Portfolio Simulator
Model your multi-asset portfolio using historical return and volatility data. Adjust allocations to see projected outcomes and risk metrics.
Large-cap US stocks (S&P 500 proxy)
Hist. Return: 10.0%
Volatility: 16.0%
International developed and emerging markets
Hist. Return: 7.0%
Volatility: 18.0%
Corporate bonds with lower credit ratings
Hist. Return: 6.0%
Volatility: 10.0%
High-quality corporate and government debt
Hist. Return: 4.0%
Volatility: 5.0%
Publicly traded real estate investment trusts
Hist. Return: 8.0%
Volatility: 18.0%
Broad basket of physical goods (energy, metals, agriculture)
Hist. Return: 3.0%
Volatility: 20.0%
Short-term treasury bills and money market funds
Hist. Return: 2.0%
Volatility: 1.0%
Alert when any asset class drifts more than 5% from target
- US Equities
- Global Equities (ex-US)
- High Yield Bonds
- Investment Grade Bonds
- Real Estate (REITs)
- Commodities
- Cash & Equivalents
Portfolio Simulation Report
Generated on February 9, 2026
Executive Summary
Strategic Implications
- Balanced Risk: The portfolio strikes a middle ground between growth and stability, suitable for moderate time horizons.
Allocation Breakdown
Weightings
| Asset Class | Weight |
|---|---|
| US Equities | 15% |
| Global Equities (ex-US) | 15% |
| High Yield Bonds | 14% |
| Investment Grade Bonds | 14% |
| Real Estate (REITs) | 14% |
| Commodities | 14% |
| Cash & Equivalents | 14% |
Stress Test Analysis
Historical Crisis Simulation
The following analysis simulates how your current portfolio allocation would have performed during major historical market dislocations. Understanding these "tail risks" is crucial for assessing the resilience of your capital preservation strategy.
COVID-19 Crash
2020A global stock market crash that began in February 2020 and ended in April 2020. It was the fastest fall in global stock markets in financial history, and the most devastating crash since the Wall Street Crash of 1929.
Global Financial Crisis
2008The systemic banking crisis and housing market collapse that led to the Great Recession.
Dot-com Bubble Burst
2000-2002The collapse of the technology stock bubble and subsequent recession.
European Debt Crisis
2011Sovereign debt crisis in the Eurozone causing global market volatility.
Oil Price Crash
2015-2016Plummeting oil prices causing turmoil in energy sectors and emerging markets.
Appendix
Definitions & Methodology
Glossary of Terms
Expected Return
The weighted average of the historical returns of the assets in the portfolio. It represents the long-term average growth rate, though actual returns in any given year will vary.
Volatility (Standard Deviation)
A statistical measure of the dispersion of returns for a given portfolio. Higher volatility means the portfolio's value can change dramatically over a short time period in either direction.
Sharpe Ratio
A measure of risk-adjusted return. It is calculated by subtracting the risk-free rate from the return of the portfolio and dividing the result by the portfolio's standard deviation.
Correlation
A statistic that measures the degree to which two securities move in relation to each other. A correlation of 1.0 means they move perfectly in sync, while -1.0 means they move in opposite directions.
Max Drawdown
The maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained. It is an indicator of downside risk over a specified time period.
Methodology Note
This simulation uses historical return and volatility data for major asset classes. The projections are based on a Monte Carlo simulation assumption using a normal distribution of returns defined by the expected return and standard deviation (volatility) of the constructed portfolio.
Disclaimer: Past performance is not indicative of future results. This report is for educational and illustrative purposes only and does not constitute financial advice. The crisis scenarios are simplified models of historical events and may not capture all the complexities of actual market behavior.