DFSD (DIMENSIONAL SHORT-DURATION FIXED INCOME ETF) Trend Following Backtest: MA (Investing) | AlgorithmicFIRE

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
Metric	Strategy	B&H	Strategy	B&H
CAGR	4.27%	4.27%	5.67%	5.65%
Sharpe Ratio	2.20	2.20	2.65	2.63
Max Drawdown	-1.47%	-1.47%	-1.47%	-1.47%
% Time Invested	100.0%	100.0%	99.8%	100.0%
Trades / Year	0.0	0.0	0.0	0.0

Trade History

Entry Date	Exit Date	Type	Allocation	Entry Price	Exit Price	Net Return %	Exit Reason
2023-11-13	Open	Open	100%	$41.73	$47.81	14.58%	Mark-to-Market
2023-11-09	2023-11-13	Interest	100%	$1.00	$1.00	0.02%	Interest Income

Return Distribution Analysis

Return Distribution