Portfolio Risk & Return
Probability of Profit
The share of Monte Carlo paths that finish the time horizon worth more than they started. A probability of profit of 80% means 8 in 10 simulated futures ended above the original $100. It turns the simulation’s spread into one plain number, and it tends to rise with a longer horizon (more time for average gains to outweigh bad years) and fall with higher volatility. Read it as a description of the simulation, not odds anyone can bank on: it inherits every assumption of its inputs, it says nothing about how large the losses are in the paths that lose, and profit here means before inflation, taxes and fees.
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Educational information, not investment advice. See it applied across the screener →