Thrive portfolio tools https://thrive.fi/tools Flagship calculators https://thrive.fi/tools/sharpe-ratio-calculator Sharpe ratio calculator. Free Sharpe ratio calculator with the probabilistic Sharpe ratio. Paste closes and see the annualized ratio, the 95% band, and the chance it beats zero. https://thrive.fi/tools/max-drawdown-calculator Max drawdown calculator. Free max drawdown calculator with ulcer index, pain index, and the worst drawdowns. Paste closes and see how deep the path fell and how long it stayed down. https://thrive.fi/tools/efficient-frontier Efficient frontier calculator. Free efficient frontier calculator for crypto and ETFs. Paste closes, see mean-variance portfolios, and read the return and volatility of each mix. https://thrive.fi/tools/crypto-portfolio-optimizer Crypto portfolio optimizer. Free crypto portfolio optimizer. Compare maximum Sharpe, minimum variance, most diversified, and hierarchical risk parity weights from your closes. https://thrive.fi/tools/var-cvar-calculator VaR and CVaR calculator. Free VaR and CVaR calculator. Empirical value at risk and expected shortfall from your closes, at 90%, 95%, or 99% confidence. https://thrive.fi/tools/correlation-matrix Correlation matrix calculator. Free correlation matrix calculator. Paste asset closes and get the empirical correlation matrix, with each pair printed as a number. https://thrive.fi/tools/volatility-calculator Volatility calculator. Free volatility calculator using close-to-close realized vol. Paste crypto or ETF closes and get the de-meaned volatility, annualized. https://thrive.fi/tools/risk-parity-optimizer Risk parity calculator. Free risk parity and minimum variance calculator. Compare equal risk contribution, inverse volatility, hierarchical risk parity, and min-variance weights. https://thrive.fi/tools/monte-carlo-portfolio Monte Carlo portfolio simulator. Free Monte Carlo portfolio simulator. Simulate correlated asset paths from your closes and see the 5th, 50th, and 95th percentile of portfolio wealth. https://thrive.fi/tools/sortino-calmar-calculator Sortino and Calmar calculator. Free Sortino and Calmar calculator. Downside deviation, max drawdown, and both ratios from the closes you paste. https://thrive.fi/tools/portfolio-beta-calculator Portfolio beta calculator. Free portfolio beta calculator with information ratio. Paste a portfolio series and a benchmark and see systematic risk and active return per unit of tracking error. https://thrive.fi/tools/diversification-ratio-calculator Diversification ratio calculator. Free diversification ratio calculator. See whether your weights actually diversify, and compare them with the most diversified portfolio. Asset volatility https://thrive.fi/tools/volatility/bitcoin https://thrive.fi/tools/volatility/ethereum https://thrive.fi/tools/volatility/solana https://thrive.fi/tools/volatility/xrp https://thrive.fi/tools/volatility/bnb https://thrive.fi/tools/volatility/dogecoin https://thrive.fi/tools/volatility/cardano https://thrive.fi/tools/volatility/avalanche https://thrive.fi/tools/volatility/chainlink https://thrive.fi/tools/volatility/polkadot https://thrive.fi/tools/volatility/litecoin https://thrive.fi/tools/volatility/sui https://thrive.fi/tools/volatility/spy https://thrive.fi/tools/volatility/qqq https://thrive.fi/tools/volatility/iwm https://thrive.fi/tools/volatility/dia https://thrive.fi/tools/volatility/gld https://thrive.fi/tools/volatility/tlt https://thrive.fi/tools/volatility/hyg https://thrive.fi/tools/volatility/eem Pair correlation https://thrive.fi/tools/correlation/{lower-rank}-{higher-rank} Example: https://thrive.fi/tools/correlation/bitcoin-ethereum Canonical order is the lower rank first. The reverse URL redirects. Discovery https://thrive.fi/sitemap.xml https://thrive.fi/sitemap/portfolio.xml https://thrive.fi/llms.txt https://thrive.fi/llms-full.txt https://thrive.fi/robots.txt