Platform Guide
Master EndowCast's institutional-grade Monte Carlo simulation platform. Build sophisticated portfolio projections, assess tail risks, and demonstrate long-term sustainability to your Investment Committee.
New to EndowCast?
Follow our three-step workflow to generate your first simulation in minutes. No prior Monte Carlo experience required.
Three-Step Workflow
Configure Parameters
Define your endowment's foundation: initial corpus size, spending policy rate, investment management fees, and projection horizon.
Key Inputs:Initial Endowment Value
Annual Spending Rate (%)
Investment Expense Ratio
Simulation Time Horizon
Design Allocation
Construct your strategic asset allocation with policy ranges. Set target weights across public equity, private equity, fixed income, real assets, and alternatives.
Asset Classes:Public & Private Equity
Fixed Income & Credit
Real Assets & Alternatives
Cash & Liquidity Reserves
Run Simulation
Execute 10,000-path Monte Carlo analysis. Generate comprehensive risk metrics, percentile projections, and tail risk assessments for board presentations.
Output Reports:Portfolio Performance Metrics
Risk & Sustainability Analysis
Year-by-Year Projections
Capital Market Assumptions
Understanding Your Results
Portfolio Performance Metrics
Expected Return (μ)
Median annualized growth rate across all simulation paths. Represents the most probable long-term performance scenario.
Volatility (σ)
Annualized standard deviation measuring portfolio dispersion. Higher values indicate greater year-to-year variability.
Sharpe Ratio
Risk-adjusted return metric. Quantifies excess return per unit of volatility—higher is better for efficient portfolios.
Risk & Sustainability Indicators
Portfolio-Sustainable Rate
Maximum spending rate that preserves inflation-adjusted purchasing power. Critical for perpetual endowments.
Tail Risk (20%+ Loss)
Probability of severe drawdowns. Quantifies downside exposure for fiduciary risk reporting.
CVaR (Conditional Value at Risk)
Expected loss in worst 5% of outcomes. Essential for understanding catastrophic scenarios.
Platform Advantages
Institutional Grade
Built for CIOs and investment committees. Employs the same Monte Carlo methodologies used by billion-dollar endowments and sovereign wealth funds.
Rapid Analysis
Run 10,000-path simulations in seconds. Test multiple allocation scenarios to find the optimal balance between growth and sustainability.
Actionable Insights
Board-ready reports with clear visualizations. Communicate complex risk/return tradeoffs to trustees without requiring quantitative finance expertise.
Ready to Begin Your Analysis?
Configure your endowment parameters and build sophisticated Monte Carlo projections in minutes. No installation or training required.