PL

PortfolioLogica

Strategic Asset Allocation

Stress Scenarios

Stress scenarios.

Review how each portfolio performs across historical and modelled stress scenarios.

Stress scenario impact

Choose a portfolio to review the stress events through a portfolio lens.

Balanced Macquarie portfolio. Strategic allocation for clients who need both growth potential and diversification support. No comparison portfolio is selected, so one set of outcomes is shown.
Stress scenario
Portfolio impact (%)HistoricalModelled
-20%-10%0%2008 GFC Historical -23.0%2008 GFC-23.0%2020 Pandemic Historical -13.0%2020 Pandemic-13.0%Equity Drawdown Modelled -9.2%Equity Drawdown-9.2%Inflation Shock Modelled -7.0%Inflation Shock-7.0%

Historical scenarios use uploaded returns where available; all other outcomes are modelled.

Historical coverage matched 0/37 months; using modelled shocks.

Asset-class stress returnsHistorical scenario columns use uploaded monthly return history where available at the asset-class level. Missing historical data and forward-looking scenarios use modelled shock assumptions.View
Portfolio stress comparisonCompare portfolios across stress events and examine the trade-off between resilience and growth exposure.View