  We study the worst portfolios for a class of law invariant dynamic monetary
utility functions with domain in a class of stochastic processes. The concept
of comonotonicity is introduced for these processes in order to prove the
existence of worst portfolios. Using robust representations of monetary utility
function processes in discrete time, a relation between the worst portfolios at
different periods of time is presented. Finally, we study conditions to achieve
the maximum in the representation theorems for concave monetary utility
functions that are continuous for bounded decreasing sequences.
