Portfolio Backtesting

Portfolio Backtesting is an important part of the optimization process and wealth management in general. Macroaxis portfolio backtesting module can be used to forward test your optimization strategies against past selected historical horizons. Although most portfolio backtesting tools are very sophisticated and require some degree of user training in trading, portfolio accounting, and statistics, we provide a straightforward interface to do this using a very intuitive micro workflow. This methodology of optimizing and instant backtesting significantly improves return on technology and software used to optimize all your investments across multiple portfolios.

Portfolio Backtesting Benefits

Enhance returns on your managed portfolios and reduce exposure to risk by backtesting your optimization strategies forward to develop rebalancing techniques that maximize your risk-adjusted returns on your investments. Macroaxis backtesting module allows investors to instantly evaluate the effectiveness of their optimization strategies by exposing real-time backtesting results emphasizing trade-offs between risk and returns.
Portfolio Backtestiong Benefits
Watchlist risk and return analysis
Risk and return landscape module will let you manually rebalance synthetic portfolio against different assets allocation to increase its performance grade.
Risk and Return Landscape
Correlation Inspector
Correlation Inspector runs correlations between the returns or prices of each asset in your portfolio against every other asset. It constructs a conventional correlation table with color-coded cells, identifying significant and insignificant correlations
Inspect Position Correlations
Portfolio Analyzer
Portfolio Analyzer evaluates your portfolio on the basis of expected return vs. risk and presents based on the probability distribution of a portfolio returns for a given confidence level.
Analyze Portfolio
Portfolio Optimizer
Portfolio Optimizer calculates and presents an optimal portfolio based on your investment objectives and risk preferences. It calculates the optimal portfolio and shows all technical indicators associated with it.
Optimize Portfolio
Portfolio Suggestion
Suggestion module uses Capital Asset Pricing Model (CAPM) and Markowitz Efficient Frontier to identify few alternative optimal portfolios for your desired level of risk.
Get Portfolio Suggestions
Portfolio Backtesting can be defined as going back in time using a current asset allocation settings and examining how it performed over a given time interval against a selected benchmark. The Macroaxis backtesting tools show the results over time in a graphical form along with all of the critical portfolio health indicators such as Information Ratio, Sharpe ratio, Standard Deviation, Maximum Drawdown, and many others.
In addition to our portfolio backtesting framework, Macroaxis provides a suite of investment solutions through the Software as a Service model (SaaS). This allows investor and money managers to focus less on technology, and more on managing portfolios or servicing clients. Contact Us

Macroaxis Portfolio Backtesting Methodology

The Macroaxis Portfolio Backtesting module uses many of our existing functionality around portfolio optimization and performance evaluation to simulate portfolio performance using historical data. You can get a good sense of how your portfolios performed over the selected horizon for its overall stability, volatility, and elasticity to market changes. We, by no means, assert that our module and portfolio backtesting, in general, will be perfectly suitable to alter your current investment strategies or wealth management policies, market timing assumptions, or asset allocations decisions. However, if you find your backtested portfolio performance significantly alarming, it could be a good sign to reconsider your existing strategies.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page