Sharpe Ratio Equity Curve Simulator

Sharpe = (Return − Rf) / Volatility — these three values are linked. Given any two plus the Sharpe, the third is determined.
Mode A — Specify Volatility: You know the vol of your asset/strategy (e.g. 15% for equities). The tool derives the implied annual return.
Mode B — Specify Target Return: You know the annualized return you're aiming for (e.g. 20%). The tool derives the implied volatility.

Simulation uses daily geometric Brownian motion (252 days/year). Returns are interpreted as simple annualized returns and correctly converted to continuous compounding rates for the GBM model. With high volatility, the median outcome (CAGR) will be lower than the arithmetic mean return due to variance drag (−½σ²) — this is a real effect you'd experience in practice, not a bug.