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Portfolio Risk and Performance.

Analyze and report portfolio performance and measure potential investment losses.

Better Risk Management for unpredictable markets

Kaiko Portfolio Risk and Performance uses trades from our L1/L2 data to calculate portfolio valuations. It empowers asset and portfolio managers in the cryptocurrency industry, accounting for the idiosyncrasies of crypto market structure.


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  • Comprehensive Coverage
    Compute portfolio valuations for thousands of assets across thousands of exchanges.

  • Calculate multi-asset portfolios
    Compute a single portfolio value from multiple assets, applying custom weightings to each.

  • Estimate value at risk
    Calculate maximum potential portfolio losses at confidence levels from 90% to 99%.

how Kaiko Portfolio Risk and Performance helps

  • Institutional Portfolio Management

    Monitor risk across large multi-asset crypto portfolios, with VaR calculations for investment decisions.

  • Trading Desk Risk Control

    Set and track position limits using VaR thresholds, with confidence levels tailored to your risk appetite

  • Portfolio Performance Analysis

    Generate comprehensive risk metrics for internal reporting, including risk scenarios and portfolio valuations.

    • Case Study

    VaR for Crypto Assets

    In this case study, we will demonstrate how cryptocurrency portfolio managers can better manage risk with Kaiko Portfolio Risk and Perfomance.

    Introduction to VaR and use cases

    Example analysis for a simulated portfolio

    Product usage and methodology

    View Case Study

    Ready to Get Started?

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