Portfolio Monte Carlo Simulator
Run a probabilistic Monte Carlo on your portfolio: 5,000 simulated one-year paths, with Value-at-Risk, CVaR, and the chance of a loss worse than 20% — free, no signup.
This tool is a probabilistic Monte Carlo simulator (despite the legacy URL). Deterministic shock-scenario stress tests are part of the signed-in product.
Your portfolio
One holding per line: TICKER WEIGHT (positive weights — they'll be normalised).
Total weight: 100 (will be normalised to 100%)
What is a portfolio stress test?
A portfolio stress test is a risk-management technique that estimates how your investments might behave under thousands of possible future market conditions, including rare and extreme ones. Unlike a backtest — which shows what already happened — a stress test explores what could happen.
What this tool measures
- Value-at-Risk (VaR): the one-year loss not exceeded in 95% of simulated paths.
- Conditional VaR (CVaR): the average one-year loss in the worst 5% of simulated paths.
- P(1-year loss > 20%): the share of paths whose one-year return is worse than −20% (terminal loss, not intra-year drawdown).
- Return distribution: bearish, median, and bullish 1-year outcomes.
When to stress-test
Before adding a concentrated position, before retirement, before a regime change (rate cuts, recession signals), or any time you want to know how much downside you're actually carrying — not just how much upside you hope for.
Want analysis on your own history?
Signed-in KlirInvest analysis runs 10,000 paths on ticker-level history, with measured covariance where enough data exists.
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