Stress Testing is about assessing the impact of economic scenarios on your portfolio and other investments. In a portfolio stress test, we construct “what-if” scenarios based on real life macro-economic uncertainties, and measure their potential impact on your portfolio.
Assess your portfolio risks against a variety of economic and market scenario outcomes, covering a range of possible events such as: negative rates, oil crash, tech bubble 2.0, China slowdown, debt cliff, Fed stress test, baby bust, healthcare costs, and rising interest rates.
We have identified nearly 90 different scenarios, or we can build a scenario based on your forecast.
A scenario is a representation of a macro-economic or geopolitical event which has the potential to impact investment returns. We can design custom scenarios that reflect individual investor concerns, or apply our broad catalog of risk scenarios to a portfolio to identify risk factors.
Our platform tracks over 90 different economic factors including GDP growth and CPI, market data like commodities and currency prices, and industry-specific factors such as shipping rates and housing starts. Then, based on statistical correllations, it analyzes the effect of these factors on assets in your portfolio.
Assets (Mutual Funds, Stocks, etc.)
Our stress test scenarios can be used with a wide range of asset classes including stocks, bonds, ETFs, mutual funds, closed-end funds, options, separately managed accounts, hedge funds, and non-traded REITs.