The Future Tool
Using Monte Carlo simulation to provide a perspective on investment outcomes
Cumulative returns
Strategies with loss
Annual portfolio returns
Please rotate your device into a landscape orientation to use this tool.
Created with Highcharts 11.4.3
Date
Strategy and portfolio returns
2026
2028
2030
2032
2034
2036
2038
2040
2042
2044
70
80
90
100
200
300
400
500
600
Number of strategies
1
100
20
Strategy Sharpe ratio
0
1
0.35
Correlation
0
0.9
0.15
Annualised volatility
5%
20%
10%
Simulation horizon in years
1
40
20
REFRESH
HIGHLIGHT MAX DRAWDOWN