Risk Analysis — Portfolio Sharpe, Beta, Volatility, Max Drawdown
Computes your portfolio’s annualized volatility, deepest drawdown, Sharpe ratio and beta against BIST 100 from up to 2 years of daily data.
Add assets to your portfolio first to run a risk analysis.
Go to portfolioThe tool takes each holding’s daily closing history and builds a TRY value curve using your current amounts, then derives the risk metrics from that curve.
Results are shown in TRY, USD and inflation-adjusted (real) lenses. This is a simulation that applies today’s allocation to the past; it is not a forecast.
What are volatility and maximum drawdown?
Volatility is the annualized standard deviation of daily returns — how much the portfolio swings. Maximum drawdown is the deepest loss from a peak; it summarizes the historically worst moment you would have lived through.
Why does the Sharpe ratio depend on the risk-free rate?
The Sharpe ratio measures excess return per unit of risk: (return − risk-free rate) / volatility. In Türkiye the risk-free rate (TRY deposit rate) is high, so not subtracting it would artificially inflate the Sharpe ratio; the calculation therefore uses the current TRY deposit rate.
What does beta tell you?
Beta shows how much your portfolio moves together with a market index (here BIST 100). 1 means in lockstep, above 1 more volatile, below 1 more muted, negative means inverse. For crypto-heavy portfolios, BIST beta carries limited meaning.
Is this a prediction tool?
No. All metrics describe past behavior; they do not guarantee future return or risk. Data is limited to 730 days (about 2 years) and recently added assets may have a short history. Low volatility does not mean “safe” and a high Sharpe ratio does not mean “a good investment.”