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.

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Asset Allocation
US Stock Market
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Large Cap Value
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Large Cap Blend
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Large Cap Growth
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%
Mid Cap Value
%
%
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Mid Cap Blend
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%
%
Mid Cap Growth
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%
%
Small Cap Value
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%
%
Small Cap Blend
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%
%
Small Cap Growth
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%
%
Micro Cap
%
%
%
REIT
%
%
%
Intl Stock Market
%
%
%
Intl Value Stocks
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%
%
Intl Small Cap Stocks
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%
%
Intl Developed Markets
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%
%
Emerging Markets
%
%
%
Intl Pacific Region
%
%
%
Intl Europe
%
%
%
Total Bond
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%
%
Global Bond
%
%
%
TIPS
%
%
%
Long Term Treasuries
%
%
%
10-year Treasuries
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%
%
Intermediate Term Treasuries
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%
Short Term Treasuries
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%
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Cash / Money Market
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Corporate Bonds
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Long Term Corporate Bonds
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%
%
High Yield Bond
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Short Term Inv Grade
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Long Term Tax Exempt
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Intermediate Term Tax Exempt
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%
%
Short Term Tax Exempt
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%
%
Gold
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%
%
Precious Metals
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%
%
Commodities
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%
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Total
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