Monte Carlo SimulatorPortfolio Success Rate Analysis

Test thousands of market scenarios to see how likely your investment plan is to succeed. Make confident decisions with data-driven insights.

Scenario Testing

Success Probability

Risk Analysis

Investment Parameters
1 year20 years50 years

Goal you want to achieve

Market Assumptions

Average expected return

Standard deviation of returns

πŸ’‘ What is Monte Carlo Simulation?

🎲 Basic Concept

Monte Carlo simulation is a mathematical technique that runs thousands of random scenarios to predict investment outcomes. It reflects the reality that markets don't move in straight lines.

How it works:

  1. 1. Set investment parameters (amount, timeline, expected returns)
  2. 2. Generate thousands of random market scenarios
  3. 3. Calculate outcomes for each scenario
  4. 4. Analyze result distribution and calculate probabilities

🎯 Why Use It?

It's much more realistic than simply assuming "7% annual returns." Real markets are volatile and unpredictable.

1

Realistic Planning

Account for market volatility

2

Risk Assessment

See worst-case scenarios

3

Confidence Building

Make informed decisions

πŸ’° Key Point: Monte Carlo answers "what if" questions. "What if the market crashes?", "What if inflation rises?" Test various scenarios before they happen.

πŸ“Š Monte Carlo vs Simple Calculations

❌ Simple Calculation

Traditional calculators assume steady 7% returns every year:

Monthly Investment:$500
Time Period:30 years
Assumed Return:7% every year
Final Result:$612,000

βœ… Monte Carlo Reality

Monte Carlo analysis of the same conditions gives much more realistic results:

90% Chance:$400,000+
50% Chance:$650,000+
10% Chance:$1,200,000+
Worst 5%:$300,000

🎯 What Monte Carlo Tells You

Monte Carlo shows you the range of possible outcomes, not just one number. You can see your chances of success and prepare for different scenarios. This helps you make better decisions about how much to save and how to invest.

πŸ“ˆ Portfolio Types & Expected Outcomes

πŸš€ Aggressive

85% Success

90% Stocks

  • β€’ High growth potential
  • β€’ Young investors

βš–οΈ Balanced

78% Success

60% Stocks

  • β€’ Moderate risk
  • β€’ Middle-aged

πŸ›‘οΈ Conservative

65% Success

30% Stocks

  • β€’ Low risk, stable
  • β€’ Near-retirees

⚠️ Important Note About Success Rates

These figures are based on historical data and estimates. Actual returns may vary, especially in the short term with high volatility. Monte Carlo simulation accounts for this uncertainty.

πŸ“‰ How Monte Carlo Handles Market Crashes

οΏ½ Hiλ₯ storical Market Crashes

Monte Carlo simulation is important because market crashes actually happen. Looking at major historical crashes:

2008 Financial Crisis

S&P 500 dropped 57% over 17 months

2000 Dot-com Crash

NASDAQ fell 78% over 2.5 years

2020 COVID Crash

35% drop in just 5 weeks

1929 Great Depression

89% decline over 3 years

πŸ“ˆ But Markets Always Recover

Despite these crashes, markets have always recovered and reached new highs. Monte Carlo factors in both crashes and recoveries:

2008 Recovery

Full recovery by 2013, new highs by 2014

2000 Recovery

Full recovery by 2007, despite long bear market

2020 Recovery

Fastest recovery ever - new highs by August

Long-term Trend

S&P 500 averaged 10% annually despite all crashes

🎯 What Monte Carlo Shows You

Monte Carlo simulation includes these crashes in its scenarios. So it can answer "What if a crash happens right after I start investing?"

Worst Case Scenario:
Still positive over 20+ years
Recovery Time:
Usually 3-7 years maximum

❌ Common Monte Carlo Simulation Mistakes

❌ Focusing Only on Average Returns

Don't just look at the 50% probability outcome. Consider the full range of possibilities, especially worst-case scenarios.

❌ Ignoring Sequence of Returns Risk

Early losses hurt more than later ones. A crash in your first few years of retirement can be devastating.

❌ Using Unrealistic Assumptions

Don't assume 12% returns or ignore inflation. Use conservative, realistic inputs for better planning.

❌ Not Adjusting for Fees

Investment fees compound over time. A 1% annual fee can reduce your final portfolio by 20-25%.

❌ One-Time Analysis

Your situation changes over time. Re-run simulations annually or when major life events occur.

❌ Panic During Market Downturns

Monte Carlo already factored in crashes. Stick to your plan instead of making emotional decisions.

πŸ”— Related Financial Tools

Test Your Investment Strategy Now

Don't leave it to chance. Use Monte Carlo simulation to test thousands of market scenarios and make investment decisions with confidence.