Backtest ETF Portfolio

Portfolio components Weight %
  • Period
Rebalance
Buy & Hold

Total Return (including all dividends): Jul 24, 2015 - Jul 25, 2016

Portfolio vs Benchmark Total Returns Chart

Total Return %

Summary Statistics

  CAGR Sharpe Ratio SPY Correlation Max Draw vs Start Max Drawdown
Portfolio +5.6% 1.88 -0.33 -0.16 % -1.49%
SPY +6.4% 0.39 -11.09 % -12.81%

Annual Performance

Year Total Return SPY Total Return + / - Max Draw Down SPY Max Draw Dn
2015 +0.3% -0.9% +1.2% -1.5% -11.2%
2016 +5.3% +7.4% -2.1% -0.9% -10.3%
Annual stats calculated from Jul 24, 2015 to Jul 25, 2016

Portfolio Components

Symbol Starting Weight Total Return Volatility Retn Contribution Available From
AGG 100.00 % +5.62% 3.1 % +5.62 % 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.