Portfolio Calculator (Back Test Simulation)

Portfolio Calculator

Input Portfolio Holdings:

Example:simply type the following text (one holding per line)

SPY 45.5%
VNQ 14.5%
BND 40%

The percentages should sum up to 100%

Input the back-testing simulation start date: (the earliest available date is )

Input an initial amount for the portfolio:

Specify re-balance frequency:

monthly quarterly annual no rebalance

Verify Code:

Portfolio Historical Returns

Portfolio Detailed Return & Risk Analytics

Portfolio Current Holdings

Portfolio 5 Year Rolling Returns

5 Year Rolling Return: Trailing 5-year total return at a given time

Portfolio 10 Year Rolling Returtns

10 Year Rolling Return: Trailing 10-year total return at a given time

Portfolio 15 Year Rolling Returtns

15 Year Rolling Return: Trailing 15-year total return at a given time

Portfolio 20 Year Rolling Returtns

20 Year Rolling Return: Trailing 20-year total return at a given time

Portfolio Calculator (Simulator) Instructions

This calculator simulates (backtests) a portfolio of ETFs or mutual funds (we also support stock tickers).

Portfolio Holdings: You enter the target (allocation) holdings in the Portfolio Holdings box in the following example format:

SPY 45.5%
VNQ 14.5%
BND 40%

Each line should have a form of

Symbol Percentage%.

Symbol is a ticker symbol of an ETF or a mutual fund. Examples are like VTI (Vanguard Total Stock Index ETF) or VBMFX (Vanguard Total Bond Index Mutual Fund). You can also enter CASH for the purpose of Cash holding.

Percentage% should be a positive number followed by %.

The percentages should sum up to 100%

Start date: You can specify the start date for the simulation (backtesting). By default, the simulator automatically finds the earliest start date when all holding funds have price data.

Rebalance frequency: You can also specify rebalance frequency that can be either monthly, quarterly, annually, or no rebalance. Rebalance means at the interval specified, the portfolio will sell and buy some existing holdings to bring back the allocation (percentage) of the symbols back to the initial allocation (the target allocation).

If you have trouble recognizing the Verify Code, Click on the Code box, and it will change to another code for you to try.

Portfolio Calculator (Simulator): Understanding Asset Allocation, Diversification, and Risk Management

Understanding your investment portfolios with our advanced portfolio simulator. Backed by historical data analysis, our powerful tool allows you to optimize asset allocation, diversify your holdings, and effectively manage risk. With customizable rebalance frequencies, insightful charts, and essential analytical metrics, our portfolio simulator empowers investors to make informed decisions and achieve their financial goals.

Asset Allocation Optimization: Maximize returns and minimize risk through strategic asset allocation.

Customize allocation weights for ETFs or mutual funds.
Experiment with conservative, balanced, or aggressive allocation strategies.
Find the optimal balance for your investment goals with an acceptable risk such as portfolio maximum drawdown (peak to subsequent trough loss).

Diversification Analysis: Harness the power of diversification to protect and grow your portfolio.

Incorporate ETFs or mutual funds with diverse underlying assets. Find low-cost index ETFs or excellent active ETFs from our ETFs In Asset Class page.
Spread risk across different industries or geographical focuses.
Evaluate the impact of diversification on historical performance.

Risk Management Insights: Mitigate risk and improve decision-making with comprehensive analytics.

Calculate key metrics: Sharpe ratio, Sortino ratio, and maximum drawdowns.
Assess the risk-return trade-off of your portfolio.
Optimize risk management strategies based on analytical data.

Historical Returns and Analytics: Gain a deep understanding of your portfolio’s performance.

Access charts and tables displaying historical returns.
Evaluate performance across different market conditions. Compare with benchmark funds using our chart comparison feature.
Make informed decisions based on historical data.

5, 10, 15, and 20-Year Rolling Returns: Visualize long-term trends and identify potential risks.

Rolling returns give investors a more accurate picture of how a portfolio behaves in a full market cycle encompassing both a bear and a bull market.
Gain insights into the performance of your portfolio over time. This is especially useful to understand how well a portfolio behaves in a long-term period such as a 10-year timeframe.

See newsletter Portfolio Calculator (Simulator) And Rolling Returns for more discussions on rolling returns.