// multi-utility computation suite · offline · instant · precise
┌──────────────────────────┐
│ [c] calcalyst_ │
│ computation suite │
└──────────────────────────┘
// select a module to initialize
/ search↵ open firstesc close
// adsenseEMPTY_LEADER_SLOT728×90
// adsenseMOBILE_ANCHOR_SLOT320×50
// keyboard_shortcuts
/focus search
↑↓navigate module list
Enter
open first result from search
open highlighted
compute when module is open
compute when focused in a field
Escclose module · clear selection
⌫
fin.monte-carlo-returns Calculator
Runs a Monte Carlo simulation of investment returns from mean return, volatility, years, and number of simulations to produce a distribution of outcomes. Monte Carlo reveals the range and probability of outcomes — average return projections hide the fact that a sequence-of-returns risk can devastate retirement portfolios.
Inputs
Initial
Upfront cost — the negative cash flow at time zero in NPV/IRR analysis.
Expected Return
Reference formula or conversion factor shown for context.
Volatility
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.
Results
median outcome
The middle value of the sorted dataset.
optimistic (+1 sigma)
Reference formula or conversion factor shown for context.
pessimistic (-1 sigma)
Reference formula or conversion factor shown for context.
log-normal median
The middle value of the sorted dataset.
volatility drag
Aerodynamic resistance opposing motion. Drag = 0.5 × rho × v^2 × Cd × A. Doubles with every 41% increase in speed (because it scales with v^2).