Question about aggregating risk across different instrument types

Hey everyone, fairly new here and trying to get a better handle on risk management, especially as my portfolio gets a bit more diversified. I'm comfortable with position sizing for individual trades, like a stop on $EURUSD or sizing for a stock with a given volatility. What I'm struggling with is how more experienced folks here aggregate risk when you have, say, a leveraged forex position, some long-term stock holdings, and maybe a small crypto allocation ($BTC, $ETH).

My current approach is kind of piecemeal – I look at each asset class's max potential loss independently as a percentage of that specific allocation. But it feels like I'm missing the bigger picture of total portfolio drawdown risk. Is there a common framework or tool that helps in normalizing these disparate risks into a single, cohesive view? Or do most just stick to managing each bucket separately?