Fed Education

Portfolio Backtesting

Stress-test your portfolio against historical market crises to understand drawdowns, recovery timelines, and regime performance.

2008 Global Financial Crisis

25811151923273135394449535761656973778185899397103Months0255075100Equity Curve (100 = Start)
  • Your Portfolio
  • S&P 500 (SPY)

Period

Oct 2007 - Mar 2009

Max Drawdown

-56.8%

Recovery Time

30 months

Recovery End

Apr 2012

Bear Stearns, Lehman Brothers collapse. TARP bailout. Fed cuts from 5.25% to 0.25%.

Portfolio Allocation

SPY40%
TLT20%
GLD15%
XLV15%
XLU10%

Portfolio Return (Peak-Trough)

-17.3%

vs SPY: -56.8%

▲ 39.5% vs benchmark

How to Use

Adjust your portfolio weights using the sliders above, then run the backtest to see how your allocation would have performed through the selected crisis.