Crisis test

A standard model called 2008 and 2022 once‑in‑centuries events. Prometheus had them in the plan.

We rebuilt both models on the eve of each crisis, using only the data that existed then, and asked one question: how rare would the next twelve months be for a classic 60/40 portfolio? The standard model fits a bell curve to the portfolio’s own past. Prometheus adds the shape of every crisis in 18 countries’ history.

1. Dot-com crash

   Apr 2002 – Mar 2003 · a 60/40 portfolio lost 8%

   A standard model saidOnce in 26 years

   Prometheus saidOnce in 9 years
   Every yearOnce in 1,000 years

2. 2008 financial crisis

   Apr 2008 – Mar 2009 · a 60/40 portfolio lost 20%

   A standard model saidOnce in 540 years

   Prometheus saidOnce in 67 years
   Every yearOnce in 1,000 years

3. 2022 inflation shock

   Oct 2021 – Sep 2022 · a 60/40 portfolio lost 18%

   A standard model saidOnce in 280 years

   Prometheus saidOnce in 36 years
   Every yearOnce in 1,000 years

Rebuilt using only data available before each crisis. Hypothetical, not investment performance.