Monte Carlo Simulator
geometric brownian motion · 200 simulated paths · Manit Bhasin
Worst 5% (P5)
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Median
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Best 5% (P95)
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Starting Capital
$10,000
Expected Return (p.a.)
12%
Volatility σ (p.a.)
20%
Time Horizon
1 year
median path
individual paths (each unique colour)
starting value
Investment Risk Management · Coursera