Backtest Portfolio Asset Class Allocation

This online portfolio backtesting tool allows you to construct a portfolio based on the selected asset class allocation to analyze and backtest portfolio returns, risk characteristics (Sharpe ratio, Sortino ratio), standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, annual returns and inflation adjusted returns. An annual contribution or withdrawal amount, which is automatically inflation adjusted, can be applied in addition to annual rebalancing. You can also compare the given portfolio allocation against multiple lazy portfolios in the advanced mode. If only one portfolio is specified the annual returns will include the annual asset class returns for the selections, otherwise the annual returns are shown for each portfolio. You can also use the portfolio backtesting tool to build a portfolio based on specific mutual funds, ETFs and stocks and use associated returns for comparison.

Asset Class