Risk Assessment Engine

Comprehensive portfolio risk scoring with impermanent loss prediction, stress testing, and risk mitigation strategies for informed decision-making.

SDK #17 ✓
Assessment Period:

Overall Portfolio Risk Assessment

HIGH RISK
67/100
85% Confidence
72

IL Risk

58

Volatility Risk

35

Liquidity Risk

81

Concentration

63

Market Risk

Portfolio Stress Testing Results

Market Crash (-30%)

CRITICAL

Price Change

-30%

Expected Loss

-15.7%

Probability

85%

VaR (95%)

-18.8%

Recommendation: Consider reducing position size or hedging exposure

High Volatility (+/-20%)

HIGH

Price Change

+20%

Expected Loss

-8.3%

Probability

65%

VaR (95%)

-10.0%

Recommendation: Widen price ranges to reduce rebalancing frequency

Gradual Decline (-15%)

MEDIUM

Price Change

-15%

Expected Loss

-6.2%

Probability

45%

VaR (95%)

-7.4%

Recommendation: Monitor position and prepare exit strategy

Normal Volatility (+/-10%)

LOW

Price Change

+10%

Expected Loss

-2.1%

Probability

25%

VaR (95%)

-2.5%

Recommendation: Current position sizing is appropriate