Risk Metrics.

Value-at-Risk and portfolio tools designed for professional risk management.

Adapt Portfolio Risk
Test different risk thresholds for a range of assets.
Stay Compliant
Compute capital requirements for assets under custody.
Optimize Your Portfolio
Explore the risk/return profile and composition of assets.

Daily Value-at-Risk estimator for single and multi-asset portfolios.

Daily computations

Confidence levels between 90% – 99%

Advanced methodology

Available via REST API and CSV Files

Customizable single and multi-asset price feeds for any portfolio composition.

Select assets and portfolio weight

End-of-day and intraday granularity

Converted into any fiat currency

Available via REST API, Kaiko Stream, and CSV Files

Case Study

VaR for Crypto Assets

In this case study, we will demonstrate how cryptocurrency portfolio managers can better manage risk with Kaiko’s VaR estimator.

Introduction to VaR and use cases

Example analysis for a simulated portfolio

Product usage and methodology

We serve 200+ enterprise clients worldwide, from financial institutions to crypto-native enterprises. Learn how you can benefit from Kaiko today.