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 | 4.00% | 4.00% | 2.96% | 1.34% | 2.94% | 2.69% | 2.49% | 1.85% |
| Sharpe Ratio | 1.10 | 1.10 | 0.77 | 0.22 | 0.67 | 0.48 | 0.61 | 0.34 |
| Max Drawdown | -1.93% | -1.93% | -5.00% | -14.26% | -10.85% | -14.26% | -10.85% | -14.26% |
| % Time Invested | 100.0% | 100.0% | 68.9% | 100.0% | 74.3% | 100.0% | 67.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-01-09 | Open | Open | 100% | $24.18 | $26.83 | 10.95% | Mark-to-Market |
| 2023-08-22 | 2024-01-09 | Interest | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2023-05-03 | 2023-08-22 | Completed | 100% | $24.26 | $23.42 | -3.46% | Signal |
| 2023-04-11 | 2023-05-03 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-06 | 2023-04-11 | Completed | 100% | $24.44 | $24.31 | -0.50% | Signal |
| 2022-02-25 | 2023-04-06 | Interest | 100% | $1.00 | $1.04 | 3.62% | Interest Income |
| 2019-02-20 | 2022-02-25 | Completed | 100% | $21.19 | $25.82 | 21.85% | Signal |
| 2018-10-31 | 2019-02-20 | Interest | 100% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2018-07-02 | 2018-10-31 | Completed | 100% | $21.19 | $20.69 | -2.37% | Signal |
| 2018-03-07 | 2018-07-02 | Interest | 100% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2017-05-19 | 2018-03-07 | Completed | 100% | $20.87 | $20.86 | -0.07% | Signal |
| 2017-03-01 | 2017-05-19 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2017-02-27 | 2017-03-01 | Completed | 100% | $20.99 | $20.69 | -1.46% | Signal |
| 2016-12-22 | 2017-02-27 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2016-03-09 | 2016-12-22 | Completed | 100% | $20.10 | $20.32 | 1.07% | Signal |
| 2015-06-18 | 2016-03-09 | Interest | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2015-05-06 | 2015-06-18 | Completed | 100% | $20.18 | $20.02 | -0.77% | Signal |
| 2015-04-14 | 2015-05-06 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-03-20 | 2015-04-14 | Completed | 100% | $20.28 | $20.39 | 0.53% | Signal |
| 2014-12-26 | 2015-03-20 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2014-03-14 | 2014-12-26 | Completed | 100% | $19.79 | $19.93 | 0.72% | Signal |
| 2013-05-23 | 2014-03-14 | Interest | 100% | $1.00 | $1.02 | 2.15% | Interest Income |
| 2013-04-30 | 2013-05-23 | Completed | 100% | $21.22 | $20.59 | -2.98% | Signal |
| 2013-03-18 | 2013-04-30 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2012-07-30 | 2013-03-18 | Completed | 100% | $20.82 | $20.95 | 0.63% | Signal |
| 2012-07-26 | 2012-07-30 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
