Market Stress & Crisis Simulator
A portfolio stress-testing engine for analyzing drawdowns, recovery speed, and risk-adjusted performance across historical market crises — not for optimizing returns.
Selected: 2008 Global Financial CrisisNo Results Yet
Recovery Window:
(Used for recovery metrics, not the displayed crisis dates.)Crisis Window
Crisis Brief
2008 Global Financial Crisis
2007-10-01 → 2009-03-31
A credit-driven housing boom unwound into a banking crisis. Losses in mortgage-related products spread through the system, freezing credit and driving a global recession.
Main Drivers
- Housing Bubble + Rising Mortgage Defaults
- High Leverage + Complex Structured Products
- Credit Markets Froze As Trust Collapsed
- Forced Deleveraging And Broad Risk Selloff
Key Dates
- 2008-09-15 — Lehman Brothers Bankruptcy
- 2008-10-03 — TARP Passed In The U.S.
- 2009-03-09 — Major Equity Market Low
Typical Winners / Hedges
Long TreasuriesGoldCash / Short Duration
Tickers
SPYQQQIWMEFAEEMTLTIEFGLD
Weights
SPY1.0
QQQ1.0
IWM1.0
EFA1.0
EEM1.0
TLT1.0
IEF1.0
GLD1.0
Rebalance Frequency
Total Return (%)ⓘCumulative portfolio return over the selected crisis window.
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Maximum Drawdown (%)ⓘLargest peak-to-trough decline in portfolio value during the crisis.
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Time to Recovery (Days)ⓘNumber of days required for the portfolio to recover its prior peak. If not reached, shown as 'Not recovered'.
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Annualized Volatility (%)ⓘAnnualized standard deviation of daily portfolio returns, measuring risk.
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Sharpe Ratio (Risk-Free = 0%)ⓘRisk-adjusted return calculated as excess return divided by volatility, assuming a 0% risk-free rate.
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Annualized Return (%)ⓘCompounded annual growth rate (CAGR) of the portfolio over the crisis window.
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Run a stress test to see the charts!
Normalized Weights (Auto In Simulator)
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