe as soon as they accumulate enough trading history to support statistically meaningful estimates of tail behavior.
Browse every asset in the risk universe. Each row links to a dedicated profile with the full panel of metrics, historical analysis, peer comparisons, and stress-test results.
| Symbol | Risk profile |
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CFTC Commitment of Traders tracker, unusual options activity, correlation heatmaps, multi-asset portfolio VaR, and no-code strategy testing — all under the Plus+ analytics umbrella, all in your browser.