Market Risk
Portfolio delta
45
/100
Interpretation
Monitor. A shock week may feel uncomfortable.
Tip: use scenarios below to see drawdown impact.
Protocol Risk
Weighted protocol exposure
64
/100
Interpretation
Monitor. A shock week may feel uncomfortable.
Tip: use scenarios below to see drawdown impact.
Liquidity Risk
Exit friction / unlock delays
19
/100
Interpretation
Within comfort zone. Low stress under typical moves.
Tip: use scenarios below to see drawdown impact.
Concentration Risk
HHI diversification score
43
/100
Interpretation
Monitor. A shock week may feel uncomfortable.
Tip: use scenarios below to see drawdown impact.
Scenario Outcome
ETH move
-20%
Price PnL
$-900
Expected change
$-507.5
Yield (period)
$300
Airdrop EV
$92.5
Drawdown
12.86%
Drivers
Which protocols and tokens drive your scenario PnL and risk metrics.
Top scenario impact by protocol
Renzo
29% weight
Scenario PnL
$-500
Avg Δ
1.25
Protocol
60/100
Inside
ezETH
$-500
Wallet
29% weight
Scenario PnL
$-400
Avg Δ
1
Protocol
10/100
Inside
ETH
$-400
EigenLayer
43% weight
Scenario PnL
$0
Avg Δ
0
Protocol
50/100
Inside
USDe
$-0
Top scenario impact by token
ezETH
29% weight
Scenario PnL
$-500
Avg Δ
1.25
Protocol
60/100
ETH
29% weight
Scenario PnL
$-400
Avg Δ
1
Protocol
10/100
USDe
43% weight
Scenario PnL
$-0
Avg Δ
0
Protocol
50/100
Protocol risk contributors
USDe
contribution: 0.21
ezETH
contribution: 0.17
ETH
contribution: 0.03
Liquidity risk contributors
ezETH
contribution: 0.11
ETH
contribution: 0.03
USDe
contribution: 0
Most concentrated weights
USDe
weight: 43%
ezETH
weight: 29%
ETH
weight: 29%
Assets
Asset
Value
Δ
APR
Liquidity
Protocol
Airdrop
USDe
Stable
App / Protocol
Value
Δ
APR
Liquidity (0..1)
Protocol (0..1)
Prob
Value
ETH
ETH
App / Protocol
Value
Δ
APR
Liquidity (0..1)
Protocol (0..1)
Prob
Value
ezETH
LRT
App / Protocol
Value
Δ
APR
Liquidity (0..1)
Protocol (0..1)
Prob
Value