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 | 5.13% | 5.13% | 3.13% | 0.36% | 4.98% | 5.12% |
| Sharpe Ratio | 0.91 | 0.91 | 0.89 | 0.05 | 1.12 | 0.70 |
| Max Drawdown | -2.57% | -2.57% | -4.08% | -17.97% | -4.08% | -8.58% |
| % Time Invested | 100.0% | 100.0% | 30.2% | 100.0% | 47.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-10-28 | Open | Open | 100% | $40.30 | $43.85 | 8.82% | Mark-to-Market |
| 2024-08-23 | 2024-10-28 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2024-08-20 | 2024-08-23 | Completed | 100% | $41.30 | $41.43 | 0.32% | Signal |
| 2023-02-28 | 2024-08-20 | Interest | 100% | $1.00 | $1.06 | 6.12% | Interest Income |
Return Distribution Analysis
