Portfolio Scenario Analysis
Generate AI-powered stress scenarios for your portfolio to understand behavior in stressful times
10x Faster
Claude generates rigorous stress scenarios in seconds. Your team focuses on governance decisions, not running the math.
Documented Assumptions
Every scenario includes explicit assumptions about returns, volatility, credit spreads, and correlations. Full audit trail for governance.
Tailored to Your Portfolio
Analyzes your actual allocation (equities, real assets, PE, fixed income) with realistic liquidity constraints and correlation matrices.
Why This Matters: AI for Institutional Governance
This project demonstrates a core principle of effective AI adoption: find domains where AI augments expert judgment without replacing decision-making.
The Problem: Investment teams at large institutional portfolios need to run scenario analysis quarterly—stress-testing allocation against 2008-style crises, stagflation, rate shocks. The math is rigorous but slow: teams spend weeks building spreadsheets, adjusting correlations, documenting assumptions, seeking governance approval. The bottleneck isn't analysis—it's execution and documentation.
Why AI Works Here: Claude can reason about portfolio structure (how real assets de-correlate in crisis, how PE liquidity constraints bind, how risk targets shift with allocation). It generates scenarios with explicit, auditable assumptions—not black-box predictions. The output is governance-ready documentation, not a decision directive.
The Result: Governance teams get answers in seconds, not weeks. They focus on decisions (do we rebalance? increase real assets?), not spreadsheet work. AI frees expertise to focus on judgment.
Portfolio Allocation
Current holdings and asset class distribution
Portfolio Metrics
Expected Return
8.2%
Target: 8.1%
Weighted average. Per JPMorgan LTCMA: U.S. Large Cap 6.7%, Global Equities 7.0%, Real Estate 8.0%, Private Equity 10.3%, Fixed Income 4.8%, Treasuries 4.0%
Volatility
14.6%
Target: 14.7%
Portfolio variance formula: accounts for asset volatility (8–18%) and historical correlations (stocks ↔ bonds: −0.1, diversification benefit)
✓Click "Generate Stress Scenarios" to analyze how your portfolio performs under different market conditions
Our AI-powered analysis will generate realistic market stress scenarios based on historical events and your portfolio composition.
Methodology
Scenarios are generated using Claude AI, which analyzes your portfolio against historical market stress events. Each scenario includes explicit assumptions about asset class returns, volatility, and correlations. Liquidity ratios account for the illiquidity of private equity holdings. All recommendations are governance-focused and grounded in your portfolio's actual structure and historical risk metrics.