Back to Labs
MacroSpark Labs

Portfolio Backtesting Tool

Backtest Index, Momentum, Value, and Growth strategies against historical annual returns and compare CAGR, Sharpe ratio, maximum drawdown, and total return.

Initial Investment

₹

Backtest From 2010 to 2025

2010

Backtested against annual index/factor returns compiled from public historical data (2010–2025) — see the dataset note in this tool's source for methodology. CAGR, Sharpe ratio, max drawdown, and total return are computed live from the return series for the period selected above.

Growth of ₹1,00,000

₹25,845₹2,94,657₹5,63,470₹8,32,283₹11,01,095Start2013201720212025
Broad Index (S&P 500)MomentumValueGrowth

Broad Index (S&P 500)

Ending Value▲+590.9%
₹6,90,899
CAGR
+12.8%
Sharpe Ratio—vs. 6% risk-free
0.56
Max Drawdown▼worst peak-to-trough
-19.4%

Momentum

Ending Value▲+426.7%
₹5,26,730
CAGR
+10.9%
Sharpe Ratio—vs. 6% risk-free
0.42
Max Drawdown▼worst peak-to-trough
-12.0%

Value

Ending Value▲+419.2%
₹5,19,186
CAGR
+10.8%
Sharpe Ratio—vs. 6% risk-free
0.47
Max Drawdown▼worst peak-to-trough
-8.3%

Growth

Ending Value▲+926.9%
₹10,26,940
CAGR
+15.7%
Sharpe Ratio—vs. 6% risk-free
0.65
Max Drawdown▼worst peak-to-trough
-29.4%