Premium Access    ETF Search:   

Portfolio Backtest

Symbol Weight

Premium Access users can add symbols and have additional Rebalance options.

Model Results
Max Drawdown-7.65-13.04
Std Deviation7.1112.22
Ulcer Index2.772.75
Sharpe Ratio1.231.16
Sortino Ratio1.731.64
Martin Ratio3.165.17
Run from 2013-02-16 to 2018-02-16

Important Disclaimer: The information provided by is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security. The owner of assumes no liability resulting from the use of the material contained herein for any purposes, including investment purposes. Privacy Policy Disclaimer/Terms of Use ...

If you have a comment please contact us. Advertise with us Market Data by:On-Demand Financial Market Data by Xignite