We study different investment behaviours and their impact on investment results by analyzing a real-life investment data set. The first component of the study is financial markets modelling. We analyze the historical prices of the securities invested by the clients and use a regime-switching model for security modelling. We next summarize different investment behaviours observed in the data set. To this end, we consider different aspects of an investor's behaviour, such as savings, withdrawals, rebalancing, and reactions to a crisis. Combining the financial market modelling and the behaviour modelling, we run a simulation study to analyze the impact of different behaviours on investment results. Our study provides insights into what strategies investors could adopt to increase their chances of achieving their investment goals.