Crypto Allocation Sizing Calculator
Crypto Allocation Sizing: a planned Super Calculator tool. Covers portfolio value (currency). Stub page while the tool and its worked example are prepared.
Crypto Allocation Sizing Calculator is a planned calculator in the finance section of Super Calculator, covering crypto.
What this calculator will compute
Inputs: portfolio value (currency), maximum tolerable portfolio loss (%), assumed asset drawdown (%) and correlation to the rest of the portfolio.
Outputs: maximum allocation (%), allocation value (currency) and portfolio loss in the drawdown scenario (currency).
Formula, recorded as scope and not yet verified against a primary source: Sizes an allocation from a maximum tolerable portfolio drawdown: allocation equals the tolerable drawdown divided by the assumed asset drawdown, using historical peak to trough declines rather than volatility, since the distribution is fat tailed and volatility understates the tail.
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.