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Portfolio Simulator

Compare 6 quantitative strategies across 5 global ETFs with 20 years of real historical data

Choose your strategy

Compare six portfolio allocation approaches across 5 global ETFs (SPY, IEF, GLD, EFA, EEM)

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Leverage Options

Historical Performance

Reference ETFs

Data based on real historical data of ETFs SPY, IEF and GLD (Base 100)

Performance Statistics

The total gain or loss of the portfolio since the beginning of the period, before inflation and fees.
Total Return
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over period
The compound annual growth rate (CAGR). An 8% return means your capital doubles approximately every 9 years.
Annual Return
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Average CAGR
Measure of portfolio fluctuations. A volatility of 15% means that 68% of the time, returns vary by ±15% around the average.
Volatility
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annual std dev
Risk-adjusted return. A ratio > 1 is good, > 2 is excellent. Compares the return obtained relative to the risk taken.
Sharpe Ratio
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return/risk
The largest drop from a peak. -20% means that at one point, the portfolio lost 20% of its maximum value.
Max Drawdown
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maximum loss
Ratio between annual return and maximum drawdown. The higher this ratio, the better the strategy.
Calmar Ratio
--
return/drawdown

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Avertissement : Les performances passées ne préjugent pas des performances futures. Ces simulations sont basées sur des données historiques et ne constituent pas un conseil en investissement. Les exports sont fournis uniquement à titre informatif. Consultez un conseiller financier avant toute décision d'investissement.