Backtest Portfolio Asset Allocation - Seeking Alpha

20/11/2017

Backtest Portfolio Asset Allocation

Backtest Portfolio Asset Allocation

This online portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs and stocks to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy portfolios with a longer time horizon starting from 1972.

Time Period

Year-to-Year

Start Year

1985

End Year

2017

Initial Amount

$ 100000

.00

Periodic Adjustment

None

Rebalancing

Rebalance annually

Display Income

No

Benchmark

None

Portfolio Assets Asset 1 Asset 2 Asset 3 Asset 4 Asset 5

MOO CROP VEGI PAGG TLT

Portfolio #1

Portfolio #2

Portfolio #3

15

%

15

%

%

15

%

15

%

%

0

%

15

%

%

0

%

15

%

%

40

%

30

%

%



1/19

20/11/2017

Asset 6 Asset 7 Asset 8 Asset 9 Asset 10 Total

IEF GLD UBC Ticker symbol Ticker symbol

Backtest Portfolio Asset Allocation

15

%

10

%

%

7.5

%

%

%

7.5

%

%

%

%

%

%

%

%

%

100

%

100

%

0

%

Portfolio Analysis Results (Jan 2013 - Oct 2017)

Note: The time period was automatically adjusted based on the available data (Mar 2012 - Oct 2017) for the selected asset: iShares MSCI Global Agricltr Prdcrs ETF (VEGI)

Portfolio Allocations

Portfolio 1

Ticker

Name

MOO

VanEck Vectors Agribusiness ETF

CROP

IQ Global Agribusiness Small Cap ETF

TLT

iShares 20+ Year Treasury Bond ETF

IEF

iShares 7-10 Year Treasury Bond ETF

GLD

SPDR Gold Trust

UBC

UBS ETRACS CMCI Livestock Tot Ret ETN

Portfolio 2



Allocation 15.00% 15.00% 40.00% 15.00% 7.50% 7.50%

15%

15% 15%

40%

MOO CROP TLT IEF GLD UBC

2/19

20/11/2017

Ticker MOO CROP VEGI PAGG TLT IEF

Name VanEck Vectors Agribusiness ETF IQ Global Agribusiness Small Cap ETF iShares MSCI Global Agricltr Prdcrs ETF PowerShares Global Agriculture ETF iShares 20+ Year Treasury Bond ETF iShares 7-10 Year Treasury Bond ETF

Backtest Portfolio Asset Allocation

Allocation 15.00% 15.00% 15.00% 15.00% 30.00% 10.00%

10% 15%

30%

15%

15%

15%

MOO CROP VEGI PAGG TLT IEF

Portfolio Returns

# Initial Balance Final Balance CAGR Stdev Best Year Worst Year Max. Drawdown Sharpe Ratio Sortino Ratio US Mkt Correlation

1

$100,000

$117,822 3.45% 6.31% 12.64%

-6.54%

-8.40%

0.54

0.84

0.14

2

$100,000

$119,737 3.80% 6.83% 10.40%

-4.64%

-10.57%

0.56

0.84

0.55



3/19

20/11/2017

Portfolio Growth 120,000

Portfolio Balance ($)

90,000 60,000

30,000

0 2013

2014

Backtest Portfolio Asset Allocation

2015 Year

2016

2017

Portfolio 1 Portfolio 2



4/19

20/11/2017

Annual Return

Annual Returns 19.6%

13.1%

6.5%

0.0%

-6.5%

2013

2014

Backtest Portfolio Asset Allocation

2015 Year

2016

2017

Portfolio 1 Portfolio 2



5/19

 ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download