DFAC
DIMENSIONAL U.S. CORE EQUITY 2 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
DFAC Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 18.92% | 31.14% | 5.53% | 10.65% |
| Sharpe Ratio | 1.78 | 2.12 | 0.55 | 0.58 |
| Max Drawdown | -5.33% | -8.49% | -15.05% | -23.11% |
| % Time Invested | 99.6% | 100.0% | 90.7% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 8.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-10 | Open | Open | 33% | $40.71 | $41.97 | 3.10% | Mark-to-Market |
| 2025-07-15 | Open | Open | 33% | $36.30 | $41.97 | 15.64% | Mark-to-Market |
| 2026-03-25 | Open | Interest | 34% | $1.00 | $1.00 | 0.42% | Mark-to-Market |
| 2026-03-02 | 2026-04-10 | Interest | 33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2025-05-29 | 2026-03-25 | Completed | 34% | $34.12 | $39.29 | 15.16% | Signal |
| 2025-12-11 | 2026-03-02 | Completed | 33% | $39.64 | $40.48 | 2.12% | Signal |
| 2025-11-18 | 2025-12-11 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-11-10 | 2025-11-18 | Completed | 33% | $38.81 | $37.72 | -2.82% | Signal |
| 2025-10-17 | 2025-11-10 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-04-30 | 2025-10-17 | Completed | 33% | $31.58 | $37.87 | 19.89% | Signal |
| 2025-03-17 | 2025-07-15 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2025-01-27 | 2025-05-29 | Interest | 34% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-01 | 2025-04-07 | Completed | 33% | $32.52 | $28.54 | -12.26% | Stop |
| 2025-02-18 | 2025-04-01 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2024-01-05 | 2025-03-17 | Completed | 33% | $27.91 | $32.67 | 17.06% | Signal |
| 2025-01-22 | 2025-02-18 | Completed | 33% | $35.51 | $35.54 | 0.08% | Signal |
| 2024-06-14 | 2025-01-27 | Completed | 34% | $31.39 | $34.92 | 11.24% | Signal |
| 2024-12-20 | 2025-01-22 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-11-27 | 2024-12-20 | Completed | 33% | $35.85 | $33.87 | -5.53% | Signal |
| 2024-11-05 | 2024-11-27 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-10-08 | 2024-11-05 | Completed | 33% | $33.56 | $33.60 | 0.15% | Signal |
| 2024-09-16 | 2024-10-08 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-08-27 | 2024-09-16 | Completed | 33% | $32.95 | $32.84 | -0.33% | Signal |
| 2024-08-05 | 2024-08-27 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-07-03 | 2024-08-05 | Completed | 33% | $31.77 | $30.23 | -4.85% | Signal |
| 2024-06-10 | 2024-07-03 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-05-22 | 2024-06-14 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-05-08 | 2024-06-10 | Completed | 33% | $30.58 | $31.10 | 1.70% | Signal |
| 2023-12-07 | 2024-05-22 | Completed | 34% | $27.02 | $31.37 | 16.10% | Signal |
| 2024-04-16 | 2024-05-08 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-02-08 | 2024-04-16 | Completed | 33% | $29.18 | $29.87 | 2.36% | Signal |
| 2024-01-17 | 2024-02-08 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-11-17 | 2024-01-17 | Completed | 33% | $26.41 | $27.86 | 5.50% | Signal |
| 2023-11-03 | 2024-01-05 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2023-09-20 | 2023-12-07 | Interest | 34% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2023-10-26 | 2023-11-17 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-06-14 | 2023-11-03 | Completed | 33% | $25.92 | $25.52 | -1.51% | Signal |
| 2023-10-20 | 2023-10-26 | Completed | 33% | $25.17 | $24.55 | -2.47% | Signal |
| 2023-09-21 | 2023-10-20 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-09-07 | 2023-09-21 | Completed | 33% | $26.32 | $25.87 | -1.67% | Signal |
| 2023-05-16 | 2023-09-20 | Completed | 34% | $24.40 | $26.31 | 7.84% | Signal |
| 2023-08-14 | 2023-09-07 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-05-26 | 2023-08-14 | Completed | 33% | $24.48 | $26.65 | 8.90% | Signal |
| 2023-05-16 | 2023-06-14 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-05-04 | 2023-05-26 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-04 | 2023-05-16 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-01-12 | 2023-05-16 | Completed | 33% | $24.39 | $24.40 | 0.04% | Signal |
| 2023-04-03 | 2023-05-04 | Completed | 33% | $24.64 | $24.21 | -1.73% | Signal |
| 2022-11-21 | 2023-04-04 | Completed | 34% | $24.00 | $24.73 | 3.01% | Signal |
| 2023-02-27 | 2023-04-03 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-01-12 | 2023-02-27 | Completed | 33% | $24.39 | $24.70 | 1.26% | Signal |
| 2022-12-16 | 2023-01-12 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-03-11 | 2023-01-12 | Interest | 33% | $1.00 | $1.03 | 2.69% | Interest Income |
| 2022-10-19 | 2022-12-16 | Completed | 33% | $22.28 | $23.36 | 4.86% | Signal |
| 2022-09-26 | 2022-11-21 | Interest | 34% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2022-09-02 | 2022-10-19 | Interest | 33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2022-08-12 | 2022-09-26 | Completed | 34% | $24.89 | $21.69 | -12.85% | Stop |
| 2022-07-11 | 2022-09-02 | Completed | 33% | $22.69 | $23.66 | 4.25% | Signal |
| 2022-05-09 | 2022-08-12 | Interest | 34% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2022-06-14 | 2022-07-11 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2022-06-01 | 2022-06-14 | Completed | 33% | $24.57 | $22.42 | -8.72% | Stop |
| 2022-04-18 | 2022-06-01 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-04-26 | 2022-05-09 | Completed | 34% | $24.97 | $23.84 | -4.50% | Signal |
| 2022-01-27 | 2022-04-26 | Interest | 34% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2022-03-23 | 2022-04-18 | Completed | 33% | $26.31 | $25.53 | -2.97% | Signal |
| 2022-02-28 | 2022-03-23 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-12-10 | 2022-03-11 | Completed | 33% | $27.09 | $25.19 | -7.03% | Signal |
| 2022-02-14 | 2022-02-28 | Completed | 33% | $25.81 | $25.42 | -1.51% | Signal |
| 2022-01-21 | 2022-02-14 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-12-10 | 2022-01-27 | Completed | 34% | $27.09 | $25.47 | -5.98% | Signal |
| 2021-12-20 | 2022-01-21 | Completed | 33% | $26.26 | $25.86 | -1.52% | Signal |
| 2021-12-08 | 2021-12-20 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-12-08 | 2021-12-10 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-12-08 | 2021-12-10 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
