Parameter Sensitivity
A single backtest number hides how much it leans on assumptions you can't be sure of — the fee you'll really pay, how often you rebalance, what it costs, and when you happened to start. Hold the portfolio fixed, sweep one of those across a range, and see how far the answer moves.
Educational use only — not investment advice. Results are hypothetical.Read full disclaimer
This tool is for educational and informational purposes only and does not provide financial, investment, tax, legal, or accounting advice. Results are hypothetical and based on historical data and assumptions that may be inaccurate. Past performance does not guarantee future results. Consult a licensed professional before making investment decisions.
What is the Parameter Sensitivity?
Sweep one input — fees, rebalance cost, rebalance frequency, or start year — across a range and watch how a chosen metric (CAGR, Sharpe, drawdown, final balance) responds. A single number hides how fragile it is; this shows you.
New here? How this works
Every backtest result rests on assumptions you can't fully pin down — what fee you'll really pay, how often you'll rebalance, what it costs, and when you happened to start. Parameter Sensitivity holds your portfolio fixed and re-runs the exact backtest engine across a small grid of one assumption at a time, then reports how much your headline number actually moves. If your 8% CAGR becomes 5% at a 1% fee, or evaporates had you started two years later, that fragility is the real finding — and it's invisible in any single run. Results come answer-first: a plain-language verdict on how sensitive the result is, a chart of the metric across the sweep, and a table of every point.
How to use it
- 1Enter your portfolio and base settings, just like a backtest.
- 2Pick one thing to vary — say the annual fee — and the metric you care about, like CAGR.
- 3Run it to see how far your metric moves across the range, and whether the answer is robust or fragile.
What you'll get
- A verdict on how sensitive the result is to that assumption
- A one-way chart of the metric across the swept range
- A table of CAGR, drawdown, Sharpe and final balance at every point, with your current setting flagged
- The best and worst outcomes in the range
↓ Start below
Set up the sweep
Enter a portfolio and base settings, then choose one assumption to vary and the metric to watch.
Supports U.S.-listed stocks & ETFs, subject to shared price history; all values in USD.
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Advisory or fund fee dragged from returns each year.
The chart axis; the table always shows all four headline metrics.
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How the Parameter Sensitivity works
Your base portfolio and settings are held constant while one parameter is stepped across a small grid (your current value is always included and flagged). The unchanged backtest engine runs once per grid point over the same holdings and, where applicable, the same window; the chosen metric is read from each run. Sensitivity is graded from the size of the metric's swing relative to your base value. Sweeping the start year deliberately changes the window, so those points cover different periods and are compared directionally.