Stress Scenarios
Stress scenarios.
Review historical and forward-looking scenario tables, compare the portfolios, and examine any saved portfolios.
Selected Portfolio Stress View
Choose a portfolio to review the stress events through a portfolio lens.
Returns show portfolio impact under each scenario. Historical scenarios use uploaded monthly return history where coverage is available; otherwise modelled asset-class shocks are applied. Forward-looking scenarios are fully modelled.
Historical coverage matched 0/37 months; using modelled shocks.
Asset-class stress returns
Historical 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.
| Asset class | 2000 Dot Com Modelled | 2008 GFC Historical | 2020 Pandemic Historical | Inflation Shock Modelled | Rate Spike Modelled | Equity Drawdown Modelled | Stagflation-lite Modelled |
|---|---|---|---|---|---|---|---|
| Australian Equities | +3% | -43.3% | -27.0% | -11% | -6% | -18% | -10% |
| International Equities | -9% | -34.9% | -13.0% | -9% | -5% | -16% | -8% |
| Private Equity | -7% | -22.6% | -6.8% | -8% | -7% | -15% | -10% |
| Hedge Funds | +15% | -20.1% | -11.2% | -3% | -2% | -5% | -3% |
| Infrastructure | +11% | -35.7% | -23.2% | +2% | -4% | -7% | -2% |
| Property | +11% | -64.2% | -29.6% | -4% | -9% | -9% | -5% |
| Private Credit | +7% | -3.6% | -10.8% | -2% | -5% | -6% | -4% |
| Australian Fixed Income | +12% | +15.6% | +0.7% | -10% | -12% | +5% | -6% |
| International Fixed Income | +11% | +11.7% | -0.5% | -8% | -9% | +4% | -4% |
| Short Duration & Cash | +6% | +9.9% | +0.2% | +1% | +1% | +1% | +1% |
Portfolio Stress Comparison
Compare portfolios across stress events. Examine the trade-off between resilience and growth exposure in these periods.
2000-2002
2000 Dot Com
ModelledPortfolio return during the technology downturn.
Historical coverage matched 0/37 months; using modelled shocks.
2008-2009
2008 GFC
HistoricalPortfolio return during the global financial crisis.
Q1 2020
2020 Pandemic
HistoricalPortfolio return during the pandemic drawdown.
Forward-looking scenario
Inflation Shock
ModelledInflation expectations rise, long-duration assets fall.
Forward-looking scenario
Rate Spike
ModelledA sharp move higher in bond yields, pressuring fixed income, property, and other duration-sensitive assets.
Forward-looking scenario
Equity Drawdown
ModelledA broad equity-led sell-off, with listed growth assets falling materially and defensive exposures providing only partial support.
Forward-looking scenario
Stagflation-lite
ModelledA softer growth backdrop with sticky inflation, weighing on equities and parts of fixed income while limiting diversification support.