Backtest ETF Portfolio

Portfolio components Weighting
ETF 1 Symbols iShares Barclays Aggregate 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): Feb 03, 2011 - Feb 03, 2012
Portfolio vs Benchmark Total Returns Chart
Chart background:
Total Return %
Volatility

Summary Statistics

  •  
  • CAGR
  • Sharpe Ratio
  • SPY Correlation
  • Max Draw vs Start
  • Max Drawdown
  •  
  • Portfolio
  • +9.1%
  • 2.18
  • -0.49
  • -0.69 %
  • -1.48 %
  • SPY
  • +5.0%
  • 0.25
  •  
  • -14.73 %
  • -18.61 %

Portfolio Components

  •  
  • Starting Weight
  • Total Return
  • Volatility
  • Retn Contribution
  • Available From
  • AGG
  • 100.00 %
  • +9.11%
  • 3.7 %
  • +9.11 %
  • Sep 22, 2003