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 | 29.35% | 29.35% | 5.18% | 7.83% | 4.74% | 10.46% | 4.94% | 8.77% |
| Sharpe Ratio | 1.64 | 1.64 | 0.31 | 0.38 | 0.35 | 0.46 | 0.34 | 0.36 |
| Max Drawdown | -8.85% | -8.85% | -27.80% | -24.19% | -27.80% | -45.28% | -31.12% | -62.01% |
| % Time Invested | 100.0% | 100.0% | 68.8% | 100.0% | 60.3% | 100.0% | 66.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-07 | Open | Open | 100% | $159.93 | $228.98 | 43.18% | Mark-to-Market |
| 2025-03-14 | 2025-04-07 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-03-13 | 2025-03-14 | Completed | 100% | $177.09 | $180.03 | 1.66% | Stop |
| 2023-04-06 | 2024-03-13 | Interest | 100% | $1.00 | $1.04 | 3.79% | Interest Income |
| 2023-04-04 | 2023-04-06 | Completed | 100% | $149.34 | $145.23 | -2.75% | Signal |
| 2022-11-16 | 2023-04-04 | Interest | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2022-10-18 | 2022-11-16 | Completed | 100% | $142.66 | $153.66 | 7.71% | Signal |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-13 | 2022-09-26 | Completed | 100% | $137.14 | $134.75 | -1.74% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-03 | 2022-06-17 | Completed | 100% | $154.69 | $135.12 | -12.65% | Stop |
| 2022-05-11 | 2022-06-03 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-03-30 | 2022-05-11 | Completed | 100% | $147.49 | $145.61 | -1.27% | Stop |
| 2021-02-18 | 2021-03-30 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2021-02-10 | 2021-02-18 | Completed | 100% | $141.65 | $140.31 | -0.94% | Signal |
| 2019-07-10 | 2021-02-10 | Interest | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2019-01-10 | 2019-07-10 | Completed | 100% | $103.24 | $113.92 | 10.34% | Signal |
| 2018-12-17 | 2019-01-10 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-12-19 | 2018-12-17 | Completed | 100% | $100.38 | $102.23 | 1.85% | Stop |
| 2016-11-17 | 2016-12-19 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-11-15 | 2016-11-17 | Completed | 100% | $94.58 | $95.30 | 0.76% | Signal |
| 2016-03-14 | 2016-11-15 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2016-02-09 | 2016-03-14 | Completed | 100% | $71.03 | $80.37 | 13.15% | Signal |
| 2016-01-15 | 2016-02-09 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-15 | Completed | 100% | $81.84 | $71.73 | -12.35% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-09-19 | 2015-08-25 | Completed | 100% | $55.03 | $79.71 | 44.85% | Stop |
| 2012-07-03 | 2012-09-19 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2011-10-26 | 2012-07-03 | Completed | 100% | $45.77 | $51.49 | 12.49% | Signal |
| 2011-10-04 | 2011-10-26 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-08-29 | 2011-10-04 | Completed | 100% | $43.93 | $38.19 | -13.06% | Stop |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $41.81 | $45.66 | 9.20% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-19 | 2010-05-07 | Completed | 100% | $42.75 | $42.46 | -0.69% | Stop |
| 2010-02-25 | 2010-03-19 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-23 | 2010-02-25 | Completed | 100% | $39.93 | $39.42 | -1.26% | Signal |
| 2009-09-18 | 2010-02-23 | Interest | 100% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2009-09-15 | 2009-09-18 | Completed | 100% | $37.35 | $38.70 | 3.62% | Signal |
| 2008-03-17 | 2009-09-15 | Interest | 100% | $1.00 | $1.05 | 5.20% | Interest Income |
| 2008-01-30 | 2008-03-17 | Completed | 100% | $41.59 | $39.93 | -4.00% | Signal |
| 2008-01-07 | 2008-01-30 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-11 | 2008-01-07 | Completed | 100% | $45.59 | $41.79 | -8.33% | Stop |
| 2007-08-17 | 2007-09-11 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-01-25 | 2007-08-17 | Completed | 100% | $41.79 | $46.67 | 11.69% | Stop |
| 2006-01-23 | 2006-01-25 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
