Is an 80/20 bitcoin-ethereum split still concentrated? Scenario: BTC falls 30%.
Recomputed daily · as of 2026-08-19 · 90-day history
Modelled portfolio drawdown
−29.3%
of portfolio value
A named asset takes the full shock. Another position takes a cascade loss only when its correlation with that asset is above 0.30 in the window above. Set-wide scenarios carry no cascade.
Where the loss comes from
| Asset | Direct | Cascade | Total |
|---|---|---|---|
| BTC | 24.00 | 0.00 | 24.00 |
| ETH | 0.00 | 5.28 | 5.28 |
Losses are shown per 100 units of portfolio weight, so they read directly as percentage points of the portfolio.
These are fixed model portfolios, not anyone’s holdings and not advice. PortRisk measures risk from weights and recent price history; it does not predict prices and does not recommend buying, selling, or holding any asset. Read the methodology.