Fund DCA Backtest

Enter a 6-digit fund code, contribution amount and date range to simulate periodic-investment total return, annualized return and max drawdown. Data via Eastmoney Tiantian Fund.

Backtest your periodic-investment plan with historical NAV Enter a 6-digit fund code, contribution amount, frequency and date range to simulate periodic-investment total return, annualized return and max drawdown. Data via Tiantian Fund.

About Fund DCA Backtest

What is dollar-cost averaging?

DCA means investing a fixed amount at fixed intervals regardless of NAV. This naturally smooths out peaks and troughs — you buy fewer units when NAV is high and more when NAV is low. Over long horizons, DCA typically beats lump-in.

How to use this tool

  1. Fund code: 6-digit mutual-fund code (typically starting 0–6).
  2. Per-period amount: ≥ 100 suggested; ≥ 10 periods needed for meaningful stats.
  3. Frequency: weekly / biweekly / monthly.
  4. Date range: should span at least one full market cycle (ups and downs).

Key metrics

  • Total invested: periods × amount.
  • Final value: portfolio value at end date NAV.
  • Total return: (value − invested) ÷ invested.
  • Annualized: geometric mean compounded to one year.
  • Max drawdown: largest peak-to-trough drop — a risk metric.
  • Periods: actual executed periods (skipping holidays / no-NAV days).

Caveats

  • Past ≠ future: backtests replay history; the future curve may differ.
  • No fees modeled: this tool ignores subscription / redemption / management fees — actual returns will be lower.
  • Distribution: defaults to reinvested dividends (DRIP); adjust manually if you choose cash.
  • Time is the edge: DCA's compounding needs time; < 3 years may not show clear results.

Data notes

Data from Tiantian Fund public interface; no interpolation — holidays and fund-wind-down gaps are left empty.

FAQ

Why are weekly and monthly results so similar?
For > 3 year horizons, frequency has limited impact. Weekly is more sensitive to short-term swings; monthly is smoother. Differences usually within ±1% annualized.
What if DCA loses money?
DCA accumulates more units in downturns — that is its core edge. Stepping up contributions on drawdowns is a common «smile curve» strategy — assuming fundamentals are intact.
Why the gap between total and annualized returns?
Annualized compounds to 1 year; total return is over the full window. The longer the window, the larger the gap; the shorter, the closer.
Can I use a non-CNY currency?
No. Tiantian Fund returns CNY-denominated NAV; QDII funds are priced in CNY here.