Portfolio Shock Scenario Calculator
Apply two entered asset-return scenarios to long-only portfolio weights and inspect contributions.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Allocate starting wealth by weights, apply each entered simple-return shock and sum asset contributions for each scenario.
Portfolio scenario return=Σ(weight×asset scenario return)
Worked example
A 60/40 portfolio with equity −20% and bonds +5% loses 10% overall; 10000 becomes 9000.
Assumptions and input details
Weights must be nonnegative and sum to 100%. No leverage, short positions, rebalancing within the scenario, correlations, transaction costs or taxes. Each shock is entered independently; neither scenario has an implied probability. Up to 30 assets. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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