Asset Allocation & Stress Parameters $35,000,000 Base
Single High-Risk Bet
90% ($31.50M)
Diversified Broad Index
5% ($1.75M)
Cash / T-Bills (Safe Haven)
5% ($1.75M)
Single-Asset Volatility Shock
85% Drawdown
Time Horizon Horizon
5 Years
⚠️ Catastrophic Capital Destruction
90% single-stock exposure under an 85% idiosyncratic collapse wipes out principal with near statistical certainty.
Forensic Context: Siddharth Jawahar concentrated over $35M into a single volatile company. When the firm cratered, client equity vanished, resulting in an 11-year federal sentence.
Real-Time Monte Carlo Risk Engine 500 Iterations
Worst 5% (Collapse Zone)
Median Path (50th percentile)
Optimistic 95th Percentile
Simulated Paths
| Metric | Simulated Level | Regulatory Threshold | Safety Audit |
|---|
Mathematical model evaluates geometric Brownian motion with idiosyncratic jump-diffusion shock. The case baseline matches the federal court indictment parameters ($35M principal, 90% concentration).