Retro Indexes

Portfolio Backtest

This tool allows you to create a portfolio of indexes, bonds or cash, from different country, and analyse the result of such an investment over the available data period.

For example, we have data for the S&P 500 index going back to 1927 and for the Livret A (French safe-cash account) back to 1818!

By default, this backtests a monthly allocation in the given portfolio, with a rebalancing option.

It can also backtest the average return over a fixed investment period, to see what would have been the return of such an investment.

Assets

Options

NeverMonthlyQuarterlySemi-AnnuallyAnnually
Disabled3 years5 years10 years20 years