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Analysis
Stress Test Scenarios
See how a model might hold up in past crises and hypothetical shocks, and what that means in dollars.
Allocation: 20% equity · 78% fixed income · 2% cash
Estimated impact by scenario
ModelBenchmark
2008 Global Financial Crisis
-5.5%
-5.4%
2000–02 tech bust
+14.6%
+15.0%
2020 COVID drawdown
-5.8%
-5.8%
2022 rate shock
-17.3%
-17.6%
Rates rise 200bp
-10.9%
-11.2%
Equities fall 20%
-2.4%
-2.4%
Inflation spike
-8.6%
-8.8%
| Scenario | Type | Model | Benchmark | Difference | Dollar impact |
|---|---|---|---|---|---|
| 2008 Global Financial CrisisOct 2007 – Mar 2009 | Historical | -5.5% | -5.4% | -0.1% | -$27,400 |
| 2000–02 tech bustMar 2000 – Oct 2002 | Historical | +14.6% | +15.0% | -0.4% | +$72,900 |
| 2020 COVID drawdownFeb – Mar 2020 | Historical | -5.8% | -5.8% | -0.0% | -$29,070 |
| 2022 rate shockJan – Oct 2022 | Historical | -17.3% | -17.6% | +0.3% | -$86,300 |
| Rates rise 200bpInstant shock | Hypothetical | -10.9% | -11.2% | +0.3% | -$54,750 |
| Equities fall 20%Instant shock | Hypothetical | -2.4% | -2.4% | -0.0% | -$12,200 |
| Inflation spike12-month shock | Hypothetical | -8.6% | -8.8% | +0.2% | -$43,100 |
Hypothetical illustration. Estimates apply approximate asset-class returns from each period to the model's current allocation. They are not actual model results and do not predict future outcomes.