Backtest ETF Portfolio

Portfolio components
Weight %
  • Period
Rebalance
Buy & Hold

Total Return (including all dividends): Feb 27, 2023 - Feb 28, 2024

Portfolio vs Benchmark Total Returns Chart

Total Return %

Summary Statistics

  CAGR Sharpe Ratio BNCH Correlation Track Error Max Draw vs Start Max Drawdown
Portfolio +3.2% neg +0.59 7.2% -3.82 % -7.35%
BNCH +12.6% 1.03 -1.93 % -9.07%

Portfolio Rebalancing Rule: NONE

Annual Performance

Year Total Return BNCH Total Return + / - Max Draw Down BNCH Max Draw Dn
2023 +5.0% +10.9% -5.8% -7.3% -9.1%
2024 -1.8% +1.6% -3.4% -2.6% -1.7%
Annual stats calculated from Feb 27, 2023 to Feb 28, 2024

Portfolio Components

Symbol Starting Weight Total Return Volatility Retn Contribution Available From
AGG 100.00 % +3.16% 7.3 % +3.16 % 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.