FNDF
Schwab Fundamental International Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for FNDF (Schwab Fundamental International Equity ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.7% (compared to the benchmark's drawdown of -40.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.8%, compared to a Buy-and-Hold benchmark return of 9.6%. The strategy executed 6 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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FNDF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 32.72% | 32.72% | 10.16% | 13.83% | 7.99% | 11.65% | 6.76% | 9.55% |
| Sharpe Ratio | 1.77 | 1.77 | 0.68 | 0.80 | 0.62 | 0.63 | 0.55 | 0.51 |
| Max Drawdown | -10.60% | -10.60% | -21.53% | -25.56% | -21.69% | -40.14% | -21.69% | -40.14% |
| % Time Invested | 100.0% | 100.0% | 77.8% | 100.0% | 72.1% | 100.0% | 67.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.5 | 0.0 | 0.5 | 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 or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2022-09-27 | 2023-10-12 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.14% | Interest Income | |
| 2022-07-11 | 2022-09-27 | Completed | 100% | $24.16 | $22.17 | -8.25% | Stop | |
| 2022-06-15 | 2022-07-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-11-11 | 2022-06-15 | Completed | 100% | $22.54 | $25.33 | 12.31% | Stop | |
| 2020-02-28 | 2020-11-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-09-13 | 2020-02-28 | Completed | 100% | $22.22 | $20.40 | -8.22% | Stop | |
| 2019-03-06 | 2019-09-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.18% | Interest Income | |
| 2018-11-15 | 2019-03-06 | Completed | 100% | $20.96 | $21.78 | 3.84% | Signal | |
| 2018-10-24 | 2018-11-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-12-08 | 2018-10-24 | Completed | 100% | $18.88 | $21.14 | 11.91% | Stop | |
| 2015-12-09 | 2016-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2015-10-09 | 2015-12-09 | Completed | 100% | $18.36 | $17.42 | -5.18% | Stop | |
| 2015-08-07 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |