Portfolio backtester
Finisdom’s Portfolio Lab replays any mix of equities, ETFs, crypto, FX, and commodities through real past prices — with your own rebalancing rules — so you can see how it would actually have behaved before you risk a dollar.
What it does
- Backtest any allocation with custom rebalancing rules
- Sharpe, Sortino, Calmar, max drawdown, rolling returns, up/down capture
- True risk-free Sharpe using live FRED 3-month T-bill data
- Benchmarked against 100% SPY and a 60/40 portfolio
- Bull- and bear-regime splits — see behaviour in each
- Historical crash stress tests: dot-com, GFC, COVID, 2022
- Covers credit — high-yield, investment-grade, and EM bond ETFs — not just stocks
- CSV export and saved portfolios
How it works
Build your mix
Pick any instruments and weights, then set a rebalancing rule (e.g. quarterly back to target).
Replay real history
The engine runs your portfolio through decades of actual prices — no curve-fitting, no assumed returns.
Read the risk
Get a full risk and reward read-out, benchmarked and split by market regime, plus crash stress tests.
Frequently asked
What is a portfolio backtester?
A portfolio backtester replays a chosen mix of assets through real historical prices to estimate how it would have performed — its returns, its risk, and its worst drawdowns. It’s a way to pressure-test an allocation before committing real money. Results are hypothetical illustrations, not predictions.
Which metrics does Finisdom’s backtester report?
Annualised return and volatility, Sharpe, Sortino and Calmar ratios, maximum drawdown, rolling N-year returns, and up/down capture — each benchmarked against 100% SPY and a 60/40 portfolio, and split into bull and bear regimes.
How is the Sharpe ratio calculated?
Using a true risk-free rate pulled live from FRED (the 3-month U.S. Treasury bill), not a hardcoded zero — so the reward-per-unit-of-risk number reflects the real cost of cash at each point in history.
Can it stress-test market crashes?
Yes. Built-in stress tests replay the dot-com bust, the 2008 global financial crisis, the COVID crash, and the 2022 drawdown, so you can see how your allocation holds up in the moments that matter most.
Is the backtester free?
The backtester is part of the Finisdom cockpit, which is available to members. The Learn section and the standalone financial calculators are free and need no sign-up.
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Backtests and optimizations are hypothetical illustrations built from historical data — not predictions, and not investment advice. Past performance does not guarantee future results.