Simba’s backtesting spreadsheet

Link: Simba’s backtesting spreadsheet

The backtesting tool is a spreadsheet to backtest portfolio returns from 1972 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 1972-present and 1985-present].

About

Barry Barnitz, administrator of both the Bogleheads® wiki and of Financial Page, a Bogleheads® blog

Posted in
November 2017
M T W T F S S
« Oct    
 12345
6789101112
13141516171819
20212223242526
27282930  
Categories
Archives
Follow Financial Page on WordPress.com
%d bloggers like this: