Simba’s backtesting spreadsheet

Wiki link: Simba’s backtesting spreadsheet

The backtesting tool is a spreadsheet to backtest portfolio returns from 1970 to present [1985 to present if you want to include certain Sector/Tax-Exempt funds that started after 1985] of various Vanguard Mutual Funds. This tool is customizable and you can add the returns for any mutual fund.

The spreadsheet calculates various metrics such as CAGR/Std Dev/Sharpe Ratio/Sortino Ratio. The tools also provides rolling returns [both nominal and real] for 3, 5, 10 and 15 years. It lets you compare up to 5 different portfolios [both 1970-present and 1985-present].

On-going discussion and support is in this Bogleheads® forum topic: Simba’s backtesting spreadsheet [a Bogleheads community project.

See also :

About

Barry Barnitz, administrator of both the Bogleheads® wiki and of Financial Page, a Bogleheads® blog. In addition I serve as an administrator of finiki, the Canadian financial wiki, as an administrator of la Wiki Bogleheads® España, and as an administrator of the John C. Bogle Center for Financial Literacy site.

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