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
Buy & Hold
Total Returns (including all dividends): Sep 19, 2013 - Sep 19, 2014
Portfolio vs Benchmark Total Returns Chart
Total Return %
Volatility

Summary Statistics

  •  
  • CAGR
  • Sharpe Ratio
  • SPY Correlation
  • Max Draw vs Start
  • Max Drawdown
  •  
  • Portfolio
  • +4.1%
  • 1.59
  • -0.17
  • 0.00 %
  • -1.22 %
  • SPY
  • +19.0%
  • 1.72
  •  
  • -3.74 %
  • -5.70 %

Annual Performance

  •  
  • Portfolio
  • SPY
  • + / -
  • 2013 *
  • +0.4%
  • +8.0%
  • -7.6%
  • 2014
  • +3.6%
  • +10.2%
  • -6.6%
* 2013 return calculated from Sep 19

Portfolio Components

  •  
  • Starting Weight
  • Total Return
  • Volatility
  • Retn Contribution
  • Available From
  • AGG
  • 100.00 %
  • +4.07%
  • 2.7 %
  • +4.07 %
  • Sep 22, 2003

Note: Short trades ignore borrowing costs, loan types and assume that the seller makes up any benefits that the lender would have received by owning the ETF.