Simulate hundreds of equity curves at daily resolution from a Sharpe ratio, volatility, and risk-free rate. See realistic drawdowns, flat periods, and CAGR distributions. Free, no sign-up.
Pick a Sharpe ratio, a volatility (or a target annualized return), and a horizon — and run hundreds of Monte Carlo equity curves at daily resolution using Geometric Brownian Motion. The cone of outcomes will reshape how you think about drawdowns, flat periods, and what returns are mathematically plausible at a given risk level. Includes variance drag (−½σ²) so the median CAGR you see matches what you'd actually experience.