SCHZ
SCHWAB U.S. AGGREGATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SCHZ Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.90% | 3.90% | 3.27% | 0.14% | 2.63% | 1.58% | 2.52% | 2.10% |
| Sharpe Ratio | 0.99 | 0.99 | 1.21 | 0.02 | 0.72 | 0.29 | 0.73 | 0.42 |
| Max Drawdown | -2.51% | -2.51% | -3.18% | -18.01% | -10.27% | -18.74% | -10.27% | -18.74% |
| % Time Invested | 100.0% | 100.0% | 40.8% | 100.0% | 48.5% | 100.0% | 49.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.5 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-11-11 | Open | Open | 100% | $21.76 | $23.15 | 6.36% | Mark-to-Market |
| 2024-08-07 | 2024-11-11 | Interest | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $22.12 | $21.82 | -1.33% | Signal |
| 2021-11-22 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 9.84% | Interest Income |
| 2019-08-15 | 2021-11-22 | Completed | 100% | $21.97 | $23.17 | 5.50% | Signal |
| 2019-04-02 | 2019-08-15 | Interest | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2019-03-29 | 2019-04-02 | Completed | 100% | $20.83 | $20.78 | -0.22% | Signal |
| 2018-12-12 | 2019-03-29 | Interest | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2018-12-06 | 2018-12-12 | Completed | 100% | $20.00 | $20.03 | 0.12% | Signal |
| 2017-07-27 | 2018-12-06 | Interest | 100% | $1.00 | $1.04 | 3.73% | Interest Income |
| 2016-06-28 | 2017-07-27 | Completed | 100% | $20.12 | $20.10 | -0.10% | Signal |
| 2016-03-23 | 2016-06-28 | Interest | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2014-12-19 | 2016-03-23 | Completed | 100% | $18.96 | $19.53 | 3.01% | Signal |
| 2014-04-03 | 2014-12-19 | Interest | 100% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2014-04-01 | 2014-04-03 | Completed | 100% | $18.29 | $18.24 | -0.25% | Signal |
| 2013-09-09 | 2014-04-01 | Interest | 100% | $1.00 | $1.02 | 1.53% | Interest Income |
| 2013-07-11 | 2013-09-09 | Completed | 100% | $17.76 | $17.72 | -0.24% | Signal |
| 2013-07-09 | 2013-07-11 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
