SCHP
SCHWAB U.S. TIPS ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SCHP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.66% | 4.00% | 3.10% | 1.34% | 2.82% | 2.69% | 2.39% | 1.85% |
| Sharpe Ratio | 1.24 | 1.10 | 1.01 | 0.22 | 0.87 | 0.48 | 0.79 | 0.34 |
| Max Drawdown | -1.46% | -1.93% | -5.96% | -14.26% | -8.26% | -14.26% | -8.26% | -14.26% |
| % Time Invested | 100.0% | 100.0% | 77.6% | 100.0% | 76.6% | 100.0% | 71.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.8 | 0.0 | 3.2 | 0.0 | 3.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-06 | Open | Open | 33% | $25.44 | $26.83 | 5.45% | Mark-to-Market |
| 2026-04-23 | Open | Interest | 34% | $1.00 | $1.00 | 0.08% | Mark-to-Market |
| 2026-01-21 | Open | Interest | 33% | $1.00 | $1.00 | 1.14% | Mark-to-Market |
| 2025-07-31 | 2026-04-23 | Completed | 34% | $26.02 | $26.85 | 3.17% | Signal |
| 2025-04-16 | 2026-01-21 | Completed | 33% | $25.40 | $26.43 | 4.06% | Signal |
| 2025-05-05 | 2025-07-31 | Interest | 34% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 34% | $25.86 | $25.61 | -0.97% | Signal |
| 2025-03-19 | 2025-05-01 | Interest | 34% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2024-12-23 | 2025-04-16 | Interest | 33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2024-05-01 | 2025-03-19 | Completed | 34% | $23.92 | $25.43 | 6.34% | Signal |
| 2024-09-16 | 2025-03-06 | Interest | 33% | $1.00 | $1.02 | 1.98% | Interest Income |
| 2024-07-30 | 2024-12-23 | Completed | 33% | $24.79 | $24.74 | -0.22% | Signal |
| 2024-09-12 | 2024-09-16 | Completed | 33% | $25.39 | $25.56 | 0.66% | Signal |
| 2024-08-07 | 2024-09-12 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $25.11 | $24.97 | -0.55% | Signal |
| 2023-04-11 | 2024-08-05 | Interest | 33% | $1.00 | $1.06 | 5.52% | Interest Income |
| 2024-05-06 | 2024-07-30 | Interest | 33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2024-01-24 | 2024-05-06 | Completed | 33% | $24.19 | $24.13 | -0.24% | Signal |
| 2023-09-11 | 2024-05-01 | Interest | 34% | $1.00 | $1.03 | 2.76% | Interest Income |
| 2023-07-17 | 2024-01-24 | Interest | 33% | $1.00 | $1.02 | 2.23% | Interest Income |
| 2023-08-16 | 2023-09-11 | Completed | 34% | $23.50 | $23.59 | 0.37% | Signal |
| 2023-04-11 | 2023-08-16 | Interest | 34% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2023-03-14 | 2023-07-17 | Completed | 33% | $23.94 | $23.89 | -0.22% | Signal |
| 2023-04-06 | 2023-04-11 | Completed | 34% | $24.44 | $24.31 | -0.50% | Signal |
| 2023-04-06 | 2023-04-11 | Completed | 33% | $24.44 | $24.31 | -0.50% | Signal |
| 2022-08-08 | 2023-04-06 | Interest | 33% | $1.00 | $1.02 | 2.38% | Interest Income |
| 2022-04-21 | 2023-04-06 | Interest | 34% | $1.00 | $1.03 | 3.26% | Interest Income |
| 2022-02-11 | 2023-03-14 | Interest | 33% | $1.00 | $1.03 | 3.45% | Interest Income |
| 2022-05-25 | 2022-08-08 | Completed | 33% | $25.01 | $24.96 | -0.17% | Signal |
| 2022-05-03 | 2022-05-25 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-04-03 | 2022-05-03 | Completed | 33% | $23.61 | $25.09 | 6.27% | Stop |
| 2020-04-03 | 2022-04-21 | Completed | 34% | $23.61 | $25.30 | 7.19% | Signal |
| 2021-06-16 | 2022-02-11 | Completed | 33% | $25.50 | $25.54 | 0.17% | Signal |
| 2021-04-29 | 2021-06-16 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2020-04-03 | 2021-04-29 | Completed | 33% | $23.61 | $25.08 | 6.25% | Signal |
| 2020-03-12 | 2020-04-03 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-12 | 2020-04-03 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-09-04 | 2020-03-12 | Completed | 33% | $22.74 | $22.03 | -3.15% | Stop |
| 2019-05-22 | 2020-03-12 | Completed | 34% | $21.65 | $22.03 | 1.74% | Stop |
| 2019-03-13 | 2020-03-12 | Completed | 33% | $21.28 | $22.03 | 3.49% | Stop |
| 2019-08-12 | 2019-09-04 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-08-08 | 2019-08-12 | Completed | 33% | $22.48 | $22.61 | 0.58% | Signal |
| 2019-06-05 | 2019-08-08 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-05-31 | 2019-06-05 | Completed | 33% | $21.92 | $22.03 | 0.53% | Signal |
| 2019-03-20 | 2019-05-31 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-03-20 | 2019-05-22 | Interest | 34% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2019-03-15 | 2019-03-20 | Completed | 34% | $21.33 | $21.35 | 0.09% | Signal |
| 2019-03-15 | 2019-03-20 | Completed | 33% | $21.33 | $21.35 | 0.09% | Signal |
| 2017-09-25 | 2019-03-15 | Interest | 33% | $1.00 | $1.04 | 4.10% | Interest Income |
| 2017-02-03 | 2019-03-15 | Interest | 34% | $1.00 | $1.06 | 5.62% | Interest Income |
| 2018-10-01 | 2019-03-13 | Interest | 33% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2018-08-13 | 2018-10-01 | Completed | 33% | $21.13 | $20.97 | -0.78% | Signal |
| 2017-12-19 | 2018-08-13 | Interest | 33% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2017-10-20 | 2017-12-19 | Completed | 33% | $20.88 | $21.05 | 0.81% | Signal |
| 2017-07-13 | 2017-10-20 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2016-10-25 | 2017-09-25 | Completed | 33% | $21.00 | $21.01 | 0.05% | Signal |
| 2017-05-10 | 2017-07-13 | Completed | 33% | $20.71 | $20.72 | 0.03% | Signal |
| 2017-03-01 | 2017-05-10 | Interest | 33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2017-02-27 | 2017-03-01 | Completed | 33% | $20.99 | $20.69 | -1.46% | Signal |
| 2016-11-30 | 2017-02-27 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2016-05-17 | 2017-02-03 | Completed | 34% | $20.63 | $20.74 | 0.54% | Signal |
| 2016-03-28 | 2016-11-30 | Completed | 33% | $20.27 | $20.57 | 1.46% | Signal |
| 2016-10-03 | 2016-10-25 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-09-29 | 2016-10-03 | Completed | 33% | $21.07 | $21.13 | 0.26% | Signal |
| 2016-06-14 | 2016-09-29 | Interest | 33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2016-06-10 | 2016-06-14 | Completed | 33% | $20.73 | $20.72 | -0.07% | Signal |
| 2015-07-28 | 2016-06-10 | Interest | 33% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2015-01-20 | 2016-05-17 | Interest | 34% | $1.00 | $1.03 | 2.76% | Interest Income |
| 2015-05-12 | 2016-03-28 | Interest | 33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2015-03-13 | 2015-07-28 | Completed | 33% | $19.93 | $20.00 | 0.31% | Signal |
| 2015-04-08 | 2015-05-12 | Completed | 33% | $20.39 | $19.99 | -1.95% | Signal |
| 2014-10-28 | 2015-04-08 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2014-04-16 | 2015-03-13 | Interest | 33% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2014-06-18 | 2015-01-20 | Completed | 34% | $20.13 | $20.35 | 1.09% | Signal |
| 2014-05-09 | 2014-10-28 | Completed | 33% | $20.00 | $20.18 | 0.94% | Signal |
| 2014-04-16 | 2014-06-18 | Interest | 34% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2014-04-16 | 2014-05-09 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-04-14 | 2014-04-16 | Completed | 33% | $19.81 | $19.81 | 0.00% | Signal |
| 2014-04-14 | 2014-04-16 | Completed | 34% | $19.81 | $19.81 | 0.00% | Signal |
| 2014-04-14 | 2014-04-16 | Completed | 33% | $19.81 | $19.81 | 0.00% | Signal |
| 2013-09-05 | 2014-04-14 | Interest | 33% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2013-05-08 | 2014-04-14 | Interest | 34% | $1.00 | $1.02 | 2.46% | Interest Income |
| 2013-02-27 | 2014-04-14 | Interest | 33% | $1.00 | $1.03 | 2.83% | Interest Income |
| 2013-07-05 | 2013-09-05 | Completed | 33% | $19.35 | $19.07 | -1.49% | Signal |
| 2013-06-12 | 2013-07-05 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2012-07-30 | 2013-06-12 | Completed | 33% | $20.82 | $19.95 | -4.20% | Stop |
| 2012-07-30 | 2013-05-08 | Completed | 34% | $20.82 | $20.96 | 0.67% | Signal |
| 2012-07-30 | 2013-02-27 | Completed | 33% | $20.82 | $20.88 | 0.26% | Signal |
| 2012-07-26 | 2012-07-30 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-07-26 | 2012-07-30 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-07-26 | 2012-07-30 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
