DFSD
DIMENSIONAL SHORT-DURATION FIXED INCOME ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
DFSD Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 4.43% | 4.27% | 4.11% | 3.98% |
| Sharpe Ratio | 3.13 | 2.20 | 2.80 | 1.47 |
| Max Drawdown | -0.86% | -1.47% | -1.19% | -4.33% |
| % Time Invested | 90.5% | 100.0% | 82.3% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 7.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-24 | Open | Open | 33% | $47.94 | $47.81 | -0.26% | Mark-to-Market |
| 2026-03-20 | Open | Interest | 34% | $1.00 | $1.00 | 0.47% | Mark-to-Market |
| 2026-03-17 | Open | Interest | 33% | $1.00 | $1.00 | 0.52% | Mark-to-Market |
| 2026-03-16 | 2026-04-24 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2026-01-14 | 2026-03-20 | Completed | 34% | $47.75 | $47.61 | -0.31% | Signal |
| 2026-03-09 | 2026-03-17 | Completed | 33% | $47.88 | $47.75 | -0.27% | Signal |
| 2026-02-26 | 2026-03-16 | Completed | 33% | $48.09 | $47.72 | -0.76% | Signal |
| 2026-02-12 | 2026-03-09 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2026-02-03 | 2026-02-26 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-04-07 | 2026-02-12 | Completed | 33% | $45.54 | $47.95 | 5.30% | Signal |
| 2026-01-27 | 2026-02-03 | Completed | 33% | $47.76 | $47.80 | 0.08% | Signal |
| 2026-01-02 | 2026-01-27 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-11-21 | 2026-01-14 | Interest | 34% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2025-12-16 | 2026-01-02 | Completed | 33% | $47.51 | $47.68 | 0.38% | Signal |
| 2025-11-14 | 2025-12-16 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-06-05 | 2025-11-21 | Completed | 34% | $46.05 | $47.45 | 3.04% | Signal |
| 2025-11-05 | 2025-11-14 | Completed | 33% | $47.30 | $47.36 | 0.15% | Signal |
| 2025-10-14 | 2025-11-05 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-05-08 | 2025-10-14 | Completed | 33% | $45.82 | $47.25 | 3.12% | Signal |
| 2025-05-13 | 2025-06-05 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-02-25 | 2025-05-13 | Completed | 34% | $45.28 | $45.72 | 0.97% | Signal |
| 2025-04-14 | 2025-05-08 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-02-06 | 2025-04-14 | Completed | 33% | $45.05 | $45.27 | 0.49% | Signal |
| 2025-01-03 | 2025-04-07 | Interest | 33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2025-01-13 | 2025-02-25 | Interest | 34% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2025-01-03 | 2025-02-06 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-01-07 | 2025-01-13 | Completed | 34% | $44.68 | $44.50 | -0.41% | Signal |
| 2024-10-30 | 2025-01-07 | Interest | 34% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2024-12-10 | 2025-01-03 | Completed | 33% | $44.84 | $44.73 | -0.25% | Signal |
| 2024-07-23 | 2025-01-03 | Completed | 33% | $43.83 | $44.73 | 2.06% | Signal |
| 2024-10-16 | 2024-12-10 | Interest | 33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2024-06-05 | 2024-10-30 | Completed | 34% | $43.44 | $44.50 | 2.44% | Signal |
| 2024-05-20 | 2024-10-16 | Completed | 33% | $43.27 | $44.59 | 3.03% | Signal |
| 2024-05-28 | 2024-07-23 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2024-03-01 | 2024-06-05 | Interest | 34% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2023-12-12 | 2024-05-28 | Completed | 33% | $42.26 | $43.27 | 2.40% | Signal |
| 2024-04-11 | 2024-05-20 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2024-03-25 | 2024-04-11 | Completed | 33% | $43.01 | $42.94 | -0.17% | Signal |
| 2024-02-12 | 2024-03-25 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-11-21 | 2024-03-01 | Completed | 34% | $41.92 | $42.84 | 2.20% | Signal |
| 2023-11-13 | 2024-02-12 | Completed | 33% | $41.73 | $42.78 | 2.53% | Signal |
| 2023-07-13 | 2023-12-12 | Interest | 33% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2023-09-08 | 2023-11-21 | Interest | 34% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2023-08-24 | 2023-11-13 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2023-08-08 | 2023-09-08 | Completed | 34% | $41.39 | $41.43 | 0.09% | Signal |
| 2023-07-24 | 2023-08-24 | Completed | 33% | $41.26 | $41.35 | 0.22% | Signal |
| 2023-06-02 | 2023-08-08 | Interest | 34% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2023-05-23 | 2023-07-24 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-02-15 | 2023-07-13 | Completed | 33% | $40.53 | $41.26 | 1.81% | Signal |
| 2023-04-13 | 2023-06-02 | Completed | 34% | $41.02 | $41.09 | 0.16% | Signal |
| 2023-03-28 | 2023-05-23 | Completed | 33% | $40.78 | $41.01 | 0.57% | Signal |
| 2023-03-03 | 2023-04-13 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-02-23 | 2023-03-28 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2022-12-05 | 2023-03-03 | Completed | 34% | $40.32 | $40.45 | 0.31% | Signal |
| 2022-11-17 | 2023-02-23 | Completed | 33% | $40.07 | $40.57 | 1.24% | Signal |
| 2022-05-26 | 2023-02-15 | Interest | 33% | $1.00 | $1.02 | 2.44% | Interest Income |
| 2022-09-12 | 2022-12-05 | Interest | 34% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2022-08-31 | 2022-11-17 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2022-08-09 | 2022-09-12 | Completed | 34% | $40.67 | $40.40 | -0.66% | Signal |
| 2022-07-22 | 2022-08-31 | Completed | 33% | $40.72 | $40.47 | -0.60% | Signal |
| 2022-05-26 | 2022-08-09 | Interest | 34% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2022-06-14 | 2022-07-22 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2022-06-03 | 2022-06-14 | Completed | 33% | $40.77 | $40.00 | -1.88% | Signal |
| 2022-05-26 | 2022-06-03 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
Return Distribution Analysis
