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PRIVATE WEALTH / INVESTMENT SOLUTIONSChecking session…
RATE PATH ANALYTICS

Investment clarity,
built around the client.

Model income potential, compare risk and review alternative maturities—using one consistent investment brief across four RatesLab profiles.

MODEL VALUATION DATE Loading latest close… Published scenario economics
INVESTMENT BRIEF

Build an investment brief

Use illustrative parameters. They adjust existing published economics; they do not place trades or create a client account.

Highlights matching maturity, without hiding other alternatives.
A comparison preference, not an investment recommendation.
2.00%
0.5%5.0%
A model-sizing control, not a guaranteed loss limit.
Existing investment-bank, FOMC and stress scenarios where available.
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INVESTMENT SOLUTIONS

Investment Solutions at a Glance

All four alternatives use the same selected capital, modeled risk budget and comparable rate-path scenario.

Published model outputs
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CLIENT-SELECTED SIZING INPUTModeled drawdown budget 2.00% ($40,000)

Not a forecast or maximum loss. Each investment alternative shows its own modeled path drawdown under the selected scenario.

COMPARATIVE ANALYTICS

Side-by-side investment outcomes

Published analytics, synchronized to the selected capital, drawdown budget and rate path. Period returns reflect each product's own term.

4 alternatives · 1 brief
MODELED METRICCore 6MCore 12MDefensive 6MDefensive 12M
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Cash benchmark: modeled T-bill-only income is the collateral carry already present in each product, scaled to the same capital and maturity—not a separately quoted executable yield. Excess return: total return minus matched cash carry. The zero-benchmark return/volatility ratio is retained for continuity; the cash-excess ratio uses the matching-maturity cash carry. Both use modeled path volatility (sample daily returns × √365) and are not realized Sharpe statistics.

Risk versus annualized return

Same selected scenario

Each point represents one alternative. Horizontal position reflects modeled peak-to-trough drawdown magnitude—not a guaranteed loss limit.

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Modeled portfolio MTM paths

Return on starting capital
Horizontal axis

Calendar-date mode compares the published daily MTM paths on one calendar axis; each investment ends at its own maturity. No extension to a common expiry.

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How to interpret these figures

All outputs are hypothetical projections sourced from RatesLab' published model bundles, not live executable prices, a guarantee of capital or actual portfolio returns. Modeled drawdown is not a worst-case loss. Six-month and twelve-month outcomes have different holding periods; compare them on a consistent time basis before drawing conclusions.

SCENARIO ANALYSIS

Explore the full rate-outcome universe

Review published Fed and investment-bank scenarios for one investment alternative at a time. Compare return, interim risk and cash-relative value without assigning probabilities.

Same pricing bundles
Uses client-brief capital and risk budget; no separate pricing assumptions.
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PUBLISHED RATE SCENARIO Period return Cash-relative P&L Modeled max DD Analysis
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Worst/best means among published modeled scenarios only; it is not a probability-weighted forecast or a maximum possible loss. Selecting a scenario updates the client brief, four-product comparison and MTM charts above.

ROLL VERSUS HOLD

6M + Roll versus 12M Hold

Compare two six-month investments with holding a twelve-month investment, using one consistent modeled comparison horizon.

Common 12M horizon
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Roll vs Hold is separately modeled using a fixed reference 3% path-risk framework. Changing the advisor drawdown slider does not reprice these published results.
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Both approaches, one 12-month window

Portfolio index · 100 at inception

The published 6M + Roll and 12M Hold paths are shown on the same actual calendar dates. Unlike the individual-product MTM chart, this is a common-horizon model.

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6M + Roll12M Hold

What the second six months must earn

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Future volatility sensitivity

CaseRolled returnRoll advantageRolled max DD
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These are published reference-model outcomes under a fixed 3% modeled path-drawdown constraint, inclusive of modeled incremental execution costs. They are not recalculated for the client-brief risk budget or capital, do not guarantee a drawdown ceiling, and are not executable quotes or investment advice.
CLIENT REPORTING

Prepare a client-ready illustration

Turn this investment brief into a professional, clearly-labelled hypothetical analysis with source dates, risk disclosures and an optional reference-model appendix.

PDF-ready
Use a reference rather than a client name. This information stays in your browser and is not saved to your account.
Defaults to the current client-brief focus. All four alternatives appear in the report comparison.
Clearly identified as advisor-provided context, not RatesLab model output.

Waiting for published model data.

Private by design. Illustration details are held in this browser tab only. The print/save dialog does not create a persistent client account, verified valuation record or signed recommendation.
CLIENT INVESTMENT REPORTING

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Bring your selected investment scenario and comparative risk metrics into a professional, PDF-ready client illustration.

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