Backtest Portfolio Asset Allocation

Portfolio Backtesting Overview

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

Unknown symbol: MXIM
Unknown symbol: FII
Unknown symbol: LM
Unknown symbol: WDR

Portfolio Model Configuration

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Asset Allocation

Portfolio Assets 
Portfolio #1
Portfolio #2
Portfolio #3
Asset 1
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Asset 11
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Asset 12
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Asset 13
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Asset 14
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Asset 15
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Asset 16
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Asset 17
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Asset 18
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Asset 19
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Asset 20
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Asset 21
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Asset 22
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Asset 23
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Asset 24
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Asset 25
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Asset 26
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Asset 27
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Asset 28
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Asset 29
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Asset 30
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Asset 31
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Asset 32
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Asset 33
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Asset 34
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Asset 35
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Asset 36
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Asset 37
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Asset 38
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Asset 39
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Asset 40
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Asset 41
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Asset 42
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Asset 43
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Asset 44
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Asset 45
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Asset 46
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Asset 47
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Asset 48
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Asset 49
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Asset 50
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Asset 51
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Asset 52
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Asset 53
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Asset 54
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Asset 55
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Asset 56
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Asset 57
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Asset 58
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Asset 59
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Asset 60
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Asset 61
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Asset 62
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Asset 63
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Asset 64
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Asset 65
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Asset 66
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Asset 67
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Asset 68
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Asset 69
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Asset 70
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Asset 71
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Asset 72
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Asset 73
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Asset 74
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Asset 75
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Asset 76
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Asset 77
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Asset 78
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Asset 79
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Asset 80
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Total
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