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Portfolio analysis

Portfolio Exposure Cap Calculator

An exposure cap limits an asset to a specified share of total portfolio value. This calculator estimates the amount to sell when sale proceeds stay inside the portfolio and are reallocated to other holdings or cash. That assumption keeps the total value constant while reducing the selected asset's weight. The browser-local scenario uses total portfolio value, current asset value, and a maximum weight supplied by you. It does not place orders, estimate trading costs, select replacement assets, or model a withdrawal of the sale proceeds from the portfolio.

Enable JavaScript to edit assumptions, calculate and compare a baseline locally. The formula and methodology below remain available without JavaScript.

Calculate the excess above the target value

Allowed asset value equals total portfolio value × maximum weight. Required sale value equals max(0, current asset value − allowed asset value). Current weight equals current asset value ÷ total portfolio value. Total value must be positive, asset value must be nonnegative and no greater than total value, and the cap should lie from zero to 100%. When the asset already fits the cap, the required sale is zero.

Work through an internal reallocation

Suppose a hypothetical portfolio is worth $100,000, with $32,000 in one asset and a 20% cap. The allowed value is $20,000, so the modeled sale is $12,000. Reallocating those proceeds elsewhere inside the portfolio leaves total value at $100,000 and the selected asset at exactly 20%. A 25% cap would require selling $7,000 instead, under the same unchanged valuation and zero-cost assumptions.

Keep proceeds and transaction costs consistent

If the $12,000 proceeds leave the portfolio, total value falls to $88,000 and the remaining $20,000 position weighs about 22.73%. That is a different problem from this fixed-total calculation. Fees, taxes, market impact, and subsequent price movement can also change the denominator or realized sale value. Converting a sale value to token or share units requires an asset price. The cap is a user-entered allocation rule, not a suggested concentration limit.

Your research workspace

Save selected inputs and research notes explicitly in this browser. Compare assumptions and restore a saved setup without submitting a trade. JavaScript enables the controls.

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