Stock market investment

Initial investment $ 1,000.00

Time horizon (years) 1

Return µ σ
Stock market 8.79% 14.65%

Money in
Return 1+Return account
Year 1 #NAME? #NAME? #NAME?
@RISK Detailed Statistics
Money at the end of Year 1
Name Money at the end of Year 1
0.837 1.324
Description Output/ ChSMS-ReturnSim.xlsx 5.0% 90.0% 5.0%
0.0030
Cell 1 Year!C10
Minimum 708.81
0.0025
Maximum 1458.523
Mean 1087.901
0.0020
Std Deviation 146.1527
Variance 21360.62
0.0015
Skewness 0.003444195
Kurtosis 2.871695
0.0010
Errors 0
Mode 1118.964
0.0005
5% Perc 837.396
10% Perc 895.4448
0.0000
15% Perc 930.362
20% Perc 962.6881 Values in Thousands

25% Perc 988.2832

30% Perc 1007.561
35% Perc 1028.481 Number of va100
40% Perc 1048.187 Mean $ 1,087.90
45% Perc 1067.312 Std Deviation $ 146.15
50% Perc 1084.481 Skewness 0.0034442
55% Perc 1104.855 Kurtosis 2.871695
60% Perc 1121.444 Mode $ 1,118.96
65% Perc 1144.117 5% Perc $ 837.40
70% Perc 1164.179 95% Perc $ 1,324.00
75% Perc 1186.572 Minimum $ 708.81
80% Perc 1206.736 Maximum $ 1,458.52
85% Perc 1234.712
90% Perc 1270.769
95% Perc 1323.997
1.324

5.0%
Stock market investment over 30 years

Initial investment $ 1,000.00

Time horizon (years) 30

Return µ σ
Stock market 8.79% 14.65%

Money in
Year Return 1 + Return account
1 #NAME? #NAME? #NAME?
2 #NAME? #NAME? #NAME?
29 #NAME? #NAME? #NAME?
30 #NAME? #NAME? #NAME?
Total #NAME? #NAME?
Total return Total amount
@RISK Detailed Statistics
Performed By: Dessislava Pachamanova Total money in a
Date: Friday, September 05, 2008 2:09:52 PM 2.7 32.5
200 180 160 140 120 100 80 60 40 20 0
90.0%
6

Name Money at the end of YTotal Return Total money in account 5

Description Output Output Output

Cell 1 Year!D10 30 Years!C40 30 Years!D40 4

Minimum 518.7234 0.6097521 609.7521

Maximum 1614.549 194.355 194355 3

Mean 1087.888 12.58762 12587.62

Std Deviation 146.5138 10.94839 10948.39 2

Variance 21466.31 119.8673 119867300

Skewness -0.00326666 3.349066 3.349066 1

Kurtosis 2.999099 28.24214 28.24214

0
Errors 0 0 0
Mode 1082.394 4.458973 4458.973
Values in Thou
5% Perc 846.6922 2.655552 2655.552
10% Perc 900.0015 3.623274 3623.274
15% Perc 935.9905 4.302127 4302.127 Total Re
20% Perc 964.5607 4.927066 4927.066 2.7 32.5

25% Perc 989.0603 5.612875 5612.875 90.0%

0.06
30% Perc 1011.029 6.385136 6385.136
35% Perc 1031.385 7.051239 7051.239
0.05
40% Perc 1050.73 7.86673 7866.73
45% Perc 1069.442 8.689096 8689.097
0.04
50% Perc 1087.857 9.579434 9579.435
55% Perc 1106.29 10.5417 10541.7
0.03
60% Perc 1124.963 11.58769 11587.69
65% Perc 1144.348 12.76112 12761.12
0.02
70% Perc 1164.693 14.24435 14244.35
75% Perc 1186.706 15.85973 15859.73
0.01
80% Perc 1211.151 18.04641 18046.4
85% Perc 1239.613 20.83613 20836.13
0.00
90% Perc 1275.62 24.63063 24630.63
95% Perc 1328.708 32.48138 32481.38
Filter Minimum
Filter Maximum
Filter Type
# Values Filtered 0 0 0
Target #1 (Value)
Target #1 (Perc%)
Target #2 (Value)
Target #2 (Perc%)
Target #3 (Value)
Target #3 (Perc%)
Target #4 (Value)
Target #4 (Perc%)
Target #5 (Value)
Target #5 (Perc%)
Target #6 (Value)
Target #6 (Perc%)
Target #7 (Value)
Target #7 (Perc%)
Target #8 (Value)
Target #8 (Perc%)
Target #9 (Value)
Target #9 (Perc%)
Target #10 (Value)
Target #10 (Perc%)
 Total money in account
32.5

90.0% 5.0%

Values in Thousands

Total Return
32.5

90.0% 5.0%
Stock market and bond market investment over 30 years

Initial investment $ 1,000.00

Time horizon (years) 30

Return µ σ Correlation matrix weight

Stock market 8.79% 14.65% 1 -0.2 0.5
Bonds 4.00% 7.00% -0.2 1 0.5

Stock Total
market 1 + stock Money in Bond 1 + bond Money in amount in
Year return mkt return stocks return return bonds account
1 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
2 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
29 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
30 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Total #NAME? #NAME? #NAME? #NAME? #NAME?
@RISK Detailed Statistics Total amount in account
Performed By: Dessislava Pachamanova 3.0 17.5

Date: Friday, September 05, 2008 8:20:52 PM 90.0% 5.0%

1.6

1.4

Name Total amount in account

1.2
Description Output
Cell Stock+Bond!H41 1.0

Minimum 1408.633
0.8
Maximum 79729.34
Mean 7892.8 0.6

Std Deviation 5233.104

0.4
Variance 27385370
Skewness 2.921482 0.2

Kurtosis 20.48869
0.0
Errors 0
Mode 5050.956 Values in Thousands

5% Perc 2951.823
10% Perc 3477.305
15% Perc 3878.908
20% Perc 4221.728
25% Perc 4568.538
30% Perc 4888.194
35% Perc 5214.105
40% Perc 5597.363
45% Perc 5991.876
50% Perc 6401.666
55% Perc 6921.2
60% Perc 7407.71
65% Perc 7959.348
70% Perc 8688.552
75% Perc 9551.659
80% Perc 10672.05
85% Perc 12084.37
90% Perc 14033.6
95% Perc 17457.43
Filter Minimum
Filter Maximum
Filter Type
# Values Filtered 0
Target #1 (Value)
Target #1 (Perc%)
Target #2 (Value)
Target #2 (Perc%)
Target #3 (Value)
Target #3 (Perc%)
Target #4 (Value)
Target #4 (Perc%)
Target #5 (Value)
Target #5 (Perc%)
Target #6 (Value)
Target #6 (Perc%)
Target #7 (Value)
Target #7 (Perc%)
Target #8 (Value)
Target #8 (Perc%)
Target #9 (Value)
Target #9 (Perc%)
Target #10 (Value)
Target #10 (Perc%)
Stock market and bond market investment over 30 years with different portfolio weights

Initial investment $ 1,000.00

Time horizon (years) 30

Return µ σ Correlation matrix weights (A) weights (B)

Stock market 8.79% 14.65% 1 -0.2 0.5 0.3
Bonds 4.00% 7.00% -0.2 1 0.5 0.7

Stock
market 1 + stock Money in Bond 1 + bond Money in
Year return mkt return stocks return return bonds
1 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
2 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
29 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
30 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Total #NAME? #NAME? #NAME? #NAME?

Difference (A-B)
 Total Total
amount in Money in Money in amount in
account stocks bonds account
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
Total amount Total amount
Strategy A Strategy B

fference (A-B) #NAME?

 @RISK Detailed Statistics Total amount in account
2.9 17.8
Performed By: Dessislava Pachamanova
90.0%
50 Date: Friday, September 05, 2008 10:16:59 PM
45 40 35 30 25 20 15 10 5 0 -5
92.6%
2.0

1.8

Name Total amount in accouTotal amount in accouDifference (A-B) 1.6

Description Output Output Output 1.4

Cell Stock+Bond (2)!H41 Stock+Bond (2)!L41 Stock+Bond (2)!I45 1.2

Minimum 1131.243 1287.306 -1829.781 1.0

Maximum 116550.2 70578.09 45972.08 0.8

Mean 7905.303 6040.17 1865.133 Values x 10^-4
0.6
Std Deviation 5341.567 3219.057 2214.866
0.4
Variance 28532340 10362330 4905631
0.2
Skewness 3.698306 3.514493 3.506451
0.0
Kurtosis 43.44567 41.09948 40.18968
Errors 0 0 0 V
Mode 4856.325 4389.394 687.7473
5% Perc 2930.505 2809.56 -254.4108
10% Perc 3438.152 3208.187 -9.243228
15% Perc 3872.673 3480.414 174.372 0.00

20% Perc 4215.86 3747.97 325.7092 10.2%

3.0
25% Perc 4543.252 4009.655 473.6122
30% Perc 4883.441 4274.407 623.0742 2.5
35% Perc 5235.363 4494.365 760.8183
40% Perc 5605.462 4752.382 907.4704 2.0
45% Perc 6006.125 5004.995 1071.774
50% Perc 6422.878 5265.811 1257.916 1.5

55% Perc 6894.795 5562.363 1456.645

60% Perc 7451.624 5864.809 1662.375 1.0

65% Perc 8075.642 6211.578 1938.147

70% Perc 8692.203 6607.212 2235.751 0.5

75% Perc 9592.9 7087.77 2614.488

80% Perc 10607.92 7694.55 3026.643 0.0

85% Perc 11851.44 8471.933 3549.88

90% Perc 13967.2 9622.835 4421.251
95% Perc 17834.32 11940.22 6027.233
Filter Minimum
Filter Maximum
Filter Type
# Values Filtered 0 0 0
Target #1 (Value)
Target #1 (Perc%)
Target #2 (Value)
Target #2 (Perc%)
Target #3 (Value)
Target #3 (Perc%)
Target #4 (Value)
Target #4 (Perc%)
Target #5 (Value)
Target #5 (Perc%)
Target #6 (Value)
Target #6 (Perc%)
Target #7 (Value)
Target #7 (Perc%)
Target #8 (Value)
Target #8 (Perc%)
Target #9 (Value)
Target #9 (Perc%)
Target #10 (Value)
Target #10 (Perc%)
 Total amount in account for A and B (overlayed)
17.8

90.0% 5.0%
92.6% 1.2%

Values in Thousands

Difference (A-B)
0.00 +∞

0.2% 89.8%

Values in Thousands
Stock market and bond market investment over 30 years

Initial investment $ 1,000.00

Time horizon (years) 30

Return µ σ Correlation matrix weight

Stock market 8.79% 14.65% 1 -0.2 #NAME?
Bonds 4.00% 7.00% -0.2 1 #NAME?

Stock Total
market 1 + stock Money in Bond 1 + bond Money in amount in
Year return mkt return stocks return return bonds account
1 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
2 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
29 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
30 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Total #NAME? #NAME? #NAME? #NAME? #NAME?