Portfolio volatility
What it shows
The standard deviation of daily portfolio value changes: how strongly value swung day to day. A higher number = larger swings. Historical, not a forecast.
How to read it
Read alongside “Beta vs BTC” and “Concentration”. High volatility with high concentration is historically the most strongly swinging profile.
Parameters
- Volatility (daily)
- Std. dev. of daily % changes. Computed from a window of several days of snapshots.
- Positive reading: Low: the portfolio value moved calmly.
- Negative reading: High: sharp swings, larger historical drawdown risk.
- Neutral reading: Moderate: typical for a crypto portfolio.