Meridian Capital Partners · $180M AUM
30-day rolling correlation. Orange = high cluster risk.
| Scenario | Equity -10% | Rates +100bp | VIX +50% | USD +5% | Combined | Status |
|---|---|---|---|---|---|---|
| 2020 COVID Replay | -$12.4M | +$2.1M | -$3.8M | -$1.2M | -$15.3M | Critical |
| 2022 Rate Shock | -$8.2M | -$6.5M | -$2.1M | +$0.8M | -$16.0M | Critical |
| Tech Selloff (2000) | -$14.8M | +$1.8M | -$2.9M | -$0.3M | -$16.2M | Critical |
| Inflation Spike | -$6.1M | -$5.2M | -$1.5M | +$2.4M | -$10.4M | Warning |
| Commodity Crash | -$5.4M | +$1.1M | -$1.8M | +$1.6M | -$4.5M | Tolerable |
| Credit Crunch | -$9.8M | -$4.2M | -$3.1M | +$0.6M | -$16.5M | Critical |
| Position | Weight % | CVaR Contrib | Drawdown % | Beta | Liquidity Tier | Action |
|---|---|---|---|---|---|---|
| NVDA | 11.2% | 2.84% | -19.1% | 1.42 | T1 | Trim |
| AAPL | 9.1% | 1.92% | -7.3% | 1.08 | T1 | Monitor |
| MSFT | 7.4% | 1.48% | -5.2% | 1.02 | T1 | Hold |
| TLT | 8.2% | 1.12% | -8.6% | -0.38 | T1 | Hold |
| META | 6.1% | 0.98% | -6.8% | 1.14 | T1 | Hold |
| HYG | 7.3% | 0.86% | -4.1% | 0.62 | T2 | Hold |
| GLD | 6.4% | -0.24% | +2.3% | 0.08 | T1 | Hold |
| BTC-Proxy | 5.2% | 1.32% | -12.4% | 1.68 | T3 | Review |
| VNQ | 5.1% | 0.52% | -3.9% | 0.74 | T2 | Hold |
| AMZN | 5.3% | 0.78% | -5.6% | 1.18 | T1 | Hold |
| XOM | 4.2% | 0.38% | -2.1% | 0.56 | T1 | Hold |
| Cash | 5.0% | 0.00% | 0.0% | 0.00 | T1 | Hold |