Finance
Investment Risk Simulator
Most investors think in returns; pros think in risk-adjusted returns. Build a portfolio across equity, debt and gold, then watch the live distribution of outcomes — Sharpe ratio, loss probability, and the drawdowns you'd actually have to sit through.
Long-run μ ≈ 12% / σ ≈ 18%
Long-run μ ≈ 7% / σ ≈ 4%
Long-run μ ≈ 8% / σ ≈ 14%
Portfolio profile
Expected return
10.1%
annualised
Volatility (σ)
11.0%
annualised
Sharpe ratio
0.47
vs 5% risk-free
Loss probability
0.5%
ending below ₹10,00,000
Typical max drawdown
15.6%
Worst-case drawdown
27.7%
95th percentile
Pessimistic (5th)
₹14,45,488
Median outcome
₹25,67,047
Optimistic (95th)
₹45,17,512
Sharpe ratio measures excess return per unit of risk; above 1.0 is generally considered attractive. Drawdowns measure peak-to-trough drops along the path — an honest answer to "how much pain might I have to sit through?"
Peak: ₹45,17,512
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Frequently asked
- What's a 'good' Sharpe ratio?
- Above 1.0 is generally considered attractive. 0.5–1.0 is decent. Below 0.5 means you're not being paid much extra for the risk you're taking.
- Why does loss probability stay >0% even with debt-heavy portfolios?
- Even debt funds have small drawdowns over short horizons. Stretch the tenure to 7+ years and watch the loss probability collapse for diversified portfolios.
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