// multi-utility computation suite · offline · instant · precise
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│ computation suite │
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fin.monte-carlo-portfolio Calculator
Runs a Monte Carlo simulation of portfolio outcomes from expected return, volatility, annual contributions, and investment horizon. The fan of outcomes from Monte Carlo reveals the true range of retirement outcomes — median projections hide the possibility of sequence-of-returns risk.
Inputs
Initial Investment
Upfront cost — the negative cash flow at time zero in NPV/IRR analysis.
Expected Return Pct
Reference formula or conversion factor shown for context.
Volatility Pct
Annualised standard deviation of returns, as a decimal (e.g. 0.2 for 20%). Higher volatility increases option value. Implied vol is derived from market prices.
Years
Reference formula or conversion factor shown for context.
Withdrawal Annual
Reference formula or conversion factor shown for context.
Results
expected value
The computed numeric or monetary value.
pessimistic (μ-σ scenario)
Sample size or count used in the calculation.
optimistic (μ+σ scenario)
Sample size or count used in the calculation.
annual return assumption
The result expressed on a per-year basis.
annual volatility
The result expressed on a per-year basis.
note
Supplementary information explaining an assumption, caveat, or important context for interpreting the result.