Macro Scenario Stress Testing
Tail-Risk ShocksEvaluate portfolio drawdown resilience against historical crises and severe macro market dislocations.
2008 Lehman Collapse
Equities -38%, Real Estate -37%, Gold +25%, Volatility x3.5 with liquidity freeze.
COVID-19 Flash Crash
Unprecedented drop velocity: Equities -34%, Volatility x4.0 across all assets.
Fed Rate Shock (+300 bps)
Equities -15%, Duration Bonds -18%, REITs -22%, Cash yield increases.
1970s Stagflation
Equities & Bonds drop, Gold surges +40%, Cash rates elevated.
Projected Impact Summary
Base Capital: $10,000,000Simulated Portfolio Loss
-18.45%
-$1,845,000 USD
If max drawdown breaches 8.0%, CapitalAI automatically reallocates 25% of equity exposure into BIL / TREPS cash reserves.
Contagion Risk Factors
Liquidity FreezeHigh probability of severe bid-ask spread widening across fixed-income instruments during peak volatility.
Cross-Asset CorrelationExpect traditional diversification to break down as equities and REITs move in tandem.
Margin Call SpiralsDeleveraging by institutional peers could induce secondary shockwaves in large-cap equities.
Asset Shock & Return Attribution
InteractiveHover over bars to inspect simulated return and exact capital shortfall
Asset P&L Stress Breakdown
Simulation Output| Asset | Base Allocation | Shock Return | Simulated P&L |
|---|---|---|---|
| SPY | 35% | -38.0% | -$1,330,000 |
| EFA | 15% | -41.5% | -$622,500 |
| AGG | 25% | +4.2% | +$105,000 |
| GLD | 10% | +24.8% | +$248,000 |
| VNQ | 10% | -37.0% | -$370,000 |
| BIL | 5% | +1.5% | +$7,500 |