Monte Carlo Simulation - Lazy Portfolio ETF

Simulation Settings

Initial Amount:

Simulation Years

Cashflows

Cashflow Type:

Cashflow Frequency:

Cashflow Amount:

Inflation Adjustment (%)

Expected metrics Load Portfolio Data

Select Currency, Portfolio and Time range

Currency:

Filter:

Annual Return (%)

Standard Deviation (%)

Run Simulation

Calculating...

Results

portfolios were simulated.

of them survived all withdrawals over

Simulation parameters have been modified. To see updated results, please run the simulation again.

The projection you see is based on a monthly iterative process that simulates financial market behavior using a Normal Distribution.

Return Generation: For each month, we calculate a potential return by combining the expected average growth with volatility, which is multiplied by a random variable following a standard normal distribution.
Compounding and Cashflows: The capital is updated by multiplying it by the generated return and applying the scheduled cashflows (withdrawals or contributions).
Survival Constraint: The algorithm implements a "floor" at zero. This means that once capital is depleted, the simulation records a plan failure.

Projected Portfolio Value

Percentile Thresholds Reset

Calculating...

End Balance

Success

Final Capital Distribution

Excluding extreme tails (2.5%)

Maximum Drawdown Distribution

Excluding cashflows

Excluding extreme tails (2.5%)

Underwater Period Distribution

Excluding cashflows

Excluding extreme tails (2.5%)