FSEC
FIDELITY INVESTMENT GRADE SECURITIZED ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
FSEC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.88% | 5.13% | 2.85% | 0.36% | 4.54% | 5.12% |
| Sharpe Ratio | 1.08 | 0.91 | 0.89 | 0.05 | 1.13 | 0.70 |
| Max Drawdown | -2.46% | -2.57% | -3.72% | -17.97% | -3.72% | -8.58% |
| % Time Invested | 100.0% | 100.0% | 52.8% | 100.0% | 83.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 2.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-27 | Open | Open | 34% | $42.57 | $43.85 | 3.01% | Mark-to-Market |
| 2024-10-17 | Open | Open | 33% | $40.94 | $43.85 | 7.12% | Mark-to-Market |
| 2026-04-27 | Open | Interest | 33% | $1.00 | $1.00 | 0.05% | Mark-to-Market |
| 2025-08-28 | 2026-04-27 | Completed | 33% | $42.41 | $44.21 | 4.24% | Signal |
| 2025-07-25 | 2025-08-28 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-03-28 | 2025-08-27 | Interest | 34% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2025-04-22 | 2025-07-25 | Completed | 33% | $40.88 | $41.82 | 2.32% | Signal |
| 2025-03-04 | 2025-04-22 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2024-04-12 | 2025-03-28 | Completed | 34% | $38.51 | $41.43 | 7.57% | Signal |
| 2025-02-28 | 2025-03-04 | Completed | 33% | $41.51 | $42.09 | 1.40% | Signal |
| 2024-12-27 | 2025-02-28 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2024-07-31 | 2024-12-27 | Completed | 33% | $40.59 | $40.47 | -0.31% | Signal |
| 2024-08-23 | 2024-10-17 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2024-08-20 | 2024-08-23 | Completed | 33% | $41.30 | $41.43 | 0.32% | Signal |
| 2023-02-28 | 2024-08-20 | Interest | 33% | $1.00 | $1.06 | 6.12% | Interest Income |
| 2024-05-13 | 2024-07-31 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2024-01-22 | 2024-05-13 | Completed | 33% | $39.01 | $38.80 | -0.54% | Signal |
| 2023-09-11 | 2024-04-12 | Interest | 34% | $1.00 | $1.03 | 2.52% | Interest Income |
| 2023-05-22 | 2024-01-22 | Interest | 33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2023-07-19 | 2023-09-11 | Completed | 34% | $38.41 | $37.55 | -2.25% | Signal |
| 2023-02-28 | 2023-07-19 | Interest | 34% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2023-03-02 | 2023-05-22 | Completed | 33% | $37.27 | $38.06 | 2.13% | Signal |
| 2023-02-28 | 2023-03-02 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
