Back testing investment strategies

bigfreddiel

does anyone know of a site that can back test a portfolio - i would like to enter a portfolio of shares/funds/etfs a start date and then see how it would have performed.

cheers

fj

crittertog

TrustNet can do it, as it allows you to create a portfolio, and add the amount & date purchased. It will then tell you the current value for each holding and the overall total.

Pachira

You could use pretty much any of the online portfolio systems, eg Yahoo, Google, Timetotrade, DigitalLook - you just need to determine what price you would have purchased at as of the start date.

A list of historic prices can be downloaded to a spreadsheet from Yahoo Finance, eg here is price history for Barclays
http://uk.finance.yahoo.com/q/hp?s=BARC.L

Or use an interactive chart provider, which as you scroll through the chart you can see what historic prices were, eg
http://www.google.co.uk/finance?q=LON%3ABARC

http://timetotrade.eu/buildalert.php?symbol=BARC.L

For portfolio tracking I use timetotrade (although this is for shares and etfs only - no funds). The system stores the transaction history, which means by changing the date range display I can see my portfolio holdings and the portfolio value as it stood at any point in time.

Also for any funds or any stocks where they do not have a historic price data you can actually manually input the prices yourself to build up your own back history yourself.

I'm not aware of any other portfolio tools with such functionality but would be interested to hear if there are others.

Totton

Either Trustnet or Morningstar will do this, I often back-test some of the experts portfolios to see how they are doing.

http://www.morningstar.co.uk/uk/default.aspx?lang=en-GB
http://www.trustnet.com/

HTH,
Mickey

bigfreddiel

crittertog wrote: »

TrustNet can do it, as it allows you to create a portfolio, and add the amount & date purchased. It will then tell you the current value for each holding and the overall total.

i think you have misunderstood the question - I do use trustnet to track portfolios.

i want just a bit extra and that is to back check a portfolio - to do that i need to be able to select a date in the past e.g. July 2000 - that would populate my portfolio with prices for that year.

then i need to see how that portfolio has performed by setting a 'value now date' to july 2012 (or any time forward from the start date) and would show me the value now - an option to have divis reinvested would be good as well.

i've not found anything with google so i'm not sure there are any free tools around to do this.

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Pachira
For portfolio tracking I use timetotrade (although this is for shares and etfs only - no funds).

this looks a likely candidate tho' cheers pachira

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if anyone knows please let us all know

cheers

fj

bigfreddiel

Totton wrote: »

Either Trustnet or Morningstar will do this, I often back-test some of the experts portfolios to see how they are doing.

http://www.morningstar.co.uk/uk/default.aspx?lang=en-GB
http://www.trustnet.com/

HTH,
Mickey

mickey, i use both of these, how do you set the prices back to some time in the past?

i'm guessing you enter them individually as the price you would have bought them at that time in the past.

i just want to set the date to the past and let the system enter the prices for that past date.

also how do you cater for divi re-investment?

cheers

fj