Calculates the skewness of portfolio returns distribution

Calculates the kurtosis (fat tails) of portfolio returns distribution

Runs Monte Carlo simulation on a portfolio to model thousands of possible future outcomes, providing probability distributions for returns and risk assessment.

Use when user asks for:
- Monte Carlo simulation for portfolio
- Probability-based portfolio analysis
- Simulated portfolio outcomes
- Risk modeling with random scenarios

Do NOT use when:
- Need historical drawdown analysis -> use Drawdowns()
- Need return distribution skewness -> use Skewness()
- Need return distribution kurtosis -> use Kurtosis()
- Need simple mean returns -> use MeanReturns()

# Monte Carlo Simulation

Runs Monte Carlo simulation for portfolio analysis.

Monte Carlo Simulation

Examples

When to Use

When NOT to Use

Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS

Related Functions