It is a risk if you dont secure enough your wallet or your pc/phone. The risk of the price decreasing is very small in long term, because Bitcoin's price is expected to rise highly in the future. But still the risk of getting hacked is very dangerous and it is possible if you don't take care about your security online.
Holding is not a risk itself but it causes risk because of the price fluctuation of bitcoin and altcoins. The risk doesn't come from holding directly.