Family Office
Models
Portfolio research & reference
FAMILY-OFFICE INVESTMENT REFERENCE
Allocation / Liquidity / Model Evaluation

Planning Workbench

Portfolio model comparison

Compare reference allocations under one transparent set of hypothetical shocks, spending and fee assumptions.

Allocation and scenario inputs
Asset categoryWeight %Shock %
Public equities
Bonds
Cash
Illiquid assets
Total allocation100.0%

All amounts and shocks are assumed. Cash earns 0% unless its shock is changed. The fee is charged against starting value. Spending occurs after the shock.

Same assumptions, different references.

Each row uses the shocks, portfolio amount, spending and fee above.

ReferenceAsset shockAfter spending & feeStarting cash runway

The arithmetic

Weighted shock = sum of each allocation weight multiplied by its asset shock. Ending value = shocked portfolio minus annual spending minus the fee on starting value, floored at zero. A zero residual does not represent solvency or an available funding facility.

The decision

The reference with the smallest loss in a chosen scenario is not necessarily the best portfolio. Examine multiple scenarios, liquidity needs, outside exposures and the limitations of the model.

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