Stress-test your Australian portfolio
Replay historical shocks. Run Monte Carlo simulations. See where your concentration risk really sits — across property, super, SMSF, shares, and crypto.
Six scenarios Australians should run
Property: -20% drawdown
Replay the 2017–19 Sydney/Melbourne pullback. Watch what happens to leverage, mortgage LVR, and total net worth when AVM estimates compress.
ASX: -35% bear market
Simulate a 2008-style ASX 200 drawdown across your direct shares, ETFs, and underlying SMSF holdings.
Crypto: -70% drawdown
Stress your crypto position against a full bear-market style collapse — typical of 2018, 2022, and bigger drawdowns historically.
Rate shock: +200bp
Model the impact of higher rates on your mortgage repayments, offset effectiveness, investment property cashflow, and bond/cash returns.
AUD shock: ±15% vs USD
International ETFs and US-listed holdings can swing 15% on currency alone. See your AUD-translated exposure under stress.
Compound: all of the above
Run all five shocks together for a worst-case GFC-style scenario. The cross-asset correlations are where the real risk hides.
Real Monte Carlo, not a sliding scale
Most retirement calculators give you one number based on one assumed return. Auravest runs 10,000 randomised simulations per scenario, so you see the cone of outcomes — what could go right, what could go wrong, and how likely each is.
- 10,000 simulated paths per scenario
- Real return distributions, not single-point assumptions
- Inflation, sequence-of-returns, and AU tax rules baked in
- Best / median / worst-case retirement outcomes
- Drawdown duration, not just depth
- Concentration risk visualisation across asset classes
Frequently asked questions
What is a portfolio stress test?
A portfolio stress test simulates how your wealth would behave under specific historical or hypothetical market shocks — a property correction, an ASX bear market, a rate hike, a crypto crash, or all of them combined. The point isn't prediction; it's discovering hidden concentration risk, leverage exposure, and how long recovery would realistically take. Stress testing is how institutional investors think about risk; Auravest brings the same approach to individual Australian wealth.
How does Auravest stress-test my portfolio?
Auravest combines historical scenario replay (e.g. 'apply the 2020 COVID drawdown to my current holdings') with Monte Carlo simulations (10,000 randomised paths drawn from real return distributions). You select the scenario, choose the time horizon, and see best/median/worst-case outcomes for net worth, retirement balance, and goal achievement probability.
Why stress-test if I'm a long-term investor?
Long-term investors are the ones who most need stress testing. The reason is sequence-of-returns risk: a 30% drawdown five years before retirement is mathematically different from the same drawdown 25 years before. Stress testing reveals whether your current allocation can survive a bad sequence near retirement — and lets you adjust before you find out the hard way.
What inputs does Auravest's stress test need?
Your current holdings (which Auravest already tracks if you've connected accounts), your goal (retirement balance, FIRE target, or a major purchase), and your time horizon. The simulator does the rest: pulls historical return and volatility data per asset class, runs Monte Carlo paths, and produces a distribution of outcomes rather than a single 'expected' number.
Is stress test output financial advice?
No. Stress test results are general information about how your own portfolio would have behaved under specified scenarios. They are not personal financial advice, not a recommendation, and not a prediction. Use them as input to a conversation with a licensed Australian financial advisor before making major allocation changes.
Find your concentration risk before the market does
Free to start. Connect your accounts, choose a scenario, run the simulation.