Portfolio Monte Carlo Lab
Set the simulation assumptions
Enter the return and volatility assumptions you want to test. Grizzly Bulls does not infer an expected return from your holdings or treat these inputs as forecasts.
Return & volatility glide path
Optional. Linearly transition from the starting return and volatility assumptions above to a later-stage pair over a period you choose. This changes model parameters only; it does not infer holdings or an asset allocation.
The current simulation keeps one return and volatility assumption for the full horizon.
Dated goals & cash flows
Add up to 8 named annual events. Positive amounts add capital; negative amounts model spending. Repeated events occur once per year starting in the selected year.
No dated goals or one-off cash flows are included in the current simulation.
Modeled outcome range
Seed 1729 · 5,000 paths · 20 years
Ending-value percentiles
| Percentile | Nominal ending value | Today's-dollar ending value |
|---|---|---|
| 10th | $407,020 | $248,392 |
| 25th | $542,623 | $331,147 |
| 50th | $769,750 | $469,756 |
| 75th | $1,111,410 | $678,261 |
| 90th | $1,516,135 | $925,253 |
How the simulation works
Each path uses independent monthly lognormal returns. The model calibrates each monthly step so the return assumption in effect for that month is the expected one-year growth rate and the volatility assumption is annualized standard deviation. The fixed monthly contribution or withdrawal is applied at the end of each month.
When the optional glide path is enabled, the starting return and volatility assumptions remain in effect before the selected start year. From the first through the final month of the selected transition span, both assumptions move linearly toward the later-stage values you entered, then remain at those later-stage values. This is an assumption path, not an inferred asset-allocation glide path or a recommendation to reduce risk.
Scheduled events are applied at year-end after that month's regular cash flow. Positive scheduled amounts are added first. Spending events due in the same year are then tested as one combined requirement, so funding does not depend on the order in which rows were entered. An unfunded spending year sends the modeled balance to zero rather than creating borrowing.
An inflation-adjusted scheduled event grows from its entered amount using the same inflation assumption as the today's-dollar view. The fixed monthly cash flow remains nominal unless you change it manually; this tool does not silently inflate every contribution or withdrawal.
Maximum drawdown is measured on a separate return-only index that follows the same simulated returns but excludes cash flows. That keeps contributions, withdrawals, and dated goals from being mislabeled as investment gains or losses.
These are model outputs from your assumptions, not market forecasts or guarantees. Changing the expected return, volatility, glide path, cash flows, or horizon can materially change the modeled distribution. Changing the seed changes the finite simulation sample while keeping those assumptions the same. This tool does not recommend an allocation or infer what return you should expect.