Portfolio Hedge
Calculator
Size protective puts to cushion portfolio drawdowns and see net P&L across scenarios.
Before you begin
Price the protection.
Set the portfolio exposure, hedge target, put assumptions, and market decline to model.
The result compares the portfolio loss with the approximate protective-put payoff and cost.
01
Your inputs
Define the hedge.
Assumes long protective puts. Weights sized off hedge %. Use for approximation only.
02
Visible outcome · Results
See the protection.
Hedge Amount
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Lots Required
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Portfolio P&L
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Option P&L
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Net P&L
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Net %
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Drawdown vs Hedge P&LAcross market moves
Black = portfolio, orange = option, green = net. Hover to inspect.
| Metric | Value |
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03
Decide
Return to a hedge scenario.
HistorySaved on this device
Your calculated hedge scenarios will appear here.