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): Jul 30, 2014 - Jul 30, 2015
Portfolio vs Benchmark Total Returns Chart
Total Return %
Volatility

Summary Statistics

  •  
  • CAGR
  • Sharpe Ratio
  • SPY Correlation
  • Max Draw vs Start
  • Max Drawdown
  •  
  • Portfolio
  • +2.4%
  • 0.54
  • -0.22
  • -0.17 %
  • -2.92 %
  • SPY
  • +9.1%
  • 0.69
  •  
  • -4.99 %
  • -7.27 %

Annual Performance

  •  
  • Portfolio
  • SPY
  • + / -
  • 2014 *
  • +2.3%
  • +5.4%
  • -3.1%
  • 2015
  • +0.1%
  • +3.5%
  • -3.4%
* 2014 return calculated from Jul 30

Portfolio Components

  •  
  • Starting Weight
  • Total Return
  • Volatility
  • Retn Contribution
  • Available From
  • AGG
  • 100.00 %
  • +2.42%
  • 3.6 %
  • +2.42 %
  • 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.
If monthly dividend paying fixed-income mutual funds are used, the backtest assumes the standard calculation of Total Return applies. Partial period prorated dividend accounting is not considered.