Backtest ETF Portfolio

Portfolio components
Weight %
  • Period
Rebalance
Buy & Hold

Total Return (including all dividends): Mar 17, 2022 - Mar 20, 2023

Portfolio vs Benchmark Total Returns Chart

Total Return %

Summary Statistics

  CAGR Sharpe Ratio BNCH Correlation Track Error Max Draw vs Start Max Drawdown
Portfolio -5.8% neg +0.61 11.6% -12.06 % -12.25%
BNCH -6.8% neg -16.89 % -18.30%

Annual Performance

Year Total Return BNCH Total Return + / - Max Draw Down BNCH Max Draw Dn
2022 -8.3% -10.0% +1.7% -12.3% -18.3%
2023 +2.7% +3.6% -0.9% -4.2% -4.7%
Annual stats calculated from Mar 17, 2022 to Mar 20, 2023

Portfolio Components
Symbol Starting Weight Total Return Volatility Retn Contribution Available From
AGG 100.00 % -5.82% 8.3 % -5.82 % 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.

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