BacktestPortfolios.com
Backtest any portfolio free - stocks, ETFs, crypto & gold, history back to 1871.

Am I Diversified?

Enter your portfolio and see which major asset classes would genuinely improve it. Each is evaluated over decades of history (stocks to 1871, bonds to 1953, gold to 1968), so the numbers hold across many market regimes - not just the recent bull run. A “free lunch” pick adds return and cuts risk at the same time.

State Street SPDR S&P 500 ETF Trust1993-02-28 → 2026-06-30click to change
%
iShares Core U.S. Aggregate Bond ETF2005-03-31 → 2026-06-30click to change
%
Total 100%

Your portfolio today

Sharpe 0.59 · Sortino 0.89 · 9.07% return · 8.47% volatility
US Large Cap 60%Total US Bond 40%
Each holding is matched to its asset class; statistics use up to 73 years of history (1953-05-31 → 2026-06-30).
Open these inBacktestFrontierMonte CarloCorrelationsDiversifyRetirementReportDividends

Asset classes that would improve your portfolio

2 “free lunch” adds found - each raises return and lowers risk. Shown first.

GoldGold bullion · GLD · 58y of datafree lunch
Add20%
New Sharpe0.58 +0.05
New Sortino0.89 +0.10
Return+0.0%
Risk-0.8%
Correlation0.06
SilverSilver bullion · SLV · 66y of datafree lunch
Add5%
New Sharpe0.55 +0.01
New Sortino0.82 +0.02
Return+0.0%
Risk-0.1%
Correlation0.14

Wouldn’t have helped

Crypto (Bitcoin) · any amount raised riskLong-Term Treasuries · no meaningful gain historicallyManaged Futures · no meaningful gain historicallyIntermediate Treasuries · no meaningful gain historicallyBroad Commodities · no meaningful gain historicallyTIPS · no meaningful gain historicallyUS REITs · moves with your portfolioUS Small Cap · moves with your portfolioEmerging Markets · moves with your portfolioHigh-Yield Bonds · moves with your portfolioInternational Developed · moves with your portfolio

“Add” is the allocation (blended in, scaling your current holdings down proportionally) that maximizes the new Sharpe ratio without raising volatility, capped at 40%. Return / Risk show the change in annualized return and volatility versus your current portfolio over each pairing's common history (shown on the card). Lower correlation means a better diversifier. Results are historical, not a recommendation - see the disclosures.