Help: Expected portfolio performance & variability

[walkinwood]

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.

 

[twaddle]

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)

 

[LOL!]

Since when has FIREcalc done any MonteCarlo simulation?

Take a look at flexibleretirementplanner.com and perhaps financialengines.com ?

 

[twaddle]

It's an option on the "how's it invested" tab of advanced FC.

 

[FinanceGeek]

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.

 

[walkinwood]

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.