Monte Carlo // Portfolio Simulation

Set your portfolio, contributions, and expected returns. The simulator models two phases: an accumulation period where you invest monthly, followed by a withdrawal period where you live off the portfolio. 10,000 randomized market paths reveal the probability distribution of outcomes — including the chance your money runs out.

Phase 1 Accumulation

Starting Value i €10,000

Monthly Contribution i €500

Accumulation Period i 20 yrs

Expected Annual Return i 7.0%

Annual Volatility (σ) i 15.0%

Annual Inflation i 2.5%

FI Target i €500,000

Phase 2 Withdrawal

Withdrawal Period i 30 yrs

Annual Withdrawal i €40,000

Inflation-adjust withdrawals i Yes

Return in withdrawal phase i Same

Simulations i 10,000

Phase 1 Accumulation End-Value

Median (P50) i

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Optimistic (P90) i

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Pessimistic (P10) i

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P95 Best Case i

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P5 Worst Case i

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Total Contributed i

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P90

P75

P50

P25

P10

FI Target

P90 (median start)

P75

P50

P25

P10

Ruin zone

P90

P75

P50 Median

P25

P10

| FI start

Phase 2 Withdrawal Outcomes

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              Ruin risk
              i
            

Portfolio Depletion Probability

Probability the portfolio hits €0 before end of withdrawal period

Median End Value i

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P90 End Value i

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P10 End Value i

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Total Withdrawn i

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Withdrawal Rate i

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of acc. median

Median Yrs to Ruin i

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in depleted simulations