BLV Vanguard Long-term Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for BLV (Vanguard Long-term Bond Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -14.0% (compared to the benchmark's drawdown of -38.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.0%, compared to a Buy-and-Hold benchmark return of 4.2%. The strategy executed 58 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
BLV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.13% | 6.36% | 0.02% | -3.10% | 3.17% | 1.16% | 4.95% | 4.15% |
| Sharpe Ratio | 0.64 | 0.76 | 0.00 | -0.24 | 0.46 | 0.10 | 0.62 | 0.36 |
| Max Drawdown | -2.11% | -5.73% | -8.46% | -36.27% | -11.61% | -38.29% | -13.98% | -38.29% |
| % Time Invested | 92.9% | 100.0% | 65.4% | 100.0% | 78.3% | 100.0% | 85.5% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.8 | 0.0 | 3.4 | 0.0 | 3.4 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2026-05-21 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2025-10-29 | 2026-05-21 | Completed | 33.33% | $70.56 | $67.10 | -4.90% | Signal |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-02-09 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2025-08-22 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.35% | Interest Income |
| 2025-09-10 | 2026-02-09 | Completed | 33.33% | $68.74 | $68.78 | 0.07% | Signal |
| 2025-06-03 | 2025-10-29 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2025-06-03 | 2025-09-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2025-05-07 | 2025-08-22 | Completed | 33.33% | $65.21 | $66.64 | 2.20% | Signal |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-05-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2025-04-14 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2025-03-06 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2024-12-19 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2025-03-12 | 2025-04-14 | Completed | 33.33% | $66.17 | $64.47 | -2.57% | Stop |
| 2024-11-04 | 2025-03-12 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2025-02-03 | 2025-03-06 | Completed | 33.33% | $65.14 | $66.66 | 2.33% | Signal |
| 2025-01-08 | 2025-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-11-20 | 2025-01-08 | Completed | 33.33% | $65.46 | $63.11 | -3.59% | Stop |
| 2024-11-20 | 2024-12-19 | Completed | 33.33% | $65.46 | $64.65 | -1.25% | Signal |
| 2024-10-29 | 2024-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2024-10-29 | 2024-11-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2024-08-05 | 2024-11-04 | Completed | 33.33% | $68.94 | $66.40 | -3.70% | Stop |
| 2024-08-05 | 2024-10-29 | Completed | 33.33% | $68.94 | $65.74 | -4.64% | Stop |
| 2024-04-18 | 2024-10-29 | Completed | 33.33% | $62.10 | $65.74 | 5.87% | Stop |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-10 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2023-06-02 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.08 | 7.87% | Interest Income |
| 2024-05-08 | 2024-05-10 | Completed | 33.33% | $63.26 | $63.26 | -0.00% | Signal |
| 2024-04-16 | 2024-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2023-08-17 | 2024-04-18 | Interest (FLOT) | 33.33% | $1.00 | $1.05 | 4.60% | Interest Income |
| 2024-01-19 | 2024-04-16 | Completed | 33.33% | $64.38 | $61.44 | -4.56% | Stop |
| 2023-06-02 | 2024-01-19 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.15% | Interest Income |
| 2023-06-22 | 2023-08-17 | Completed | 33.33% | $65.03 | $61.10 | -6.04% | Stop |
| 2023-06-02 | 2023-06-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-05-25 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-05-25 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-05-22 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2023-04-10 | 2023-05-25 | Completed | 33.33% | $66.97 | $63.52 | -5.15% | Stop |
| 2023-04-10 | 2023-05-25 | Completed | 33.33% | $66.97 | $63.52 | -5.15% | Stop |
| 2023-02-06 | 2023-05-22 | Completed | 33.33% | $66.14 | $63.79 | -3.55% | Signal |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-02-06 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-03-14 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-02-10 | 2022-03-14 | Completed | 33.33% | $79.18 | $75.22 | -5.01% | Signal |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-19 | 2022-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2021-07-08 | 2022-01-19 | Completed | 33.33% | $85.54 | $81.28 | -4.99% | Stop |
| 2021-12-21 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-11-18 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-07-08 | 2021-12-21 | Completed | 33.33% | $85.54 | $85.14 | -0.47% | Signal |
| 2021-03-22 | 2021-11-18 | Completed | 33.33% | $78.15 | $84.22 | 7.77% | Signal |
| 2021-05-04 | 2021-07-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-05-04 | 2021-07-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-02-26 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.11% | Interest Income |
| 2020-12-07 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2021-02-26 | 2021-03-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-02-05 | 2021-02-26 | Completed | 33.33% | $84.22 | $80.40 | -4.54% | Stop |
| 2021-02-05 | 2021-02-26 | Completed | 33.33% | $84.22 | $80.40 | -4.54% | Stop |
| 2021-01-13 | 2021-02-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-01-13 | 2021-02-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-04-03 | 2021-01-13 | Completed | 33.33% | $80.83 | $84.99 | 5.14% | Stop |
| 2020-04-03 | 2021-01-13 | Completed | 33.33% | $80.83 | $84.99 | 5.14% | Stop |
| 2020-04-03 | 2020-12-07 | Completed | 33.33% | $80.83 | $86.73 | 7.30% | Signal |
| 2020-03-12 | 2020-04-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2018-12-11 | 2020-03-12 | Completed | 33.33% | $62.48 | $79.54 | 27.31% | Stop |
| 2018-12-11 | 2020-03-12 | Completed | 33.33% | $62.48 | $79.54 | 27.31% | Stop |
| 2018-12-11 | 2020-03-12 | Completed | 33.33% | $62.48 | $79.54 | 27.31% | Stop |
| 2018-12-04 | 2018-12-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-12-04 | 2018-12-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-12-04 | 2018-12-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-10-24 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-10-16 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-04-18 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2018-05-18 | 2018-10-24 | Completed | 33.33% | $61.35 | $61.21 | -0.23% | Signal |
| 2018-08-28 | 2018-10-16 | Completed | 33.33% | $63.74 | $61.56 | -3.42% | Signal |
| 2018-02-27 | 2018-08-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2018-04-26 | 2018-05-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-12-05 | 2018-04-26 | Completed | 33.33% | $58.95 | $62.06 | 5.27% | Stop |
| 2017-07-31 | 2018-04-18 | Completed | 33.33% | $63.72 | $63.87 | 0.24% | Signal |
| 2017-04-28 | 2018-02-27 | Completed | 33.33% | $61.65 | $62.94 | 2.10% | Signal |
| 2017-05-02 | 2017-07-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-04-04 | 2017-04-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2017-02-07 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-11-10 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2016-12-05 | 2017-02-07 | Completed | 33.33% | $58.95 | $60.38 | 2.42% | Signal |
| 2016-11-10 | 2016-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-11-10 | 2016-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-02-22 | 2016-11-10 | Completed | 33.33% | $58.53 | $60.81 | 3.90% | Stop |
| 2015-12-03 | 2016-11-10 | Completed | 33.33% | $57.11 | $60.81 | 6.47% | Stop |
| 2015-06-04 | 2016-11-10 | Completed | 33.33% | $56.06 | $60.81 | 8.47% | Stop |
| 2016-02-02 | 2016-02-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2016-01-28 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-10-21 | 2016-01-28 | Completed | 33.33% | $57.62 | $57.16 | -0.81% | Signal |
| 2015-11-03 | 2015-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-10-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-08-19 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-06-04 | 2015-08-19 | Completed | 33.33% | $56.06 | $56.94 | 1.58% | Signal |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-06-08 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-06-04 | 2015-06-08 | Completed | 33.33% | $56.06 | $55.83 | -0.41% | Signal |
| 2015-05-12 | 2015-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-05-12 | 2015-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-05-12 | 2015-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-03-31 | 2015-05-12 | Completed | 33.33% | $60.21 | $56.38 | -6.36% | Stop |
| 2015-03-31 | 2015-05-12 | Completed | 33.33% | $60.21 | $56.38 | -6.36% | Stop |
| 2015-03-31 | 2015-05-12 | Completed | 33.33% | $60.21 | $56.38 | -6.36% | Stop |
| 2015-03-09 | 2015-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2015-03-09 | 2015-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2015-03-09 | 2015-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2014-08-12 | 2015-03-09 | Completed | 33.33% | $55.27 | $58.44 | 5.74% | Stop |
| 2014-03-28 | 2015-03-09 | Completed | 33.33% | $52.34 | $58.44 | 11.66% | Stop |
| 2013-12-17 | 2015-03-09 | Completed | 33.33% | $49.05 | $58.44 | 19.15% | Stop |
| 2014-05-02 | 2014-08-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-03-04 | 2014-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-12-03 | 2013-12-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-11-04 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2013-06-25 | 2013-11-04 | Completed | 33.33% | $48.27 | $49.59 | 2.75% | Signal |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-04-24 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2013-06-03 | 2013-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-05-29 | 2013-06-25 | Completed | 33.33% | $51.83 | $48.27 | -6.87% | Stop |
| 2010-12-06 | 2013-06-03 | Completed | 33.33% | $40.58 | $51.52 | 26.94% | Stop |
| 2013-01-31 | 2013-05-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2011-07-21 | 2013-04-24 | Completed | 33.33% | $42.56 | $54.47 | 27.99% | Signal |
| 2011-05-10 | 2013-01-31 | Completed | 33.33% | $42.02 | $52.13 | 24.07% | Signal |
| 2011-04-04 | 2011-07-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2011-04-04 | 2011-05-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-03-28 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-12-06 | 2011-03-28 | Completed | 33.33% | $40.58 | $40.51 | -0.18% | Signal |
| 2011-01-04 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2010-12-30 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-12-06 | 2010-12-30 | Completed | 33.33% | $40.58 | $40.30 | -0.70% | Signal |
| 2010-11-11 | 2010-12-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-11-11 | 2010-12-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-11-11 | 2010-12-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-04-13 | 2010-11-11 | Completed | 33.33% | $37.86 | $41.16 | 8.70% | Stop |
| 2009-04-02 | 2010-11-11 | Completed | 33.33% | $34.24 | $41.16 | 20.20% | Stop |
| 2009-04-02 | 2010-11-11 | Completed | 33.33% | $34.24 | $41.16 | 20.20% | Stop |
| 2010-04-05 | 2010-04-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-03-02 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2010-02-26 | 2010-03-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-07-21 | 2010-02-26 | Completed | 33.33% | $34.90 | $37.61 | 7.78% | Signal |
| 2009-07-02 | 2009-07-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-05-18 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-04-02 | 2009-05-18 | Completed | 33.33% | $34.24 | $34.76 | 1.51% | Signal |
| 2009-03-31 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-03-31 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-03-31 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |