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Investment Tools

Monte Carlo Simulator: Investment Risk Analysis

Efikon Labs

1 000 unique simulations
50 years of market history
Python powered by
Free no registration

The problem with standard tools

Most investment calculators and financial planning tools work with a single average annual return. Enter 7% and the tool projects a smooth, linear growth curve into the future.

This is nice in theory — but market reality is very different. Markets crash, recover, stagnate for years, and surge unexpectedly. A single average number can't capture that.

How Monte Carlo simulation works

Instead of projecting one smooth scenario, our simulator runs 1,000 unique market paths — each one based on real historical data spanning 50 years.

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Input your portfolio

Set your portfolio composition, initial capital, monthly contributions, and investment horizon. The tool accepts any combination of asset classes.

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1,000 scenarios run automatically

The algorithm generates one thousand unique simulations by randomly sampling from historical market return sequences. Each path is a plausible version of your future portfolio.

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Probability fan, not a single number

The result is a probability fan showing the full range of outcomes — from best-case to worst-case — with percentile bands so you can see the realistic probability of reaching your goal.

What we built it with

At Efikon, we base financial decisions on data and statistics. We developed the application using the Vibe Coding method — combining modern AI tools with Python to build in a fraction of the traditional development time.

Python Vibe Coding Historical Market Data Statistical Modeling

What you get

🎯 Realistic probability of reaching your financial goal, not just a hopeful average
📉 Clear view of worst-case scenarios so you can plan for downturns
Instant results — no sign-up, no subscription, no waiting
🔁 Test different portfolio compositions side by side to compare strategies

See the real probability of your investment success

Open the simulator and run your first 1,000 scenarios in seconds.