Backtest Tear Sheet
Review how your selected portfolio's historical prices performed under a monthly rebalance-to-target rule.
No portfolio selected
Uses stored prices and the saved target allocation · €1,000,000 normalized starting value · 8 bps estimated rebalance cost
Net return
N/A
After transaction costs
Sharpe
N/A
Annual figure from monthly returns
Sortino
N/A
Focuses on negative returns
Calmar
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Annual growth vs. largest fall
Max drawdown
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Largest fall from a peak
Portfolio value after costs
Portfolio drawdown
Trading costs
Rebalancing costs
€0
0.0 basis points
Estimated cost per trade
N/A
Cost estimate
Average yearly turnover
N/A
0.00 total turnover
Run simulation for cost breakdown
Simulation summary
This is a historical simulation using stored prices, your saved target weights, and an 8 bps transaction-cost assumption. It is not a forecast and does not place trades.