DFCF
DIMENSIONAL CORE FIXED INCOME ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
DFCF Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 4.96% | 4.96% | 2.98% | 6.47% |
| Sharpe Ratio | 1.19 | 1.19 | 0.76 | 1.26 |
| Max Drawdown | -2.79% | -2.79% | -4.53% | -4.53% |
| % Time Invested | 100.0% | 100.0% | 66.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-09-11 | Open | Open | 100% | $40.21 | $42.18 | 4.90% | Mark-to-Market |
| 2024-08-07 | 2024-09-11 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $39.69 | $39.33 | -0.91% | Signal |
| 2023-11-09 | 2024-08-05 | Interest | 100% | $1.00 | $1.03 | 3.07% | Interest Income |
Return Distribution Analysis
