PharosFolio ETF Backtest simulator - Free Backtesting Tool

BACKTEST PARAMETERS

Compare up to three portfolios side by side — two PharosFolio® model portfolios and one custom fixed allocation — across performance, drawdown, recovery time, yearly returns, and rolling returns.

PHAROSFOLIO® 1
M
PHAROSFOLIO® 2
M
STANDARD PORTFOLIO
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Backtest Results
Start value:
Final value:
Average Yearly Return:
Max Drawdown (Maximum Temporary Loss):
Max Recovery time from a negative period (months):
Path Consistency Index (PCI):
Sharpe Ratio (SR):
Years with Positive Return:
Portfolio percentage composition at the beginning of each rebalancing period
(historical allocations are shown only up to 3 months ago)
Cumulative growth of the portfolio value over time (in percentage or absolute terms)
Maximum temporary loss of the portfolio over time (in percentage terms)
Percentage return for each calendar year
Average annual return over a 3/5/10-year period