Risk and Performance Dashboard (All Assets)

This page provides a single quick glance snapshot of market risk levels across various asset classes and cryptocurrencies. Levels of volatility over the last 21 days are compared with those over the last 1 year period to determine whether a certain asset class is currently exhibiting low, average or elevated risk behaviour. We also provide monthly return figures in a quick snapshot across all the different asset classes we cover. Figures are dynamically updated by our quantitative models on a daily basis.

Green: risk levels are below the 1 year average. Orange: risk levels are up to 30% higher than the 1 year average. Red: risk levels are more than 30% higher than the 1 year average. Show traditional assets only

Asset1M Return (%)Avg correlationCurrent volVol T-1M
Ripple 24.02,-3.36,-24.49,21.88,-4.63,-12.53,37.88,15.94,-14.74,-1.26,163.11,-66.38,33.08
Stellar 37.87,-6.82,-31.83,80.52,0.72,-10.10,47.66,2.32,-25.36,5.06,162.56,-36.40,134.80
Bitcoin Cash 83.45,-17.86,-28.77,13.76,-3.99,-6.09,29.89,-4.89,-18.00,13.71,11.56,22.14,39.11
Litecoin 60.95,-11.83,-35.14,25.10,-2.30,-12.13,35.22,11.04,-27.69,17.12,45.72,60.56,13.80
VeChain 5.69,0.50,-48.51,62.03,23.14,46.94,101.20,-2.19,-23.85,-22.23,52.80,28.21,39.24
Cardano 67.26,-12.43,-38.85,72.06,45.98,13.72,66.24,-15.92,-14.85,-7.19,82.79,6.90,102.76
EOS 65.53,-18.97,-36.59,34.57,-7.73,-14.02,28.15,6.89,-20.55,-3.09,22.71,-14.61,6.08
Inv Grade Credit 1.55,0.38,-6.48,4.01,1.59,1.91,4.11,-0.23,-0.75,0.04,2.56,1.40,-0.91
TRON 46.29,-12.35,-32.76,41.91,-0.06,-0.50,19.09,40.82,-3.70,-2.11,21.75,-13.81,13.86
Qtum 33.54,-4.39,-42.19,35.61,10.73,-7.45,42.20,45.65,-30.35
Binance Coin 33.24,1.92,-35.18,42.05,1.69,-12.64,29.74,18.05,20.22,1.05,6.09,23.15,17.47
Crypto.com Coin 57.02,1.51,-11.83,31.72,36.23,49.10,27.64,10.17,-13.47,-45.28,-20.80,-10.91,31.53
Tezos 26.95,65.46,-42.05,82.60,-0.78,-17.33,16.18,22.14,-34.80,-14.27,24.87,-18.26,47.72
Bitcoin 29.98,-8.03,-25.13,34.48,9.48,0.68,20.30,5.86,-7.51,25.79,35.37,58.73,24.95
DASH 189.56,-27.56,-25.46,29.35,-7.55,-12.56,18.14,8.65,-22.95,2.65,57.19,-7.54,24.79
ChainLink 60.02,44.06,-48.86,81.35,7.08,10.73,62.92,122.90,-40.02,10.86,26.15,-20.58,84.84
CRYPTO PORTFOLIO 45.08,11.46,31.52,38.17,7.03,-2.67,30.84,15.65,-6.40,4.08,17.75,11.32,20.15
Ethereum 39.00,22.03,-39.23,55.40,11.26,-1.38,46.54,27.60,-16.02,6.69,53.30,27.50,65.39
Cosmos 6.07,-19.31,-44.70,48.97,-3.72,-6.20,40.89,106.59,-39.61
Monero 62.49,-8.24,-32.07,41.98,3.16,-6.08,26.48,18.63,3.72,23.22,1.63,27.21,-1.51
Algorand 8.05,44.75,-56.17,48.60,6.48,-12.47,62.64,51.19,-36.17,-22.70,24.84,3.48,57.81
ICON 107.43,28.69,-33.32,44.55,19.80,-16.66,25.44,64.06,-29.05,-24.93,29.24,9.96,44.42
Euro -1.25,-0.76,-0.08,-0.78,1.23,1.10,4.74,1.25,-1.90,-0.75,2.28,2.29,-1.16
Japanese yen 0.08,0.30,0.25,0.28,-0.66,-0.11,1.93,-0.13,0.35,0.72,0.27,0.95,-0.62
Bitcoin SV 211.71,-27.15,-23.64,24.66,-2.04,-21.20,34.13,-8.45,-12.53,-4.59,5.25,-4.31,25.39
Gold 4.74,-0.22,-0.54,6.93,2.60,2.93,10.94,-0.41,-4.17,-0.37,-5.42,6.83,-3.68
Australian dollar -4.74,-2.69,-5.89,6.23,2.40,3.56,3.50,3.28,-2.88,-1.87,4.50,4.77,0.12
US Treasury Bonds 7.75,6.70,8.11,0.52,-0.23,-0.14,2.44,-3.11,0.41,-3.33,0.61,-1.28,-3.01
Nikkei 225 0.00,-8.89,-10.53,6.75,8.34,1.88,-2.59,6.59,0.20,-0.90,15.04,3.82,3.92
EM Equity -4.69,-5.35,-15.61,9.00,0.58,7.26,8.12,2.09,-1.77,1.98,9.21,7.15,5.17
EM LC Bonds -1.29,-3.41,-11.07,3.92,5.18,0.47,3.02,-0.33,-2.02,0.43,5.49,3.48,-0.93
MODEL PORTFOLIO 6.25,4.88,20.15,6.54,0.80,6.00,15.40,-0.24,-5.49,1.53,11.90,5.54,4.78
Euro Stoxx 50 1.26,-25.86,1.28,14.38,3.98,6.03,-1.85,4.45,-3.68,-7.37,18.06,1.72,1.32
Crude oil -11.88,-13.14,-54.99,11.13,39.81,16.47,5.22,4.57,-9.56,-8.52,27.04,8.85,6.37
S&P500 -0.04,-8.23,-12.35,12.82,4.76,1.99,5.64,7.19,-3.80,-2.66,10.95,3.84,0.39
TRAD PORTFOLIO 4.04,3.26,16.35,-2.58,-0.48,4.72,4.01,0.69,-3.78,-2.56,3.88,2.21,-0.17
Global High Yield 0.13,-1.83,-13.55,4.37,5.10,2.28,4.55,1.64,-1.57,0.16,4.83,2.57,-0.41


Asset class legend

TickerFull nameAsset class
GoldGoldCommodities
OilCrude oilCommodities
ADACardanoCryptocurrencies
ALGOAlgorandCryptocurrencies
BCHBitcoin CashCryptocurrencies
BNBBinance CoinCryptocurrencies
BSVBitcoin SVCryptocurrencies
BTCBitcoinCryptocurrencies
CROCrypto.com CoinCryptocurrencies
DASHDASHCryptocurrencies
EOSEOSCryptocurrencies
ETHEthereumCryptocurrencies
ICXICONCryptocurrencies
LINKChainLinkCryptocurrencies
LTCLitecoinCryptocurrencies
TRXTRONCryptocurrencies
VETVeChainCryptocurrencies
XLMStellarCryptocurrencies
XMRMoneroCryptocurrencies
XRPRippleCryptocurrencies
XTZTezosCryptocurrencies
AUDAustralian dollarCurrencies
EUREuroCurrencies
JPYJapanese yenCurrencies
EMLCEM LC BondsFixed income
GHYGlobal High YieldFixed income
IGCInv Grade CreditFixed income
USTUS Treasury BondsFixed income
EMEQEM EquityStocks
NKYNikkei 225Stocks
SPXS&P500Stocks
SX5EEuro Stoxx 50Stocks