Backtest ETF Portfolio

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

Total Return (including all dividends): Jan 02, 2020 - Dec 31, 2020

Portfolio vs Benchmark Total Returns Chart

Total Return %

Summary Statistics

  CAGR Sharpe Ratio SPYV Correlation Track Error Max Draw vs Start Max Drawdown
Portfolio +38.2% 1.00 +0.87 18.1% -25.57 % -31.78%
SPYV +1.1% 0.12 -36.25 % -36.86%

Portfolio Rebalancing Rule: NONE

Portfolio Components

Symbol Starting Weight Total Return Volatility Retn Contribution Available From
VUG 100.00 % +38.23% 35.3 % +38.23 % Jan 30, 2004 

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.