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Impermanent loss

The value shortfall of certain liquidity-provider positions relative to holding the original assets after relative prices change.

A concrete example

In an ideal equal-value constant-product pool, a doubling of relative price creates about 5.72% divergence before fees.

In context

For an idealised equal-value, full-range constant-product pool without fees, the relative value is 2 × sqrt(r) / (1 + r), where r is the price ratio change. If one asset doubles relative to the other, the pool position is about 94.28% of the hold strategy: a 5.72% shortfall before fees.

Explore the full explanation

DeFi

Impermanent loss with a worked example

Impermanent loss measures how a liquidity-provider position differs from simply holding its initial assets as relative prices change.

Intermediate3 min reading + workshop ↗

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