VBR
VANGUARD SMALL-CAP VALUE INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VBR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.82% | 29.35% | 3.57% | 7.83% | 6.27% | 10.46% | 7.25% | 8.77% |
| Sharpe Ratio | 1.60 | 1.64 | 0.26 | 0.38 | 0.51 | 0.46 | 0.56 | 0.36 |
| Max Drawdown | -8.85% | -8.85% | -17.85% | -24.19% | -19.67% | -45.28% | -19.67% | -62.01% |
| % Time Invested | 100.0% | 100.0% | 92.0% | 100.0% | 92.2% | 100.0% | 88.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.2 | 0.0 | 3.1 | 0.0 | 3.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-13 | Open | Open | 34% | $201.64 | $228.98 | 13.56% | Mark-to-Market |
| 2025-07-21 | Open | Open | 33% | $198.16 | $228.98 | 15.56% | Mark-to-Market |
| 2025-04-29 | Open | Open | 33% | $175.69 | $228.98 | 30.33% | Mark-to-Market |
| 2025-05-21 | 2025-10-13 | Interest | 34% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2025-03-10 | 2025-07-21 | Interest | 33% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2025-05-01 | 2025-05-21 | Completed | 34% | $177.06 | $187.51 | 5.90% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-04 | 2025-04-29 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-01 | 2025-04-08 | Completed | 34% | $182.37 | $169.23 | -7.20% | Stop |
| 2024-03-15 | 2025-04-04 | Completed | 33% | $175.20 | $168.30 | -3.94% | Stop |
| 2025-03-10 | 2025-04-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-09 | 2025-03-10 | Completed | 33% | $168.38 | $184.30 | 9.46% | Stop |
| 2023-11-17 | 2025-03-10 | Completed | 34% | $154.49 | $184.30 | 19.29% | Stop |
| 2023-04-06 | 2024-03-15 | Interest | 33% | $1.00 | $1.04 | 3.83% | Interest Income |
| 2023-10-26 | 2024-01-09 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2023-08-09 | 2023-11-17 | Interest | 34% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2023-07-31 | 2023-10-26 | Completed | 33% | $164.10 | $142.59 | -13.11% | Stop |
| 2023-03-20 | 2023-08-09 | Completed | 34% | $142.64 | $162.41 | 13.86% | Signal |
| 2023-05-01 | 2023-07-31 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2023-04-05 | 2023-05-01 | Completed | 33% | $145.43 | $147.23 | 1.24% | Signal |
| 2023-04-04 | 2023-04-06 | Completed | 33% | $149.34 | $145.23 | -2.75% | Signal |
| 2023-03-14 | 2023-04-05 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-11 | 2023-04-04 | Interest | 33% | $1.00 | $1.01 | 1.39% | Interest Income |
| 2022-11-03 | 2023-03-20 | Interest | 34% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2023-01-03 | 2023-03-14 | Completed | 33% | $148.93 | $147.78 | -0.78% | Stop |
| 2022-11-03 | 2023-01-03 | Interest | 33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2022-10-19 | 2022-11-11 | Completed | 33% | $140.87 | $154.36 | 9.58% | Signal |
| 2022-11-01 | 2022-11-03 | Completed | 33% | $150.23 | $143.68 | -4.36% | Signal |
| 2022-11-01 | 2022-11-03 | Completed | 34% | $150.23 | $143.68 | -4.36% | Signal |
| 2022-05-10 | 2022-11-01 | Interest | 34% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2022-02-24 | 2022-11-01 | Interest | 33% | $1.00 | $1.02 | 2.05% | Interest Income |
| 2022-09-27 | 2022-10-19 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-07 | 2022-09-27 | Completed | 33% | $154.27 | $134.71 | -12.68% | Stop |
| 2022-05-13 | 2022-06-07 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-03-31 | 2022-05-13 | Completed | 33% | $149.60 | $145.68 | -2.63% | Stop |
| 2020-10-27 | 2022-05-10 | Completed | 34% | $105.49 | $148.02 | 40.31% | Stop |
| 2021-11-16 | 2022-02-24 | Completed | 33% | $167.88 | $149.28 | -11.08% | Signal |
| 2021-10-25 | 2021-11-16 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-10-21 | 2021-10-25 | Completed | 33% | $161.67 | $162.84 | 0.72% | Signal |
| 2021-09-21 | 2021-10-21 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-07-08 | 2021-09-21 | Completed | 33% | $92.68 | $152.16 | 64.17% | Signal |
| 2021-02-18 | 2021-03-31 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-02-10 | 2021-02-18 | Completed | 33% | $141.65 | $140.31 | -0.94% | Signal |
| 2019-07-17 | 2021-02-10 | Interest | 33% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2020-04-02 | 2020-10-27 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-02-28 | 2020-07-08 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2020-03-23 | 2020-04-02 | Completed | 34% | $69.03 | $73.28 | 6.15% | Signal |
| 2020-02-28 | 2020-03-23 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-13 | 2020-02-28 | Completed | 33% | $116.12 | $103.29 | -11.05% | Stop |
| 2019-07-17 | 2020-02-28 | Completed | 34% | $113.54 | $103.29 | -9.03% | Stop |
| 2019-07-24 | 2019-11-13 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2019-03-29 | 2019-07-24 | Completed | 33% | $111.66 | $113.28 | 1.45% | Signal |
| 2019-01-11 | 2019-07-17 | Completed | 33% | $104.08 | $113.54 | 9.09% | Signal |
| 2018-12-21 | 2019-07-17 | Interest | 34% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2018-10-25 | 2019-03-29 | Interest | 33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-16 | 2018-12-21 | Completed | 34% | $109.65 | $97.44 | -11.14% | Stop |
| 2016-12-19 | 2018-12-18 | Completed | 33% | $100.38 | $101.07 | 0.69% | Stop |
| 2018-10-25 | 2018-11-16 | Interest | 34% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-06-15 | 2018-10-25 | Completed | 33% | $116.95 | $106.18 | -9.21% | Stop |
| 2016-07-13 | 2018-10-25 | Completed | 34% | $89.31 | $106.18 | 18.89% | Stop |
| 2018-04-24 | 2018-06-15 | Interest | 33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2017-08-18 | 2018-04-24 | Completed | 33% | $99.18 | $111.76 | 12.68% | Signal |
| 2017-05-30 | 2017-08-18 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2016-04-28 | 2017-05-30 | Completed | 33% | $85.62 | $100.33 | 17.19% | Signal |
| 2016-11-17 | 2016-12-19 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-11-15 | 2016-11-17 | Completed | 33% | $94.58 | $95.30 | 0.76% | Signal |
| 2016-03-15 | 2016-11-15 | Interest | 33% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2015-10-09 | 2016-07-13 | Interest | 34% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2015-08-04 | 2016-04-28 | Interest | 33% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2016-02-04 | 2016-03-15 | Completed | 33% | $73.67 | $79.96 | 8.55% | Signal |
| 2016-01-12 | 2016-02-04 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2012-09-17 | 2016-01-12 | Completed | 33% | $55.43 | $75.28 | 35.82% | Stop |
| 2015-09-17 | 2015-10-09 | Completed | 34% | $81.84 | $82.97 | 1.38% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-23 | 2015-08-25 | Completed | 34% | $52.01 | $79.71 | 53.26% | Stop |
| 2015-01-26 | 2015-08-04 | Completed | 33% | $82.70 | $84.64 | 2.35% | Signal |
| 2014-12-31 | 2015-01-26 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2014-12-29 | 2014-12-31 | Completed | 33% | $84.85 | $85.14 | 0.35% | Signal |
| 2014-10-17 | 2014-12-29 | Interest | 33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2012-09-07 | 2014-10-17 | Completed | 33% | $53.79 | $76.50 | 42.21% | Signal |
| 2012-07-05 | 2012-09-17 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2012-06-25 | 2012-09-07 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2011-10-27 | 2012-07-05 | Completed | 33% | $47.30 | $52.05 | 10.04% | Signal |
| 2011-12-30 | 2012-06-25 | Completed | 33% | $47.14 | $48.62 | 3.13% | Signal |
| 2011-09-29 | 2012-03-23 | Interest | 34% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2011-07-22 | 2011-12-30 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2011-10-05 | 2011-10-27 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-30 | 2011-10-05 | Completed | 33% | $44.93 | $40.76 | -9.28% | Stop |
| 2011-08-29 | 2011-09-29 | Completed | 34% | $43.93 | $41.90 | -4.63% | Signal |
| 2011-08-08 | 2011-08-30 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 33% | $41.81 | $42.92 | 2.66% | Stop |
| 2010-12-01 | 2011-08-05 | Completed | 34% | $46.14 | $45.66 | -1.05% | Stop |
| 2010-10-21 | 2011-07-22 | Completed | 33% | $44.88 | $52.03 | 15.92% | Signal |
| 2010-11-08 | 2010-12-01 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2010-06-01 | 2010-11-08 | Completed | 34% | $41.81 | $46.41 | 11.00% | Signal |
| 2010-07-30 | 2010-10-21 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2010-06-01 | 2010-07-30 | Completed | 33% | $41.81 | $41.09 | -1.73% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-19 | 2010-05-07 | Completed | 33% | $42.75 | $42.46 | -0.69% | Stop |
| 2009-08-14 | 2010-05-07 | Completed | 34% | $35.46 | $42.46 | 19.72% | Stop |
| 2009-05-27 | 2010-05-07 | Completed | 33% | $30.31 | $42.46 | 40.06% | Stop |
| 2010-02-25 | 2010-03-19 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-23 | 2010-02-25 | Completed | 33% | $39.93 | $39.42 | -1.26% | Signal |
| 2009-09-18 | 2010-02-23 | Interest | 33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2009-09-15 | 2009-09-18 | Completed | 33% | $37.35 | $38.70 | 3.62% | Signal |
| 2008-03-24 | 2009-09-15 | Interest | 33% | $1.00 | $1.05 | 5.14% | Interest Income |
| 2007-10-11 | 2009-08-14 | Interest | 34% | $1.00 | $1.07 | 6.65% | Interest Income |
| 2008-08-06 | 2009-05-27 | Interest | 33% | $1.00 | $1.03 | 2.53% | Interest Income |
| 2008-07-25 | 2008-08-06 | Completed | 33% | $40.89 | $41.99 | 2.68% | Signal |
| 2008-07-02 | 2008-07-25 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-06-04 | 2008-07-02 | Completed | 33% | $44.29 | $39.71 | -10.34% | Stop |
| 2007-08-07 | 2008-06-04 | Interest | 33% | $1.00 | $1.03 | 3.33% | Interest Income |
| 2008-01-31 | 2008-03-24 | Completed | 33% | $40.92 | $41.66 | 1.83% | Signal |
| 2008-01-08 | 2008-01-31 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-11 | 2008-01-08 | Completed | 33% | $45.59 | $41.66 | -8.61% | Stop |
| 2007-08-29 | 2007-10-11 | Completed | 34% | $45.56 | $49.09 | 7.75% | Signal |
| 2007-08-17 | 2007-09-11 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2007-08-07 | 2007-08-29 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-01-25 | 2007-08-17 | Completed | 33% | $41.79 | $46.67 | 11.69% | Stop |
| 2006-11-28 | 2007-08-07 | Completed | 34% | $46.07 | $45.31 | -1.66% | Stop |
| 2006-10-17 | 2007-08-07 | Completed | 33% | $45.54 | $45.31 | -0.50% | Stop |
| 2006-10-27 | 2006-11-28 | Interest | 34% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2006-01-25 | 2006-10-27 | Completed | 34% | $41.79 | $46.04 | 10.19% | Signal |
| 2006-09-08 | 2006-10-17 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2006-09-06 | 2006-09-08 | Completed | 33% | $43.32 | $42.63 | -1.61% | Signal |
| 2006-07-10 | 2006-09-06 | Interest | 33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2006-01-25 | 2006-07-10 | Completed | 33% | $41.79 | $42.50 | 1.70% | Signal |
| 2006-01-23 | 2006-01-25 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
