This tool provides general information only and does not constitute financial advice. By continuing, you agree to the Terms of Service.
Terms of Service
This does not constitute financial advice. You will need to consult a qualified Investment Advisor to obtain financial advice. The output of these tools are a direct result of assumptions chosen by the user, and do not necessarily represent the views of De Thomas Wealth Management Corp.
This tool is published by De Thomas Wealth Management Corp. for your information only. Information on which this document is based is available on request. Particular investments or trading strategies should be evaluated relative to each individual's objectives, in consultation with the Investment Advisor. Opinions of De Thomas Wealth Management constitute its judgment as of the date of this publication, are subject to change without notice and are provided in good faith but without responsibility for any errors or omissions contained herein. This document is supplied on the basis and understanding that neither De Thomas Wealth Management Corp. nor its employees, agents or information suppliers is to be under any responsibility of liability whatsoever in respect thereof.
This tool backtests investment portfolios against 55 years of real market history – annual total returns from 1970 to 2024, converted to Canadian dollars. Choose one of eight preset strategies (from All Equity to Conservative, All Weather, and factor-tilted mixes) or build your own allocation across 14 asset classes, then see how it would actually have performed: compound annual growth, volatility, Sharpe ratio, worst drawdowns, and how it weathered 1973–74, 1981, 2000–02, 2008, and 2022.
Data sources
Annual total-return series for the S&P 500, S&P/TSX Composite, MSCI EAFE, MSCI Emerging Markets, US 10-year Treasuries, corporate bonds, gold, REITs, and six factor sleeves (small-cap value, large-cap value, momentum, low volatility, quality, small-cap blend), sourced from S&P, MSCI, FRED, and the World Gold Council. Non-Canadian returns are converted to CAD using Bank of Canada historical exchange rates; inflation adjustments use Statistics Canada annual headline CPI.
FAQ
What does the Historical Portfolio Analyzer do?
It shows how any mix of stocks, bonds, gold, REITs, and factor strategies would have performed from 1970 to 2024, in Canadian dollars – including growth of an investment, year-by-year returns, volatility, and the deepest losses along the way.
Are the results in Canadian dollars?
Yes. All foreign returns are converted to CAD using Bank of Canada historical exchange rates, so results reflect what a Canadian investor would actually have experienced, including currency effects.
Does past performance predict future returns?
No. Backtests describe what happened, not what will happen. Markets, rates, and correlations change – use history to understand how strategies behave, not as a forecast.
Are fees and taxes included?
Results are gross of fees and taxes. Management fees, trading costs, and your personal tax situation would reduce real-world returns.
What has the stock market returned over the last 50 years?
In Canadian-dollar terms, broad equity markets have compounded at high single digits annually since 1970 – with brutal interruptions along the way (1973–74, 2000–02, 2008, 2022). Pick the All Equity preset above and the tool shows the exact CAGR, volatility, and worst stretches for any window you choose.
What is the best asset allocation for my age?
Rules like "100 minus your age in stocks" are crude – the right mix depends on when you need the money, how stable your income is, and how you actually behave in a crash. History's lesson here: more bonds smooth the ride but cost growth. Compare the presets side by side, then pressure-test the retirement-income side with our Monte Carlo Simulator.