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Using MCS Software

MCS Results: Drawdown

 

Below is a listing of the probability of greater drawdown for 60 days. The 60 day average drawdown is $7,194. The chart is interpreted as follows. Over any 60 day period, there is at least a 54.8% chance that the drawdown will exceed $6,000. Similarly, there is a 10.2% chance that the 60 day drawdown will exceed $12,000. A plot of this curve can be seen below.






{These features not available with Portana 2000)
MCS Results: Net Profit


Below is a listing of the probability of net profit for 60 days. The average 60 day net profit is $7,794. The chart is interpreted as follows. Over any 60 day period, there is at least a 79.6% chance of breaking even or better. Similarly, there is a 20.2% chance that the 60 day net profit will exceed $15,000. A plot of this curve can be seen below.

 



 

Software pages continued:
 1 Portfolio Selection and File Selection  5 Optimizing Portfolio Weights
 2  Set Portfolio Weights and Portfolio Statistics  6 Revised Portfolio Weightings
 3 Portfolio History Chart and Output Files to ASCII  7 Portfolio Templates

 

 8 MCS Product Comparison

 


What Is Monte Carlo Simulation?  |  Why Get Portfolio MCS?  |  Using MCS Software  |  MCS Features
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