Backtest ETF Portfolio

Portfolio components
Weight %
  • Period
  • Start Date
  • End Date
Rebalance
Buy & Hold

Total Return (including all dividends): Jan 02, 2020 - Jan 29, 2021

Portfolio vs Benchmark Total Returns Chart

Total Return %

Summary Statistics

  CAGR Sharpe Ratio BNCH Correlation Track Error Max Draw vs Start Max Drawdown
Portfolio +18.1% 0.58 +0.97 17.6% -32.17 % -35.00%
BNCH +11.1% 0.53 -17.32 % -18.89%

Portfolio Rebalancing Rule: NONE

Annual Performance

Year Total Return BNCH Total Return + / - Max Draw Down BNCH Max Draw Dn
2020 +20.0% +12.8% +7.2% -35.0% -18.9%
2021 -0.3% -0.8% +0.4% -3.7% -2.4%
Annual stats calculated from Jan 02, 2020 to Jan 29, 2021

Portfolio Components

Symbol Starting Weight Total Return Volatility Retn Contribution Available From
VTI 100.00 % +19.63% 33.4 % +19.63 % May 24, 2001 

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.