RiskFit
ETF Portfolio Risk & Return Probabilities
RiskFit — an investment portfolio that meets your conditions
RiskFit is a tool for selecting and comparing investment portfolios made up of exchange-traded funds (ETFs). It helps you consider the potential profit alongside the risk you are willing to take.
You specify an acceptable loss relative to your initial investment, a desired profit and a minimum probability of both conditions being met. RiskFit tests predefined combinations through historical simulations and shows up to three suitable options for a period of 12 months.
For each option, you can see its composition, the modelled profit and loss results, and how much the conclusion depends on the historical data used. If there is no suitable portfolio, the tool shows this clearly.
The aim is to help you answer the practical question: “What profit can I aim for given the risk I accept — and how convincing is the data behind this choice?”
RiskFit uses historical monthly data. The probabilities shown are model estimates, not guarantees or proven forecasts. Losses between monthly observations may be larger.
Your conditions
Your matching mixes
All chances below are simulation estimates, not proven real-world probabilities. Weights are rounded for display.
No mix meets all your conditions.
Your conditions have not been changed. You can review them and run the comparison again. A match may not exist in this catalogue.
Results use fund-reported returns, which already reflect fund expenses. Your broker fees, spreads, taxes and any conversion from USD are not included. Example amounts are not executable trade sizes.
A useful comparison. Not a promise.
We check each mix with the available history and with history ending four months earlier. Passing both checks shows sensitivity to the data used. It does not establish a reliable real-world probability.
A 90% modelled chance does not guarantee success in 9 out of your next 10 investments. Losses between month ends can also be larger than this analysis shows.
How the comparison works
We test 2,070 predefined mixes drawn from 19 ETFs, holding each mix for 12 months without borrowing, short selling or intermediate rebalancing. Mixes can contain up to eight positions; more tickers do not necessarily mean better diversification.
Each mix must meet all your conditions under both histories. We use the lowest estimated probability across nine settings: 36, 48 and 60 months of history, combined with three ways of preserving sequences of historical market moves. Each setting uses 10,000 simulations. The combined event is counted directly; individual probabilities are not multiplied.
Among passing mixes, those with more than one percentage point of headroom over every probability requirement come first. Within each group, we rank by the lowest 30th-percentile return across the nine settings using the full history. This is a model ranking, not a recommendation or a search of every possible portfolio.
| Mix | Stay within loss limit: available / older history | Reach target: available / older history | Both: available / older history | Smallest headroom |
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Data, catalogue and important limits
Source: monthly fund-return observations from SEC Form N-PORT filings. These are fund NAV returns, not daily exchange prices or broker execution quotes. The catalogue and its history are fixed for this comparison.
This archived dataset is for historical research. It omits recent market moves and should not be presented as a current investment signal. Probabilities have not been established as calibrated forecasts. Historical validation contains few independent one-year periods.
ETF availability, minimum trade size, investor eligibility and tax treatment depend on your country and broker. Short-term government-bond ETFs are not insured bank deposits. Inflation-linked bond ETFs can lose value. Similar ETFs may hold many of the same securities.