Risk of Ruin

Intermediate

Definition

Risk of Ruin (RoR) is the probability that you will lose your entire bankroll before reaching a profit goal. Even winning players can go broke if under-bankrolled.

Risk of Ruin = Probability of going broke despite being a winner

Why Winners Can Go Broke

Factor Impact
Variance Short-term results deviate from EV
Underbankrolled Not enough cushion for swings
Win rate too small Edge isn't big enough
Standard deviation Some games are more volatile

Risk of Ruin Factors

Factor Higher Risk Lower Risk
Bankroll Smaller Larger
Win rate Lower Higher
Variance Higher (MTTs) Lower (cash)
Moving up Aggressive Conservative

Approximate Risk of Ruin

Cash Games (3 BB/100 win rate)

Buy-Ins Risk of Ruin
10 ~40%
20 ~15%
30 ~5%
40 ~2%
50 <1%

Tournaments (Higher Variance)

Buy-Ins Risk of Ruin
50 ~15-20%
100 ~5-8%
200 <2%

Note: Actual RoR depends on specific win rate and variance.

The Ruin Formula (Simplified)

For those who like math:

RoR ≈ e^(-2 × WR × BR / Variance)

Where:

  • WR = Win rate
  • BR = Bankroll in buy-ins
  • Variance = Standard deviation squared

Reducing Your Risk of Ruin

Strategy How It Helps
Larger bankroll More cushion
Lower stakes Less variance
Improve win rate Study more
Move down when losing Preserve bankroll
Avoid high-variance formats Cash > MTTs for stability

Practical Guidelines

Goal Recommendation
Never go broke 40-50 buy-ins
Very low risk (<5%) 30+ buy-ins
Acceptable risk 20-25 buy-ins
Shot-taking 10-15 buy-ins (temporary)

Example: Shot-Taking Risk

Current: $500 bankroll, crushing $0.05/$0.10 Shot: $0.10/$0.25 ($25 buy-in)

Buy-Ins at New Level Risk
20 buy-ins ($500) Manageable
With only 10 BI High risk of moving back down

Plan: Take 2-3 buy-in shots, drop down if they fail.

Key Takeaway

Even winning players can go broke with insufficient bankroll. Risk of ruin decreases exponentially with more buy-ins. Use 30+ buy-ins for low risk, move down before you're forced to, and never play stakes that threaten your entire roll.

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