Kunkafa portfolio tools

Portfolio scenario tester

See which holdings drive a portfolio loss. Enter your own positions and compare two price and currency scenarios side by side.

Long holdings and cash only. No short liabilities, borrowed funds, options, leverage, taxes or liquidation modeling. Values are hypothetical market values, not account equity. Inputs stay in this browser; no market data is fetched.

Report base currency

FX means base-currency units per 1 holding-currency unit: 1 EUR = 1.10 USD means enter 1.10. Base-currency holdings use FX 1 and zero FX shocks. Cash uses price 1 and zero price shocks.

Holding 1

Holding namePosition typeQuantity / cash amountPrice in holding currencyCurrency codeBase currency per 1 unitA: price change (%)B: price change (%)A: FX change (%)B: FX change (%)

Holding 2

Holding namePosition typeQuantity / cash amountPrice in holding currencyCurrency codeBase currency per 1 unitA: price change (%)B: price change (%)A: FX change (%)B: FX change (%)

Holding 3

Holding namePosition typeQuantity / cash amountPrice in holding currencyCurrency codeBase currency per 1 unitA: price change (%)B: price change (%)A: FX change (%)B: FX change (%)

Scenario comparison

Illustrative example: replace these assumptions with your own.

Base value

USD 4,100.00

Scenario A value

USD 3,540.50

Scenario B value

USD 4,378.10

Modeled change: A USD -559.50 · B USD 278.10. Largest holding: 48.8% of base value.

Holdings and both scenarios, in USD
Holding	Base value	Weight	A value	A change	A loss share	B value	B change	B loss share
Example shares	USD 2,000.00	48.8%	USD 1,600.00	USD -400.00	71.5%	USD 2,200.00	USD 200.00	No losses
Example EUR holding	USD 1,100.00	26.8%	USD 940.50	USD -159.50	28.5%	USD 1,178.10	USD 78.10	No losses
Cash reserve	USD 1,000.00	24.4%	USD 1,000.00	USD 0.00	0.0%	USD 1,000.00	USD 0.00	No losses

Loss share is each declining holding’s share of gross losses before gains offset them. Weight uses base market value. These are scenario consequences, not loss probabilities.

How the scenario calculation works

Base value = quantity × local price × FX rate. Stressed value = base value × (1 + price change / 100) × (1 + FX change / 100). Currency changes compound with price changes; they are not simply added.

For example, 10 units at EUR 100 with EUR/USD 1.10 are worth USD 1,100. A 10% price fall and 5% FX fall leave USD 940.50, a USD 159.50 decline.

A −100% price change means zero value. FX must remain positive. Shocks are assumptions you enter, with no assigned likelihood. Kunkafa forecasts can help frame scenarios for supported markets, but separate price-level probabilities do not establish a joint portfolio-loss probability.

Read Kunkafa’s forecast probability methodology or explore Kunkafa trading and investment tools.