Monte Carlo Simulation - Lazy Portfolio ETF

Simulation Settings

Initial Amount:

Simulation Years

Cashflows

Cashflow Type:

Cashflow Frequency:

Cashflow Amount:

Inflation Adjustment (%)

Expected Annual metrics Load Portfolio Data

Select Currency, Portfolio and Time range

Currency:

Filter:

Compound Return (%)

Standard Deviation (%)

Run Simulation

Calculating...

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

Results

portfolios were simulated.

of them survived all withdrawals over

Portfolio Projection

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 generate a potential return using the average annual return (derived from the compound annual return and volatility) combined with volatility, which is multiplied by a random variable following a standard normal distribution.
Compounding and Cashflows: The capital is updated monthly by multiplying it by the generated return and applying the scheduled cashflows (withdrawals or contributions).
Survival Constraint: In case of withdrawals, the algorithm implements a "floor" at zero. This means that once capital is depleted, the simulation records a plan failure.

Portfolio Balances

Set Percentile Thresholds Reset (10,20,50,80,90)

Calculating...

End Balance


End Balance Probabilities
Capital > 0
Capital ≥	Enter a value and click the arrow button to calculate probabilities.

Time Weighted Rate of Return

Excluding cashflows

Set Percentile Thresholds Reset (10,20,50,80,90)

Calculating...

Annualized Return


Annualized Return Probabilities
Return ≥ 0%
Return ≥ %	Enter a value and click the arrow button to calculate probabilities.

Portfolio End Balance

Final Capital Distribution After Years

Excluding extreme tails (2.5%)

Portfolio Drawdowns

Returns are simulated on a monthly basis, which means that intra-year fluctuations are fully captured.
As a result, drawdowns occurring within the year are also taken into account, providing a more realistic representation of risk and portfolio behavior compared to models that only use annual data.

Maximum Drawdown After Years

Excluding cashflows

Excluding extreme tails (2.5%)

Maximum Drawdown (%) Probabilities

Excluding cashflows

Considering all simulations

Drawdown Probabilities
Loss > %	Enter a value and click the arrow button to calculate probabilities.
Enter the loss as a absolute value (e.g. 20, not -20).

Underwater Period (Months) After Years

Excluding cashflows

Excluding extreme tails (2.5%)

Underwater Period Probabilities

Excluding cashflows

Considering all simulations

Underwater Probabilities
Months >=	Enter a value and click the arrow button to calculate probabilities.