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Portfolio Stress Test

If 2008 - or COVID, the dot-com bust, the 1970s - happened again today, how much would your portfolio drop? Enter your mix and replay eight real crashes: your drawdown, the recovery time, and the asset dragging you down.

Quick start:
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Sum: 100%
Worst case · 2008 Global Financial Crisis
-29.4%
You would lose -$29,450 - down to $70,550. Historically took ~49 months to recover. Biggest drag: US stocks.
2008 GFC
-29.4%
1970s Stagflation
-24.6%
Dot-com
-21.9%
COVID Crash
-18.7%
2022 Bear
-18.2%
Black Monday
-16.5%
Euro Debt 2011
-9.9%
Crypto Winter
-5%
Bars: portfolio drawdown in each crisis (left = loss, right = gain). Hover a crisis in the list below for context.
See every crisis in detail
2008 Global Financial Crisis-29.4%
Oct 2007 - Mar 2009 · 17 months · recovery ~49 mo

Lehman collapse and the subprime crisis. The S&P 500 fell ~55% from its peak; real estate and financials were hit hardest.

1973-74 Stagflation Bear-24.6%
Jan 1973 - Oct 1974 · 21 months · recovery ~69 mo

Oil shock and runaway inflation. Both stocks and bonds lost real value - only gold thrived.

Dot-com Crash-21.9%
Mar 2000 - Oct 2002 · 31 months · recovery ~84 mo

The tech bubble burst; the Nasdaq fell ~78%. Notably, bonds and real estate rose as money rotated out of stocks.

2020 COVID-19 Crash-18.7%
Feb - Mar 2020 · 33 days · recovery ~5 mo

Pandemic lockdowns cratered markets in weeks. A sharp V-shaped recovery followed within months.

2022 Bear Market-18.2%
Jan - Oct 2022 · 9 months · recovery ~16 mo

Fed tightening, inflation and war. Uniquely, bonds fell alongside stocks - the classic 60/40 offered little shelter.

Black Monday 1987-16.5%
Oct 1987 · 3 months · recovery ~20 mo

The Dow fell 22.6% in a single day - the largest one-day drop in history - amid a broader ~30% decline.

2011 Euro Debt Crisis-9.9%
Jul - Oct 2011 · 3 months · recovery ~6 mo

Sovereign-debt fears and the US credit downgrade. Gold and Treasuries rallied as havens.

2018 Crypto Winter-5%
Jan - Dec 2018 · 12 months · recovery ~36 mo

Bitcoin fell from ~$20k to ~$3k; most altcoins lost 90%+. Traditional assets were barely dented.

Approximate historical asset-class returns applied to your weights - a realistic downside guide, not a precise backtest or financial advice. Crypto shows 0 for pre-2009 crises (it did not exist yet).

RELATED GUIDEPortfolio risk and retirement planning: the complete guideSequence-of-returns risk, safe withdrawals, real diversification, fees and Coast FIRE.

Frequently asked

What is a portfolio stress test?

A stress test asks a simple but vital question: if a past crisis happened again today, how much would your portfolio drop? Instead of guessing, it applies the actual historical returns of each asset class - stocks, bonds, gold, crypto, real estate - to your specific mix, so you can see your likely worst case before it happens rather than after.

How does this calculator work?

You enter your allocation as a percentage across nine asset classes and your total value. The tool then replays eight historical crashes - from 2008 and COVID to the dot-com bust and the 1970s stagflation - applying each period's approximate asset-class returns to your weights. It reports the drawdown, the money lost, how long that crash historically took to recover, and which holding dragged you down most.

Why does diversification change the result so much?

Because assets do not crash together. In 2008, stocks and real estate collapsed while gold and Treasuries rose; in 2022, stocks and bonds fell together but gold held. Mixing assets that behave differently is what shrinks your worst-case drawdown. Try the presets above - a 60/40 and an all-weather mix can produce very different pain in the same crisis.

Are these numbers exact?

They are approximate historical returns for each asset class over each crisis window, drawn from widely cited figures - not a precise backtest of your exact holdings. Crypto shows zero for pre-2009 crises because it did not exist yet. Treat the output as a realistic order-of-magnitude guide to your downside, not a guarantee. Real crashes are always a little different.

What is "recovery time"?

It is roughly how long that crash historically took to return to its previous peak - about 4 years after 2008, but only 5 months after the COVID crash. Recovery time matters as much as depth: a portfolio you can hold through a long drawdown without selling is worth more than one that forces you to capitulate at the bottom.

Can Alvest stress-test my real portfolio?

Yes. Alvest classifies your actual holdings automatically and runs these crisis scenarios on your live portfolio - plus Monte Carlo projections and real, after-inflation returns. You can start free.