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Help: Expected portfolio performance & variability
Old 11-20-2007, 01:11 PM   #1
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Help: Expected portfolio performance & variability

Hello,

I placed this in the FireCalc support forum, but haven't had any responses.

I would like to use the Monte Carlo simulation feature in FireCalc, but don't know how to calculate the expected performance & variability of my portfolio.

Is there an online calculator that can do that using stock/fund symbols or asset classes and their respective allocations?

If this has been addressed before, please link to the thread. My search was not successful.

Thank you.
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Old 11-20-2007, 01:21 PM   #2
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Rather than expected performance (which some people do try to calculate, BTW), I think Monte Carlo input is usually historical performance and variance.

Grab the backtesting spreadsheet from the start of this thread:

Bogleheads :: View topic - Spreadsheet for backtesting (includes TrevH's data)
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Old 11-20-2007, 01:45 PM   #3
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Since when has FIREcalc done any MonteCarlo simulation?

Take a look at flexibleretirementplanner.com and perhaps financialengines.com ?
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Old 11-20-2007, 01:50 PM   #4
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It's an option on the "how's it invested" tab of advanced FC.
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Old 11-20-2007, 08:48 PM   #5
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Take a look at Welcome to Quantext.com - its an Excel based tool that does Monte Carlo analysis with real historical data from Yahoo finance. Cost ~$100 IIRC but worth it IMHO.
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Old 11-21-2007, 03:03 PM   #6
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Thanks Twaddle. That's exactly what I was looking for. I like the fact that I can input my own specific portfolio and figure out the back-tested cagr & variance.

FinanceGeek - thanks for the suggestion. I'll look into your suggestion.
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