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Investment Result for Rebalancing between SPY and SDS

 This is an app for comparing investment results of rebalancing and non-rebalancing portfolio of SPY and SDS

Rebalancing threshold is the difference of either asset's ratio between target ratio.

App

Periodic Rebalancing
Threshold Rebalancing
Tax Rate on Dividends:%.
SPY Ratio:%
SDS Ratio:%
Rebalancing Frequency: every days.
Rebalancing Threshold: %.
Start Date:
End Date:
Investment Duration: days.
  • All SPY portfolio has a return of 86.119%.
  • All SDS portfolio has a return of -72.452%.
  • 50.00% SPY with 50.00% SDS portfolio with rebalancing has a return of -24.563%.
  • 50.00% SPY with 50.00% SDS portfolio without rebalancing has a return of 6.833%.
201720182019202050010001500
SPYSDSWith rebalancing: SPY 50%, SDS 50%Without rebalancing: SPY 50%, SDS 50%Performance Comparison

Investment Result Data

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Return Analysis

Sharpe Ratio

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