Monte Carlo
Monte Carlo retirement simulator for outcome ranges
Simulate return paths for a contribution or withdrawal plan. Compare percentile bands and the share of paths that run out of money.
Start with one question
Explore the results
Outcome range check
How widely do outcomes differ under these return and cash-flow assumptions?
Output previewPercentile bands | failure rate | cash-flow assumptions
Open retirement example
Comparison with history
How did the same plan perform over the selected historical period?
Output previewMonte Carlo range | historical replay | saved scenario notes
Open Portfolio Backtest
What the simulation shows
- Percentile ranges across simulated paths.
- Stress testing for contribution and withdrawal plans.
- Context for sequence-of-returns risk.
Simulation and historical backtests
Monte Carlo estimates a range of outcomes under your assumptions. To inspect how a strategy behaved over a specific historical period, use Portfolio Backtest.
Inputs that matter most
- Return and volatility assumptions.
- Cash-flow schedule and horizon length.
- Number of simulated paths.
FAQ
- Does Monte Carlo tell me what will happen?
- No. It gives a probability distribution under stated assumptions. Review the return, volatility, and cash-flow inputs, since the output is only as reliable as those choices.