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Backtesting Portfolio Asset Allocation by mahmoud lasheen is a document available to read on EtoBox.
What is Backtesting Portfolio Asset Allocation about?
This document describes a portfolio backtesting tool that allows users to construct and analyze hypothetical portfolios of asset class allocations from 1972 to 2021. It provides details on how to specify up to three portfolios, asset class allocations for portfolio 1, and a summary of returns for portfolio 1 versus a benchmark from 2016-2021, showing portfolio 1 outperformed with a higher compound annual growth rate and maximum yearly return, though the benchmark had less volatility and maximum drawdown.
- Author
- mahmoud lasheen
- Language
- EN