Investment Analysis

Stress Testing

Simulating extreme market scenarios to see how your portfolio would behave during crashes, recessions, or rate spikes.

Also known as: portfolio stress test, scenario analysis

What You Need to Know

Stress testing applies historical or hypothetical shocks (2008 crisis, dot-com crash, stagflation) to your portfolio to expose vulnerabilities.

Why Stress Test:

  • Reveal concentration risk (too much in one asset class)
  • Estimate potential drawdowns and recovery times
  • Decide whether to adjust allocations before a crisis hits

How It Works:

  1. Define scenarios (e.g., -35% stocks, +2% bonds, +10% commodities)
  2. Apply those returns to your current allocation
  3. Review losses, cash needs, and rebalance plan

Sources & References

This information is sourced from authoritative government and academic institutions:

  • investor.gov

    https://www.investor.gov/introduction-investing/investing-basics/asset-allocation