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
$81,800
ETF 1
$81,800
The total amount of money invested, including initial investment and all monthly contributions.
Final Value
S&P 500
$646,247.79
ETF 1
$1,228,938.26
The final value of the investment, including all contributions and returns.
Avg Annual Return
S&P 500
7.13%
ETF 1
9.45%
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
-$116,202.46
-52.82%
ETF 1
-$423,671.14
-83.33%
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
$40,609.52
18.03%
ETF 1
$111,323.29
37.52%
The best month shows both the absolute dollar gain and the percentage gain in a single month.
Worst Month
S&P 500
-$45,552.87
-16.43%
ETF 1
-$138,059.57
-35.02%
The worst month shows both the absolute dollar loss and the percentage loss in a single month.
