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 Return (including all dividends): Mar 31, 2014 - Mar 31, 2015
Portfolio vs Benchmark Total Returns Chart
Total Return %
Volatility

Summary Statistics

  •  
  • CAGR
  • Sharpe Ratio
  • SPY Correlation
  • Max Draw vs Start
  • Max Drawdown
  •  
  • Portfolio
  • +5.7%
  • 1.89
  • -0.24
  • -0.32 %
  • -2.07 %
  • SPY
  • +12.5%
  • 0.96
  •  
  • -2.94 %
  • -7.27 %

Annual Performance

  •  
  • Portfolio
  • SPY
  • + / -
  • 2014 *
  • +4.2%
  • +11.6%
  • -7.4%
  • 2015
  • +1.5%
  • +0.9%
  • +0.6%
* 2014 return calculated from Mar 31

Portfolio Components

  •  
  • Starting Weight
  • Total Return
  • Volatility
  • Retn Contribution
  • Available From
  • AGG
  • 100.00 %
  • +5.73%
  • 3.1 %
  • +5.73 %
  • 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.