Portfolio goal finder
Describe what you need. We test every model and every mix of two or three models over history and show which of them met the goal — and in what share of historical periods.
What this tool does
It starts from your goal, for example 6% a year over 10 years in at least 80% of historical periods. It then tests famous portfolios and their mixes on monthly data since 1926 and shows which of them met the goal. Everything runs in your browser. There is no signup.
What you can set
The holding period, the return you want and the share of historical periods that must reach it. Optional limits: the worst drop, volatility and the worst calendar year. You also choose where to search: 60 famous models, mixes of two or three models, or free mixes of asset classes.
How to read the answer
“Goal met in 80% of periods” means this: of all the months when you could have started, 80% led to at least the chosen return over the chosen period. Free mixes of asset classes are shown separately, because a search like this can fit itself to history.
In euros
Switch the currency to euros to see the same portfolios through the eyes of a euro investor: every month the dollar returns are converted at the end-of-month rate, without currency hedging, and inflation is that of the euro area. Before 1999 the German mark stands in for the euro, so the history in euros starts in 1953. Source of rates and prices: the Bank for International Settlements.
Where the data comes from
The history is monthly and starts in 1926. Classes that did not exist yet are replaced by stand-ins. See where the data comes from and how the models passed the eras. This is a statement about the past, not a promise about the future.