Backtesting Tool
This tool allows you to backtest investments in leveraged ETFs against a simple buy & hold strategy on the S&P 500.
Try out random periods in time, check the effects of dollar cost averaging, apply different leverage levels and see how the parameters affect returns.
S&P 500 Total Return Index
March 20, 1885 till today
$
$
ETF Configurations
ETF 1
ProShares Ultra S&P 500 - A 2x leveraged daily ETF
S&P 500 Total Return IndexMoney InvestedETF 1
Backtest Results Comparison
Total Invested
S&P 500
$82,000
ETF 1
$82,000
The total amount of money invested, including initial investment and all monthly contributions.
Final Value
S&P 500
$659,586.11
ETF 1
$1,279,736.46
The final value of the investment, including all contributions and returns.
Avg Annual Return
S&P 500
7.20%
ETF 1
9.59%
The average annual return rate is the % gain you'd need each year over the chosen time period to match the final value given the total amount of money invested.
Max Drawdown
S&P 500
-$113,903.44
-52.75%
ETF 1
-$410,832.08
-83.27%
The maximum drawdown shows both the absolute dollar loss and the percentage loss from a previous peak to a subsequent low point.
Best Month
S&P 500
$39,785.29
18.03%
ETF 1
$107,950.3
37.52%
The best month shows both the absolute dollar gain and the percentage gain in a single month.
Worst Month
S&P 500
-$44,627.52
-16.43%
ETF 1
-$133,797.74
-35.02%
The worst month shows both the absolute dollar loss and the percentage loss in a single month.
