Portfolio Stress Test: How Does My Allocation Hold Up in a Crisis?

You think your allocation is sensible. The 2008 crash, the 2020 COVID drop and 1970s stagflation might disagree. Feed in your asset classes and weights and this runs your portfolio against all three scenarios, showing the likely damage and where you're exposed. Suits anyone who wants to find the cracks before the market does.

Run a stress test on my portfolio against three historical market scenarios. My current allocation is: {ALLOCATION_BREAKDOWN} (list asset classes and weights). The three scenarios are: (1) 2008 Global Financial Crisis: peak-to-trough approximately minus 50% global equities, credit spreads widening sharply; (2) 2020 COVID crash: rapid minus 34% equity drawdown, flight to US treasuries; (3) 1970s stagflation: high inflation, flat equities, rising yields crushing bond prices. For each scenario: estimate my approximate portfolio drawdown, explain which holdings would be most and least resilient, and identify any structural vulnerabilities. Then suggest one or two portfolio adjustments, with specific asset class examples, that would improve resilience without sacrificing more than {ACCEPTABLE_RETURN_SACRIFICE}% of expected long-run return.