Backtest ·
Backtest against the S&P 500
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Growth of £100
| Your portfolio | S&P 500 | |
|---|---|---|
| Total return | ||
| CAGR (a year) | ||
| Volatility | ||
| Max drawdown | ||
| Sharpe ratio | ||
| Best / worst day | – |
Show the maths
Prices as of . Buy and hold: the starting weights are bought once and left to drift, with no rebalancing, costs or dividends beyond what adjusted prices include. Both lines start at 100 on the first shared trading day.
CAGR = (end ÷ start)252 ÷ trading days − 1. Sharpe here is CAGR ÷ volatility. The past is one path out of many; it is not a forecast.
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