Backtest ETF Portfolio

Portfolio components Weighting
ETF 1 Symbols iShares Core Total US Bond (4-5yr) %
ETF 2 Symbols %
ETF 3 Symbols %
ETF 4 Symbols %
ETF 5 Symbols %
Benchmark Symbols SPDR S&P 500 Index  
  • Period
  • Rebalance
Total Returns (including all dividends): Jun 15, 2012 - Jun 19, 2013
Portfolio vs Benchmark Total Returns Chart
Total Return %
Volatility

Summary Statistics

  •  
  • CAGR
  • Sharpe Ratio
  • SPY Correlation
  • Max Draw vs Start
  • Max Drawdown
  •  
  • Portfolio
  • -0.4%
  • neg
  • -0.31
  • -0.37 %
  • -2.94 %
  • SPY
  • +23.9%
  • 1.77
  •  
  • -2.10 %
  • -7.35 %

Annual Performance

  •  
  • Portfolio
  • SPY
  • + / -
  • 2012 *
  • +1.5%
  • +7.5%
  • -6.0%
  • 2013
  • -1.9%
  • +15.3%
  • -17.2%
* 2012 return calculated from Jun 15

Portfolio Components

  •  
  • Starting Weight
  • Total Return
  • Volatility
  • Retn Contribution
  • Available From
  • AGG
  • 100.00 %
  • -0.37%
  • 2.6 %
  • -0.37 %
  • Sep 22, 2003