Backtest ETF Portfolio

Portfolio components
Weight %
1 Symbols Vanguard S&P 500
2 Symbols
3 Symbols
4 Symbols
5 Symbols
Benchmark Symbols Vanguard FTSE Global All Cap
  • Period
  • Start Date
  • End Date
Rebalance
Buy & Hold

Total Return (including all dividends): Jan 13, 2014 - Jan 12, 2024

Portfolio vs Benchmark Total Returns Chart

Total Return %

Summary Statistics

  CAGR Sharpe Ratio VT Correlation Track Error Max Draw vs Start Max Drawdown
Portfolio +12.2% 0.68 +0.97 4.2% -4.15 % -34.01%
VT +8.2% 0.49 -8.79 % -34.23%

Portfolio Rebalancing Rule: NONE

Annual Performance

Year Total Return VT Total Return + / - Max Draw Down VT Max Draw Dn
2014 +15.3% +5.4% +9.9% -7.3% -9.4%
2015 +1.3% -1.9% +3.2% -12.0% -14.8%
2016 +12.2% +8.5% +3.7% -10.3% -11.8%
2017 +21.8% +24.5% -2.7% -2.6% -2.1%
2018 -4.5% -9.8% +5.3% -19.5% -20.0%
2019 +31.4% +26.8% +4.5% -6.6% -6.7%
2020 +18.3% +16.6% +1.7% -34.0% -34.2%
2021 +28.8% +18.3% +10.5% -5.1% -5.5%
2022 -18.2% -18.0% -0.2% -24.5% -26.2%
2023 +26.3% +22.0% +4.3% -10.0% -11.2%
2024 +0.3% -0.4% +0.7% -1.7% -1.8%
Annual stats calculated from Jan 13, 2014 to Jan 12, 2024

Portfolio Components
Symbol Starting Weight Total Return Volatility Retn Contribution Available From
VOO 100.00 % +216.10% 17.7 % +216.10 % Sep 09, 2010 

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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