EuroCalc

What is Risk Tolerance?

Risk tolerance is the level of investment loss an investor is psychologically and financially able to bear without abandoning the plan, used to determine the right mix of stocks, bonds and cash in a portfolio.

Risk tolerance has two components. Financial capacity is objective: how much loss your balance sheet can absorb without affecting essential goals (retirement, mortgage, kids' education). Psychological tolerance is subjective: how much paper loss you can endure without panic-selling. The lower of the two should drive your allocation.

The honest test is what you actually did in March 2020 or October 2008. If you sold near the bottom and re-entered higher (or never re-entered), your psychological tolerance is lower than you thought, and a more conservative allocation will serve you better even at the cost of expected return. Riding through a 40% drawdown is the price of admission to long-term equity returns.

Banks and robo-advisers use questionnaires to score tolerance from 'conservative' (20% equity) to 'aggressive' (80–100% equity). Take these as starting points and pressure-test the assigned portfolio against a hypothetical 35% drop: if you would lose sleep, dial it down. Honest underestimation of tolerance is cheaper than overestimation followed by selling at the bottom.

Example

A CHF 300,000 portfolio at 70% equities would lose about CHF 84,000 in a 40% equity crash. If the investor cannot stomach watching CHF 84,000 evaporate without selling, the right allocation is closer to 50% equities, capping the same scenario at CHF 60,000.

Related terms

Frequently asked questions

How do I measure my risk tolerance?+

Visualise a 35% drop on your actual portfolio in CHF terms; if the figure makes you want to sell, reduce equity weight.

Does risk tolerance change with age?+

Usually yes — shorter horizons mean less ability to ride out drawdowns, so equity weight typically falls with age.

What if my partner has different tolerance?+

Build to the lower of the two for the joint portfolio; the more risk-tolerant partner can take more risk in their own pillar 3a.