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): Oct 22, 2013 - Oct 22, 2014
Portfolio vs Benchmark Total Returns Chart
Total Return %
Volatility

Summary Statistics

  •  
  • CAGR
  • Sharpe Ratio
  • SPY Correlation
  • Max Draw vs Start
  • Max Drawdown
  •  
  • Portfolio
  • +4.6%
  • 1.63
  • -0.25
  • -1.11 %
  • -1.22 %
  • SPY
  • +12.0%
  • 1.02
  •  
  • -0.48 %
  • -7.27 %

Annual Performance

  •  
  • Portfolio
  • SPY
  • + / -
  • 2013 *
  • -0.9%
  • +5.9%
  • -6.8%
  • 2014
  • +5.5%
  • +5.8%
  • -0.2%
* 2013 return calculated from Oct 22

Portfolio Components

  •  
  • Starting Weight
  • Total Return
  • Volatility
  • Retn Contribution
  • Available From
  • AGG
  • 100.00 %
  • +4.56%
  • 2.7 %
  • +4.56 %
  • 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.