Stress Test Scenario Builder

Portfolio Shock Analysis — 25 positions, $500k notional G-32 Mock Portfolio

Methodology: Factor-sensitivity betas — equity beta 1.0 baseline; bond duration × rate shock (DV01); credit-sensitive positions (HY/REIT/banks) hit by spread widening; vol drag scales with position beta; USD sensitivity for multinationals and EM; gold driven by own shock + USD inverse. Cited: Dalio 2018, IMF GFSR 2008, BIS QRev 2022. Not investment advice. Mock portfolio only.

Select Scenario

Select a scenario above

Choose a historical crisis preset or build a custom shock scenario using the sliders below.

Shock Parameters

Equity % price change

Rates bps change

0 bps

Volatility VIX % change

Credit Spreads bps widening

0 bps

USD Strength % DXY change

Gold % price change

No scenario run yet

Select a preset crisis or configure custom shocks, then click Run Stress Test to see full portfolio impact.

Portfolio P&L — Stressed

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Portfolio NAV

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Positions

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Factor Contribution Waterfall

Worst 3 Positions

Position Breakdown

Position	Notional	Shock	P&L ($)	Impact

Historical Context

Methodology: Mock portfolio — not investment advice