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 | 16.23% | 29.35% | 0.43% | 7.83% | 5.86% | 10.46% | 7.61% | 8.77% |
| Sharpe Ratio | 1.13 | 1.64 | 0.03 | 0.38 | 0.40 | 0.46 | 0.53 | 0.36 |
| Max Drawdown | -8.85% | -8.85% | -25.48% | -24.19% | -26.71% | -45.28% | -26.71% | -62.01% |
| % Time Invested | 75.0% | 100.0% | 69.0% | 100.0% | 74.0% | 100.0% | 70.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 0.9 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-30 | Open | Open | 100% | $199.12 | $228.98 | 15.00% | Mark-to-Market |
| 2025-03-14 | 2025-07-30 | Interest | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2023-12-15 | 2025-03-14 | Completed | 100% | $171.10 | $180.03 | 5.22% | Stop |
| 2023-10-24 | 2023-12-15 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2023-07-18 | 2023-10-24 | Completed | 100% | $160.23 | $144.08 | -10.08% | Signal |
| 2023-05-01 | 2023-07-18 | Interest | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2023-04-10 | 2023-05-01 | Completed | 100% | $144.78 | $147.23 | 1.69% | Signal |
| 2023-03-16 | 2023-04-10 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-27 | 2023-03-16 | Completed | 100% | $148.80 | $141.64 | -4.81% | Stop |
| 2022-11-03 | 2022-12-27 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-11-01 | 2022-11-03 | Completed | 100% | $150.23 | $143.68 | -4.36% | Signal |
| 2022-04-27 | 2022-11-01 | Interest | 100% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2022-04-19 | 2022-04-27 | Completed | 100% | $159.22 | $152.91 | -3.96% | Signal |
| 2022-03-16 | 2022-04-19 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2020-09-18 | 2022-03-16 | Completed | 100% | $102.18 | $156.89 | 53.54% | Signal |
| 2020-03-02 | 2020-09-18 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2019-11-06 | 2020-03-02 | Completed | 100% | $117.19 | $105.20 | -10.24% | Stop |
| 2019-10-07 | 2019-11-06 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-04-17 | 2019-10-07 | Completed | 100% | $115.42 | $109.89 | -4.79% | Signal |
| 2018-11-16 | 2019-04-17 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2016-04-28 | 2018-11-16 | Completed | 100% | $85.62 | $109.65 | 28.07% | Signal |
| 2015-08-25 | 2016-04-28 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2012-02-06 | 2015-08-25 | Completed | 100% | $52.06 | $79.71 | 53.11% | Stop |
| 2011-08-05 | 2012-02-06 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2010-10-22 | 2011-08-05 | Completed | 100% | $44.66 | $45.66 | 2.24% | Stop |
| 2010-08-16 | 2010-10-22 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2010-06-01 | 2010-08-16 | Completed | 100% | $41.81 | $39.06 | -6.59% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-17 | 2010-05-07 | Completed | 100% | $30.12 | $42.46 | 40.98% | Stop |
| 2007-08-17 | 2009-06-17 | Interest | 100% | $1.00 | $1.07 | 6.75% | Interest Income |
| 2006-09-08 | 2007-08-17 | Completed | 100% | $42.63 | $46.67 | 9.48% | Stop |
| 2006-08-16 | 2006-09-08 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-01-25 | 2006-08-16 | Completed | 100% | $41.79 | $42.42 | 1.51% | Signal |
| 2006-01-23 | 2006-01-25 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
