Portfolio Risk Simulator — Monte Carlo VaR & Expected Shortfall

This simulator runs a Monte Carlo engine over a single portfolio's geometric Brownian motion, generating thousands of independent random return paths from the same drift and volatility assumptions. As each trial completes, its terminal return joins a running empirical distribution, from which the simulator reads off Value-at-Risk and Expected Shortfall directly — no normal-distribution shortcut, just the quantile and tail-average of the simulated outcomes themselves. Adjust the horizon, expected return and volatility to see how each reshapes the distribution of outcomes and the two risk numbers that summarize its downside.