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Portfolio Heat Calculator

Get your total portfolio heat — the account risk tied up across open trades — plus a correlation-adjusted combined risk figure, by adding each position's risk percent and a correlation assumption. The formula is shown.

Direct answer

Portfolio heat is the sum of open stop-risk percentages. The combined figure uses variance = (1 - rho)sum(r_i^2) + rho(sum r_i)^2 and sqrt(variance), a correlation-adjusted estimate that treats each stop-risk as a 1σ shock.

Open position risks

Use 1 for all positions moving together, 0 for uncorrelated shocks, or a lower value only when that assumption is defensible.
PositionRisk %
variance = (1 − rho) × Σri2 + rho × (Σri)2

Portfolio heat

Total heat
Correlation-adjusted estimate
Diversification ratio
Variance
The combined figure is a correlation-adjusted estimate, treats each stop-risk as a 1σ shock.
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How it works

Total heat versus combined estimate

Total heat is the plain sum of all open trade risks. If every stop were hit, this is the percentage of account equity at risk before any slippage or gap effects.

The combined estimate applies one uniform correlation assumption, rho, across all positions. It treats each stop-risk as a 1σ shock and calculates a correlation-adjusted estimate.

Formula used

total heat = sum(r_i)

variance = (1 - rho) × sum(r_i^2) + rho × (sum r_i)^2

combined = sqrt(variance)

diversification = total heat ÷ combined

Worked example

For risks of 1%, 1% and 2%, total heat is 4%. With rho = 0.5, combined risk is about 3.3166% and the diversification ratio is about 1.2060.

How to use the output

Total heat is the hard arithmetic sum. The correlation-adjusted number is an estimate that depends heavily on the rho assumption. For highly related USD, index or gold positions, a high rho may be more conservative than treating every trade as independent.

Frequently asked questions

What is portfolio heat?
It is the sum of account percentage risk across open trades.
What does rho mean here?
Rho is a single uniform correlation assumption for the positions. It is a simplification, not a live correlation matrix.
Why can total heat and combined risk differ?
Total heat assumes every stop-risk adds directly. Combined risk reduces or increases the estimate based on the correlation assumption.
Should I use rho = 0 for all different pairs?
Not automatically. Many FX and CFD positions share USD, equity-index or risk-sentiment exposure, so independence can be too optimistic.
Is the 6% line a hard rule?
No. The page only displays total heat against a common planning threshold. Your risk tolerance and mandate can be different.

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