Historical Stress Test
Portfolio Regime Tester
Pick your allocation. See how it would have performed through the worst market crises of the last 50 years.
Preset Portfolios
Allocation
100%
US Stocks60%
US Bonds40%
Gold0%
Cash / T-Bills0%
Intl Stocks0%
Starting Value
Portfolio Value$500K
Summary
Worst drawdown-25.3%
Avg drawdown-16.8%
Recovered all?No
Max Drawdown Comparison
-25%'73 Stagflation
-11%'80 Volcker
-15%'00 Dot-Com
-23%'08 GFC
-10%'20 COVID
-16%'22 Rates
Jan 1973 – Dec 1974
1973–74 Stagflation
-25.3%
Max Drawdown
Trough
20 mo
Recovery
None
$500K became
$384K
Jan 1980 – Jul 1982
1980–82 Volcker Shock
-11.0%
Max Drawdown
Trough
20 mo
Recovery
1 mo
$500K became
$509K
Mar 2000 – Oct 2002
2000–02 Dot-Com Bust
-15.3%
Max Drawdown
Trough
28 mo
Recovery
None
$500K became
$446K
Oct 2007 – Mar 2009
2007–09 Global Financial Crisis
-23.2%
Max Drawdown
Trough
17 mo
Recovery
None
$500K became
$384K
Housing collapse, bank failures, and a near-total seizure of global credit markets.
Lehman Brothers collapsed. AIG bailout. TARP. Fed cut to zero and began QE. Housing prices fell 33%.
US Bonds+18.1%
US Stocks-50.8%
Jan 2020 – Sep 2020
2020 COVID Crash
-9.5%
Max Drawdown
Trough
2 mo
Recovery
4 mo
$500K became
$525K
Jan 2022 – Dec 2022
2022 Rate Shock
-16.3%
Max Drawdown
Trough
9 mo
Recovery
None
$500K became
$436K
Data sources: S&P 500 monthly prices and 10-year Treasury yields from Robert Shiller's ie_data.xls (Yale). Gold from LBMA monthly averages (NMA). International stocks from iShares EFA ETF monthly closes (Yahoo Finance) for 2001-2022 regimes; pre-2001 from MSCI EAFE annual returns (Brighthouse/Bloomberg). Cash from short-rate proxies. Bond returns from GS10 yield changes (modified duration 7). Real returns deflated by CPI. Monthly averages smooth daily extremes. Past performance is not indicative of future results. This tool is for educational purposes only and does not constitute financial advice. Errors or omissions may occur. Do your own research and consult a qualified, licensed adviser who understands your circumstances before acting on this content.