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% | 1.58% | 0.14% | 2.06% | 1.58% | 2.28% | 2.10% |
| Sharpe Ratio | 0.99 | 0.99 | 0.38 | 0.02 | 0.47 | 0.29 | 0.57 | 0.42 |
| Max Drawdown | -2.51% | -2.51% | -5.28% | -18.01% | -10.27% | -18.74% | -10.27% | -18.74% |
| % Time Invested | 100.0% | 100.0% | 64.5% | 100.0% | 69.0% | 100.0% | 68.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-18 | Open | Open | 100% | $22.04 | $23.15 | 5.04% | Mark-to-Market |
| 2025-02-24 | 2025-03-18 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-04 | 2025-02-24 | Completed | 100% | $21.13 | $21.90 | 3.64% | Signal |
| 2023-08-22 | 2024-01-04 | Interest | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2023-02-06 | 2023-08-22 | Completed | 100% | $20.83 | $20.15 | -3.26% | Signal |
| 2022-01-07 | 2023-02-06 | Interest | 100% | $1.00 | $1.03 | 3.24% | Interest Income |
| 2021-08-04 | 2022-01-07 | Completed | 100% | $23.59 | $22.95 | -2.73% | Signal |
| 2021-02-26 | 2021-08-04 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2019-01-07 | 2021-02-26 | Completed | 100% | $20.32 | $22.98 | 13.11% | Signal |
| 2018-12-12 | 2019-01-07 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-06 | 2018-12-12 | Completed | 100% | $20.00 | $20.03 | 0.12% | Signal |
| 2018-11-05 | 2018-12-06 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2018-08-30 | 2018-11-05 | Completed | 100% | $20.04 | $19.71 | -1.62% | Signal |
| 2018-02-12 | 2018-08-30 | Interest | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2017-05-26 | 2018-02-12 | Completed | 100% | $20.00 | $19.84 | -0.79% | Signal |
| 2017-03-28 | 2017-05-26 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2017-03-24 | 2017-03-28 | Completed | 100% | $19.71 | $19.79 | 0.41% | Signal |
| 2016-12-08 | 2017-03-24 | Interest | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-02-03 | 2016-12-08 | Completed | 100% | $19.41 | $19.55 | 0.72% | Signal |
| 2016-01-11 | 2016-02-03 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-10-15 | 2016-01-11 | Completed | 100% | $19.33 | $19.25 | -0.42% | Signal |
| 2015-07-07 | 2015-10-15 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2014-01-27 | 2015-07-07 | Completed | 100% | $18.18 | $19.09 | 5.00% | Signal |
| 2014-01-02 | 2014-01-27 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2013-12-27 | 2014-01-02 | Completed | 100% | $17.99 | $17.97 | -0.10% | Signal |
| 2013-07-09 | 2013-12-27 | Interest | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
Return Distribution Analysis
