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Risk of Ruin

The probability of losing your entire bankroll, even with a positive edge.

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Risk of ruin calculates the probability that you'll go completely broke given your edge, bet size, and bankroll. Even profitable bettors face risk of ruin if they bet too large a percentage of their bankroll.

The key insight is that risk of ruin drops dramatically as your bankroll grows relative to your bet size. A bettor with a 5% edge risking 10% of their bankroll per bet has a much higher risk of ruin than one risking 2% per bet with the same edge.

This is why bankroll management is not optional for serious gamblers. The math is clear: without proper bankroll sizing, even a winning strategy can result in going broke.