Test your portfolio against historical crisis scenarios and current market conditions. Import via CSV or build manually.
Build or upload a portfolio allocation and subject it to historical or hypothetical crisis templates. Each template carries an asset-class-level drawdown profile derived from the actual event (GFC 2008, COVID 2020, UK LDI 2022, EM debt crisis, China property unwind, and others), and applies those drawdowns to your allocation to produce a per-scenario impact estimate. Equity, bonds, crypto, commodities, real estate, cash, and FX are all supported.
How to read it. Total drawdown is the headline number, but the per-asset-class breakdown is where the useful information lives. If one allocation slice accounts for most of the loss in every scenario, that's your concentrated risk - the thing your portfolio is structurally short protection against. A spread that changes scenario-by-scenario is a diversified portfolio; a spread where the same slice always dominates is not.
Limitations. Historical crises are poor predictors of non-analogous future crises. Drawdown magnitudes are asset-class averages, not your specific holdings. Cross-asset correlations in extreme scenarios tend to be higher than backtests suggest (everything sells off together). Use this as a directional sanity check, not a precise P&L forecast.
Import a CSV, pick a preset, or add holdings manually to see stress test results against live crisis data.