Home▸Physics & Mechanics▸Portfolio Risk Monte-Carlo Fan: 2D Simulation

📉 Portfolio Risk Monte-Carlo Fan: 2D Simulation

Interactive 2D Monte-Carlo fan of portfolio value paths with jump-diffusion stocks and bonds, a draggable loss-threshold line, live Value-at-Risk, CVaR and drawdown metrics, and analytic comparison curves.

Physics & Mechanics2DModerate60 FPS📱 Mobile-adapted⇄ 3D version

Details

CategoryPhysics & Mechanics

RenderingCanvas 2D

DifficultyModerate

Target FPS60

ControlsSliders for stock return, volatility, stock weight, stock-bond correlation, crash-jump rate, horizon, VaR confidence and number of paths; market presets (calm, bull, crisis, crash, defensive); drag the red threshold line, hover and click paths to inspect them; pause, step, replay and redraw.

value at riskMonte Carloportfoliovolatilityfinance

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⚙ Under the hood

value at riskMonte Carloportfoliovolatilityfinance

2D · HTML5 Canvas 2D · 60 FPS target · runs fully client-side, no install