All Tools

Market Simulator

Portfolio backtesting using SPDR sector ETF annual returns, 2000–2023. Adjust weights to see live performance metrics.

Sector Weights

17%
17%
17%
17%
17%
17%
Total: 102% (should sum to 100%)

Performance Metrics

CAGR8.4%
Annual Std Dev18.1%
Sharpe Ratio0.30
Max Drawdown40.6%

Portfolio Backtest (2000–2023)

2000200220042006200820102011201220132014201520162017201820192021202302468

$1 invested in 2000. Data from SPDR sector ETFs (XLK, XLE, XLV, XLF, XLY, XLI).

Efficient Frontier (Tech / Energy / Health)

16.916.316.918.821.517.317.318.420.618.418.319.320.219.519.821.620.921.122.722.424.326.528.3Std Dev (%)036912