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 | 4.64% | 5.13% | 2.60% | 0.36% | 2.82% | 0.29% |
| Sharpe Ratio | 1.13 | 0.91 | 0.70 | 0.05 | 0.73 | 0.04 |
| Max Drawdown | -1.86% | -2.57% | -4.20% | -17.97% | -4.20% | -17.70% |
| % Time Invested | 99.2% | 100.0% | 61.7% | 100.0% | 66.8% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 6.4 | 0.0 | 6.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-24 | Open | Open | 33% | $44.23 | $43.85 | -0.86% | Mark-to-Market |
| 2026-04-22 | Open | Interest | 33% | $1.00 | $1.00 | 0.10% | Mark-to-Market |
| 2026-03-30 | Open | Interest | 34% | $1.00 | $1.00 | 0.37% | Mark-to-Market |
| 2026-03-20 | 2026-04-24 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-08-28 | 2026-04-22 | Completed | 33% | $42.41 | $44.11 | 4.01% | Signal |
| 2026-01-16 | 2026-03-30 | Completed | 34% | $43.89 | $43.85 | -0.10% | Signal |
| 2026-03-04 | 2026-03-20 | Completed | 33% | $44.30 | $43.96 | -0.77% | Signal |
| 2026-02-09 | 2026-03-04 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2026-01-20 | 2026-02-09 | Completed | 33% | $43.72 | $43.86 | 0.30% | Signal |
| 2025-12-24 | 2026-01-20 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-12-05 | 2026-01-16 | Interest | 34% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2025-12-18 | 2025-12-24 | Completed | 33% | $43.85 | $43.69 | -0.35% | Signal |
| 2025-11-18 | 2025-12-18 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-07-03 | 2025-12-05 | Completed | 34% | $41.83 | $43.56 | 4.13% | Signal |
| 2025-08-25 | 2025-11-18 | Completed | 33% | $42.19 | $43.37 | 2.80% | Signal |
| 2025-07-25 | 2025-08-28 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-08-01 | 2025-08-25 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-23 | 2025-08-01 | Completed | 33% | $41.74 | $42.00 | 0.60% | Signal |
| 2025-04-22 | 2025-07-25 | Completed | 33% | $40.88 | $41.82 | 2.32% | Signal |
| 2025-05-07 | 2025-07-03 | Interest | 34% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2025-04-15 | 2025-06-23 | Interest | 33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2025-02-26 | 2025-05-07 | Completed | 34% | $41.27 | $41.53 | 0.63% | Signal |
| 2025-03-04 | 2025-04-22 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2025-02-07 | 2025-04-15 | Completed | 33% | $40.48 | $41.00 | 1.29% | Signal |
| 2025-02-28 | 2025-03-04 | Completed | 33% | $41.51 | $42.09 | 1.40% | Signal |
| 2024-12-26 | 2025-02-28 | Interest | 33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2024-10-28 | 2025-02-26 | Interest | 34% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-12-10 | 2024-12-31 | Completed | 33% | $41.31 | $40.63 | -1.66% | Signal |
| 2024-07-31 | 2024-12-26 | Completed | 33% | $40.59 | $40.29 | -0.75% | Signal |
| 2024-10-15 | 2024-12-10 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2024-06-06 | 2024-10-28 | Completed | 34% | $39.67 | $40.30 | 1.59% | Signal |
| 2024-05-17 | 2024-10-15 | Completed | 33% | $39.00 | $41.15 | 5.52% | Signal |
| 2024-05-13 | 2024-07-31 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2024-02-21 | 2024-06-06 | Interest | 34% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2024-03-26 | 2024-05-17 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2024-01-19 | 2024-05-13 | Completed | 33% | $38.96 | $38.80 | -0.42% | Signal |
| 2024-03-25 | 2024-03-26 | Completed | 33% | $41.80 | $39.16 | -6.30% | Stop |
| 2024-01-31 | 2024-03-25 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-11-30 | 2024-02-21 | Completed | 34% | $37.90 | $38.62 | 1.90% | Signal |
| 2023-11-15 | 2024-01-31 | Completed | 33% | $37.17 | $39.39 | 5.97% | Signal |
| 2023-05-22 | 2024-01-19 | Interest | 33% | $1.00 | $1.03 | 2.74% | Interest Income |
| 2023-05-26 | 2023-11-30 | Interest | 34% | $1.00 | $1.02 | 2.15% | Interest Income |
| 2023-05-04 | 2023-11-15 | Interest | 33% | $1.00 | $1.02 | 2.20% | Interest Income |
| 2023-04-14 | 2023-05-26 | Completed | 34% | $38.53 | $37.79 | -1.92% | Signal |
| 2023-02-13 | 2023-05-22 | Completed | 33% | $38.28 | $38.06 | -0.57% | Signal |
| 2023-03-28 | 2023-05-04 | Completed | 33% | $38.41 | $38.83 | 1.10% | Signal |
| 2023-03-06 | 2023-04-14 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-02-24 | 2023-03-28 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-12-05 | 2023-03-06 | Completed | 34% | $37.80 | $37.44 | -0.94% | Signal |
| 2023-02-09 | 2023-02-24 | Completed | 33% | $38.36 | $37.62 | -1.94% | Signal |
| 2022-08-03 | 2023-02-13 | Interest | 33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-01-18 | 2023-02-09 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-18 | 2023-01-18 | Completed | 33% | $37.21 | $38.85 | 4.41% | Signal |
| 2022-09-13 | 2022-12-05 | Interest | 34% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2022-08-31 | 2022-11-18 | Interest | 33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2022-08-01 | 2022-09-13 | Completed | 34% | $40.04 | $38.08 | -4.90% | Signal |
| 2022-07-20 | 2022-08-31 | Completed | 33% | $38.97 | $38.75 | -0.56% | Signal |
| 2022-08-01 | 2022-08-03 | Completed | 33% | $40.04 | $39.68 | -0.90% | Signal |
| 2021-10-13 | 2022-08-01 | Interest | 33% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2021-09-14 | 2022-08-01 | Interest | 34% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2022-06-16 | 2022-07-20 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-06-03 | 2022-06-16 | Completed | 33% | $39.42 | $38.13 | -3.26% | Signal |
| 2021-09-28 | 2022-06-03 | Interest | 33% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2021-09-21 | 2021-10-13 | Completed | 33% | $43.25 | $42.93 | -0.73% | Signal |
| 2021-09-24 | 2021-09-28 | Completed | 33% | $43.08 | $43.02 | -0.13% | Signal |
| 2021-09-14 | 2021-09-24 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-09-14 | 2021-09-21 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
