Kuantile
Kuantile Score and Risk Class: How Does Your Portfolio Score?
Dozens of risk metrics are powerful, but they share one problem: looking at all of them at once is exhausting. To the question "is my portfolio good or bad?" you want a single answer. That is why Kuantile offers two summary indicators: a fund-style scale that places your portfolio in a risk class from 1 to 7, and a Kuantile Score that rates its overall health out of 100.
Risk class (1-7): in the language of funds
Investment funds in Europe (and Turkey's TEFAS) are labeled with a 1-7 risk class from the UCITS standard's SRRI (Synthetic Risk and Reward Indicator) methodology. This class is based entirely on the portfolio's annualized volatility (the standard deviation of weekly returns). Kuantile applies the same bands to your whole portfolio — not just your funds, but all your assets including stocks, crypto, gold and bonds. So you can compare your portfolio in the same language you see on fund fact sheets.
| Class | Annual volatility | Typical profile |
|---|---|---|
| 1 | 0 – 0.5% | Money market / short-term deposit |
| 2 | 0.5 – 2% | Short-term bonds |
| 3 | 2 – 5% | Balanced, cautious |
| 4 | 5 – 10% | Balanced |
| 5 | 10 – 15% | Equity-weighted |
| 6 | 15 – 25% | High equity / FX |
| 7 | 25%+ | Aggressive / crypto-heavy |
The risk class is for the whole portfolio
An important point: this risk class is computed not just for your funds but for your entire portfolio. It measures the combined volatility your stocks, gram gold, crypto and bonds produce when brought together. A fund inside it may be class 5, but your total portfolio can drop to class 4 thanks to diversification — or rise, due to concentration. The class is the result of collective behavior, not of individual parts.
The Kuantile Score: out of 100
The risk class answers "how volatile?" but says nothing about "is it well managed?" High volatility is not bad if it comes with enough return. The Kuantile Score makes this holistic assessment: it blends your portfolio across several dimensions — tail risk (the ES/VaR ratio), expected maximum drawdown, risk-adjusted return, and model calibration. The result is a single number from 0 to 100 summarizing your portfolio's overall "risk health." A high score points to more balanced, well-rewarded risk; a low score signals uncontrolled or unrewarded risk.
How to read the score
The Kuantile Score is not a "grade" but a compass. Its purpose is not to shame you but to draw your attention to the right place: if your score is low, the cause is usually a single over-concentrated position or an unrewarded tail risk. The way to raise it is not a blind "reduce risk" but to spread risk more evenly and get paid for every unit of risk you take. You can see the score's underlying components separately in the advanced analysis section and identify which metric is dragging it down.
Its limits
No single number fully describes a portfolio — and neither does the Kuantile Score. The score is based on past data; it does not guarantee the future. It also does not know your risk appetite: a "good" score for someone near retirement may be too cautious for a 25-year-old investor. Use the score not as an absolute target but as a reference for tracking your portfolio over time and in light of your own goals.
See your portfolio's Kuantile Score →