Retirement Income Planning

We employ a hybrid approach combining quantitative stress testing with qualitative behavioral analysis. Stress tests simulate extreme scenarios, like a 2008-style crash (40% equity drop) or 2022 inflation surge (9% CPI peak), using Value at Risk (VaR) models to estimate maximum losses at 95% confidence levels over horizons from 1-10 years. We calculate drawdown risks and use buffered probability of exceedance to control tail risks.
Your risk profile is derived from advanced questionnaires and psychometric tools, yielding a personalized score that factors in emotional tolerance during volatility. We verify against historical data and forward-looking simulations, incorporating correlations between assets to uncover hidden vulnerabilities, such as sector-specific betas amplifying losses. Hedging recommendations might include options collars or insurance overlays to cap downside while preserving upside.
The report includes resilience metrics, like conditional Value-at-Risk (CVaR) for average losses beyond VaR thresholds, and proactive adjustments for 2026 outlooks, including AI-driven dispersion or geopolitical shocks. This ensures stability in unpredictable phases, with ongoing monitoring to refine as markets evolve.