Backtesting

The backtesting app enables you to stress test and evaluate how well your asset allocation would have performed ex-post.

The rebalancing strategy options to backtest your asset allocation are:

  • Buy and Hold
  • Constant Mix
  • Constant Proportion Portfolio Insurance (CPPI)
  • Time Invariant Portfolio Protection (TIPP)

The app also enables you to compare the performance of the backtested portfolio with the underlying portfolio assets.

tabletBacktestingBacktesting