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Period Zoom

CPPI

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CAGR -

Final Wealth

S&P 500

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CAGR-

Final Wealth

Risk-Free Rate

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CAGR-

Final Wealth

Simulation Data

Date Start Portfolio Floor Cushion Start Risky Exp. Start Safe Exp. Risky Return (€) Safe Return (€)

Simulation Parameters

The following parameters were used for the CPPI simulations:

Multiplier 3x
Rebalancing Frequency Quarterly (every 3 months)
Risk-Free Rate 2.8% per year (fixed)
Risk-Free Rate Interest Payments Paid at the end of each rebalancing period