VBR Vanguard Small-Cap Value Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for VBR (Vanguard Small-Cap Value Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.5% (compared to the benchmark's drawdown of -62.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.2%, compared to a Buy-and-Hold benchmark return of 8.9%. The strategy executed 59 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
VBR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.53% | 26.18% | 3.26% | 7.90% | 6.54% | 10.59% | 7.22% | 8.86% |
| Sharpe Ratio | 1.49 | 1.54 | 0.23 | 0.39 | 0.49 | 0.46 | 0.53 | 0.36 |
| Max Drawdown | -8.85% | -8.85% | -18.47% | -24.19% | -23.06% | -45.28% | -23.46% | -62.01% |
| % Time Invested | 100.0% | 100.0% | 91.5% | 100.0% | 92.1% | 100.0% | 89.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.8 | 0.0 | 2.9 | 0.0 | 2.9 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-13 | Open | Open | 33.33% | $201.64 | $234.83 | 16.46% | Mark-to-Market |
| 2025-07-21 | Open | Open | 33.33% | $198.16 | $234.83 | 18.51% | Mark-to-Market |
| 2025-04-29 | Open | Open | 33.33% | $175.69 | $234.83 | 33.66% | Mark-to-Market |
| 2025-06-03 | 2025-10-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.86% | Interest Income |
| 2025-06-03 | 2025-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2025-05-21 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-01 | 2025-05-21 | Completed | 33.33% | $177.06 | $187.51 | 5.90% | Signal |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-03-10 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-04-04 | 2025-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $182.37 | $169.23 | -7.20% | Stop |
| 2024-03-27 | 2025-04-04 | Completed | 33.33% | $180.40 | $168.30 | -6.71% | Stop |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-01-10 | 2025-03-10 | Completed | 33.33% | $168.42 | $184.30 | 9.43% | Stop |
| 2023-12-13 | 2025-03-10 | Completed | 33.33% | $161.96 | $184.30 | 13.80% | Stop |
| 2023-06-02 | 2024-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.06 | 5.61% | Interest Income |
| 2023-10-26 | 2024-01-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2023-07-10 | 2023-12-13 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.73% | Interest Income |
| 2023-08-01 | 2023-10-26 | Completed | 33.33% | $163.78 | $142.59 | -12.94% | Stop |
| 2023-06-02 | 2023-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-04-12 | 2023-07-10 | Completed | 33.33% | $149.48 | $154.90 | 3.63% | Signal |
| 2023-05-05 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-28 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-04-04 | 2023-05-05 | Completed | 33.33% | $149.34 | $143.65 | -3.81% | Stop |
| 2023-04-05 | 2023-04-28 | Completed | 33.33% | $145.43 | $145.63 | 0.14% | Signal |
| 2023-04-04 | 2023-04-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-12-02 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-03-20 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2022-11-01 | 2023-03-20 | Completed | 33.33% | $150.23 | $142.64 | -5.05% | Stop |
| 2022-11-01 | 2023-03-14 | Completed | 33.33% | $150.23 | $147.78 | -1.63% | Stop |
| 2022-11-16 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-10-19 | 2022-11-16 | Completed | 33.33% | $140.87 | $153.66 | 9.08% | Signal |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-10-04 | 2022-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-07 | 2022-09-27 | Completed | 33.33% | $154.27 | $134.71 | -12.68% | Stop |
| 2022-05-10 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-05-13 | 2022-06-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2021-02-10 | 2022-05-13 | Completed | 33.33% | $141.65 | $145.68 | 2.84% | Stop |
| 2020-10-26 | 2022-05-10 | Completed | 33.33% | $106.65 | $148.02 | 38.79% | Stop |
| 2022-02-28 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2021-10-21 | 2022-02-28 | Completed | 33.33% | $161.67 | $156.58 | -3.15% | Signal |
| 2021-09-23 | 2021-10-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-07-08 | 2021-09-23 | Completed | 33.33% | $92.68 | $153.68 | 65.82% | Signal |
| 2020-12-02 | 2021-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-06-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2020-06-02 | 2020-10-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2020-06-02 | 2020-07-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2020-04-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-25 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-23 | 2020-04-03 | Completed | 33.33% | $69.03 | $73.54 | 6.53% | Signal |
| 2020-03-23 | 2020-03-25 | Completed | 33.33% | $69.03 | $74.31 | 7.64% | Signal |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-02-13 | 2020-03-02 | Completed | 33.33% | $120.42 | $105.20 | -12.65% | Signal |
| 2019-11-13 | 2020-02-28 | Completed | 33.33% | $116.12 | $103.29 | -11.05% | Stop |
| 2019-07-17 | 2020-02-28 | Completed | 33.33% | $113.54 | $103.29 | -9.03% | Stop |
| 2019-07-17 | 2020-02-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2019-07-24 | 2019-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2019-03-28 | 2019-07-24 | Completed | 33.33% | $110.40 | $113.28 | 2.61% | Signal |
| 2019-03-04 | 2019-07-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.32% | Interest Income |
| 2019-01-11 | 2019-07-17 | Completed | 33.33% | $104.08 | $113.54 | 9.09% | Signal |
| 2019-03-04 | 2019-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2018-12-21 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-16 | 2018-12-21 | Completed | 33.33% | $109.65 | $97.44 | -11.14% | Stop |
| 2016-11-15 | 2018-12-18 | Completed | 33.33% | $94.58 | $101.07 | 6.87% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-11-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-10-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-10-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-06-07 | 2018-10-25 | Completed | 33.33% | $117.63 | $106.18 | -9.73% | Stop |
| 2016-07-11 | 2018-10-25 | Completed | 33.33% | $87.51 | $106.18 | 21.33% | Stop |
| 2018-04-26 | 2018-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2017-07-17 | 2018-04-26 | Completed | 33.33% | $103.37 | $111.09 | 7.47% | Signal |
| 2017-06-02 | 2017-07-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-04-27 | 2017-06-02 | Completed | 33.33% | $85.45 | $101.84 | 19.18% | Signal |
| 2016-11-02 | 2016-11-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-04-21 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2016-04-04 | 2016-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-04-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-02-04 | 2016-04-21 | Completed | 33.33% | $73.67 | $84.94 | 15.30% | Signal |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-02-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-13 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2016-01-12 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-01-04 | 2016-01-13 | Completed | 33.33% | $78.92 | $74.90 | -5.10% | Signal |
| 2012-08-23 | 2016-01-12 | Completed | 33.33% | $52.20 | $75.28 | 44.21% | Stop |
| 2015-11-03 | 2016-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2015-10-21 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-17 | 2015-10-21 | Completed | 33.33% | $81.84 | $83.10 | 1.54% | Signal |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-13 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-03-21 | 2015-08-25 | Completed | 33.33% | $52.78 | $79.71 | 51.00% | Stop |
| 2014-12-29 | 2015-08-13 | Completed | 33.33% | $84.85 | $84.20 | -0.77% | Signal |
| 2014-12-02 | 2014-12-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-23 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2012-09-05 | 2014-10-23 | Completed | 33.33% | $52.77 | $78.15 | 48.10% | Signal |
| 2012-07-03 | 2012-09-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2012-08-01 | 2012-08-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2011-10-27 | 2012-08-01 | Completed | 33.33% | $47.30 | $51.02 | 7.86% | Signal |
| 2012-06-27 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-12-29 | 2012-06-27 | Completed | 33.33% | $46.78 | $48.80 | 4.32% | Signal |
| 2012-01-04 | 2012-03-21 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-04 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-10-05 | 2011-10-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-30 | 2011-10-05 | Completed | 33.33% | $44.93 | $40.76 | -9.28% | Stop |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $43.93 | $38.19 | -13.06% | Stop |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 33.33% | $41.81 | $42.92 | 2.66% | Stop |
| 2010-06-01 | 2011-08-05 | Completed | 33.33% | $41.81 | $45.66 | 9.20% | Stop |
| 2011-07-29 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-10-19 | 2011-07-29 | Completed | 33.33% | $44.24 | $48.97 | 10.70% | Signal |
| 2010-09-02 | 2010-10-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-08-02 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-08-02 | Completed | 33.33% | $41.81 | $42.18 | 0.88% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-02-23 | 2010-05-07 | Completed | 33.33% | $39.93 | $42.46 | 6.34% | Stop |
| 2009-08-13 | 2010-05-07 | Completed | 33.33% | $35.58 | $42.46 | 19.34% | Stop |
| 2009-05-26 | 2010-05-07 | Completed | 33.33% | $28.85 | $42.46 | 47.16% | Stop |
| 2010-02-02 | 2010-02-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-11-02 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-09-15 | 2009-11-02 | Completed | 33.33% | $37.35 | $35.44 | -5.11% | Stop |
| 2009-07-02 | 2009-09-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-07-02 | 2009-08-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2009-05-04 | 2009-05-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2009-01-05 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2008-08-12 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2008-07-25 | 2008-08-12 | Completed | 33.33% | $40.89 | $43.41 | 6.15% | Signal |
| 2008-07-02 | 2008-07-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-06-02 | 2008-07-02 | Completed | 33.33% | $44.64 | $39.71 | -11.03% | Stop |
| 2008-04-11 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2007-10-12 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2007-08-07 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.03 | 3.45% | Interest Income |
| 2008-01-31 | 2008-04-11 | Completed | 33.33% | $40.92 | $41.91 | 2.44% | Signal |
| 2008-01-08 | 2008-01-31 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2007-09-11 | 2008-01-08 | Completed | 33.33% | $45.59 | $41.66 | -8.61% | Stop |
| 2007-08-29 | 2007-10-12 | Completed | 33.33% | $45.56 | $48.59 | 6.64% | Signal |
| 2007-08-17 | 2007-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2007-08-07 | 2007-08-29 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2006-01-25 | 2007-08-17 | Completed | 33.33% | $41.79 | $46.67 | 11.69% | Stop |
| 2006-11-29 | 2007-08-07 | Completed | 33.33% | $46.67 | $45.31 | -2.92% | Stop |
| 2006-09-06 | 2007-08-07 | Completed | 33.33% | $43.32 | $45.31 | 4.57% | Stop |
| 2006-10-27 | 2006-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2006-01-25 | 2006-10-27 | Completed | 33.33% | $41.79 | $46.04 | 10.19% | Signal |
| 2006-07-10 | 2006-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2006-01-25 | 2006-07-10 | Completed | 33.33% | $41.79 | $42.50 | 1.70% | Signal |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |