Crypto allocation sizing
Sets a target allocation and shows the portfolio impact of a large move.
$
8.0%
$
60%
Buy to reach target
$100
Target holding
$3,600
- Current allocation
- 7.8%
- Portfolio hit if crypto halves
- 4.0%
- One-sigma swing on the holding
- $2,160
- Portfolio swing from that move
- 4.8%
The drawdown figure is a rough one-standard-deviation move, not a floor.
How this is calculated
- · Volatility is an assumption, not a limit.
- · Ignores correlation with other holdings.
Estimates only — not financial, tax or legal advice.