Results Probability

Excel Help for Results Probability in Excel Portfolio Optimization Template

Results Probability

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	I can't seem to get the probability score to go higher than 61%.....any reason why this is?  What significance level is this using? John
	Posted by krackers73 on 19 Jul 2007

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	Monte Carlo assumptions Rate this: (3/5 from 1 vote) The monte carlo analysis is based on 95% level of confidence.  The probability percentage depends on the target return rate - i.e. the lower the rate, the higher the probability will be of achieving it in the optimal portfolio.
	Excel Business Forums Administrator
	Posted by Excel Helper on 20 Jul 2007

	Probability Results Question 2 Rate this: (3/5 from 1 vote) thanks for the answer...but why is it when I put a target number less than the mean (that it calculated) that I can not get a higher success % than say 61%.  I would think that I should be able to find a target that would give me 96% success.  I even tried to put in .01 for target and still can't move it higher....
	Posted by krackers73 on 20 Jul 2007

	Negative returns Rate this: (4/5 from 2 votes) If your return distribution can be negative, you should try to put a negative return to see if it increases the probability.
	Excel Business Forums Administrator
	Posted by Excel Helper on 20 Jul 2007

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