AAPL189.45+1.23|
TSLA248.73-3.41|
NVDA875.20+12.50|
MSFT412.88+2.15|
AMZN182.30-0.87|
META509.14+5.67|
GOOGL174.92+1.44|
BRKB366.50+0.23|
JPM197.35-1.12|
V271.44+0.89|
FTSE1008412.30+23.50|
GBPUSD1.27+0.00|
GOLD2045.80+8.40|
AAPL189.45+1.23|
TSLA248.73-3.41|
NVDA875.20+12.50|
MSFT412.88+2.15|
AMZN182.30-0.87|
META509.14+5.67|
GOOGL174.92+1.44|
BRKB366.50+0.23|
JPM197.35-1.12|
V271.44+0.89|
FTSE1008412.30+23.50|
GBPUSD1.27+0.00|
GOLD2045.80+8.40|
Portfolio Defence
Risk Engine
Simulate 30-day portfolio drawdowns against historical market crashes. Adjust severity, stress-test sectors, and see your worst-case exposure — before the market does it for you.
Stress Severity
50% intensity
Simulated Drawdown
-55.0%
Mild CorrectionModerate StressSevere Crash
Portfolio at Risk
£27,143
estimated 30-day loss
Drawdown
-55.0%
peak to trough
Worst Single Day
-55.6%
day 26
Est. Recovery
99d
historical avg return
30-Day Drawdown Simulation — 2008 GFC
£50,000 → £22,857
Monte Carlo — 5 Alternate Scenarios
Each path uses different volatility and timing assumptions for the same event.
Add holdings in Portfolio Manager to see sector-level breakdown.
🏦
2008 GFC
Global Financial Crisis. S&P -56%. Banks collapsed, credit froze.
Historical peak drawdown: -55% — your simulation is scaled to 50% severity.
Simulations are probabilistic models using historical sector correlations. Past crashes do not guarantee future patterns. Not financial advice. Capital at risk.
