The Monte Carlo Returns Graph shows a histogram of the distribution and cumulative distribution for the returns expressed as CAGR%.



In the above example, the 85% confidence level corresponds to about 22% CAGR, meaning that 85% of the simulated equity curves showed a return of 22% or better. The distribution is centered around 35% but shows some simulated curves with a CAGR% as low as -25% and as high as 125%.

Edit Time: 9/20/2017 07:56:26 AM

Topic ID#: 174


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