Lab · Risk Management
Monte Carlo VaR & Stress Lab
Thousands of simulated futures show the range of outcomes, not a single forecast. Read Value at Risk and Expected Shortfall from the same simulation, then shock today's mix with real historical crises.
Portfolio & plan
Bonds: 30%
1,500 simulated paths · geometric Brownian motion · currency-agnostic units
1-yr VaR (95%)
7.8%
loss not exceeded 95% of years
1-yr CVaR (95%)
12.2%
average loss in the worst 5%
Median outcome
681.2K
vs 280K invested
Chance of ending below invested
0%
Wealth fan chart
Historical stress tests, instant shock to today's mix
Challenge: keep 1-yr 95% VaR under 6% while the median outcome reaches 3× what you invested.