This section provides additional technical information and clarifications regarding the tools to address common questions.
The asset allocation backtesting tool uses asset class return data to backtest simulated portfolio returns.
The search box also helps identifying special tickers such as CASHX used for cash and ^GOLD used for gold price index.
In most ticker entry fields you can also just type a partial name or a set of name components, e.g., "vanguard bond" to enable the ticker symbol lookup.
You can click on the screenshots below to see the links in detail.
You can import monthly return series for use as a portfolio asset, risk factor or a benchmark.
To import a portfolio access the login menu in the top right hand corner after signing in and select the "Import Portfolio" option to open the page for portfolio imports.
Besides annual rebalancing the rebalancing period can also be set to monthly, quarterly, or semi-annual.
Rebalancing bands are also supported, and the default rebalancing bands are based on 5% absolute deviation from the target allocation (large allocations), or 25% relative deviation from the target allocation (small allocations).
When you are signed in with your registered account you will see a "Save Portfolio" link under the portfolio asset allocation section of the results.
Similarly if the portfolio is already saved or you have selected an existing saved portfolio, the section will refer to the saved portfolio name.
In the save dialog you can change the "Save As" option to "Benchmark", and you can then use the saved benchmark series as a comparison in any other model tests by selecting it from the benchmark list.