Portfolio Risk and Performance.

Analyze and report portfolio performance and measure potential investment losses.

Comprehensive Coverage
Compute portfolio valuations for thousands of assets across thousands of exchanges.
Calculate multi-asset portfolios
Compute a single portfolio value from multiple assets, applying custom weightings to each.
Estimate value at risk
Calculate maximum potential portfolio losses at confidence levels from 90% to 99%.

Monitor risk across large multi-asset crypto portfolios, with VaR calculations for investment decisions.

Set and track position limits using VaR thresholds, with confidence levels tailored to your risk appetite

Generate comprehensive risk metrics for internal reporting, including risk scenarios and portfolio valuations.

Case Study

VaR for Crypto Assets

In this case study, we will demonstrate how cryptocurrency portfolio managers can better manage risk with Kaiko Portfolio Risk and Perfomance.

Introduction to VaR and use cases

Example analysis for a simulated portfolio

Product usage and methodology