Simulated portfolio paths and terminal outcomes are linked to a 3D scenario surface. The selected volatility and horizon are the same point in both views.
deterministic seed · CPU
2D sample paths and terminal distribution
3D 95% loss-at-risk surface · drag to orbit
Median terminal value—
5th percentile—
95% loss-at-risk—
Expected shortfall—
Read the surface: move the controls to select another point. Correlation changes portfolio volatility, so two equally volatile assets stop diversifying as correlation approaches +1.