NV
Simulations & Analysis
Advanced portfolio scenario analysis, Monte Carlo simulations, and stress testing
Run New Simulation
Configure and execute Monte Carlo analysis with custom parameters
Expected Return
8.52%
Std Dev: 12.31%
95% Confidence Range
-12.3% to 26.8%
Range: 39.1%
Iterations
10,000
Runtime: 2.3s
Return Distribution
Probability distribution from Monte Carlo simulation
Scenario Outcomes
Expected returns by scenario
Risk by Scenario
Standard deviation comparison
Stress Test: Interest Rate Shock
Portfolio impact under Interest Rates changes
All Scenarios Summary
Complete scenario comparison with metrics
| Scenario | Type | Expected Return | Std Dev | Prob Success | Sharpe Ratio |
|---|---|---|---|---|---|
| Base Case 2025 | Base Case | 8.50% | 12.30% | 72% | 0.52 |
| Bull Case - Green Transition | Bull Case | 14.20% | 10.50% | 85% | 1.08 |
| Bear Case - Economic Slowdown | Bear Case | 2.30% | 18.90% | 48% | -0.15 |
| Stress Test - Climate Crisis | Stress Test | -5.20% | 22.10% | 28% | -0.48 |
Scenario Comparison: Bull vs Base
Comparison of ESG returns between bull case green transition and base case
Expected Return+67.1%
Base: 8.50
Comparison: 14.20
Standard Deviation-14.6%
Base: 12.30
Comparison: 10.50
Sharpe Ratio+107.7%
Base: 0.52
Comparison: 1.08
Carbon Price Assumption+76.5%
Base: 85.00
Comparison: 150.00
Probability of Success+18.1%
Base: 0.72
Comparison: 0.85