VEU
VANGUARD FTSE ALL-WORLD EX-US INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VEU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 30.85% | 30.85% | 6.02% | 8.00% | 7.10% | 9.28% | 5.28% | 10.37% |
| Sharpe Ratio | 1.88 | 1.88 | 0.45 | 0.48 | 0.54 | 0.52 | 0.39 | 0.52 |
| Max Drawdown | -11.43% | -11.43% | -27.48% | -29.32% | -27.48% | -34.98% | -32.40% | -34.98% |
| % Time Invested | 100.0% | 100.0% | 71.7% | 100.0% | 65.1% | 100.0% | 62.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.9 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-12-01 | Open | Open | 100% | $49.98 | $79.13 | 58.31% | Mark-to-Market |
| 2023-01-20 | 2023-12-01 | Interest | 100% | $1.00 | $1.03 | 3.43% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $49.32 | $48.71 | -1.23% | Signal |
| 2022-08-16 | 2023-01-18 | Interest | 100% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2022-07-13 | 2022-08-16 | Completed | 100% | $42.82 | $46.41 | 8.37% | Signal |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-03-30 | 2022-06-17 | Completed | 100% | $51.44 | $43.98 | -14.51% | Stop |
| 2022-03-08 | 2022-03-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-05-29 | 2022-03-08 | Completed | 100% | $38.18 | $47.27 | 23.79% | Stop |
| 2020-05-04 | 2020-05-29 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-01 | 2020-05-04 | Completed | 100% | $33.08 | $35.40 | 7.04% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-01-31 | 2020-03-10 | Completed | 100% | $43.49 | $38.22 | -12.12% | Stop |
| 2019-09-17 | 2020-01-31 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2019-09-13 | 2019-09-17 | Completed | 100% | $41.63 | $41.21 | -1.00% | Signal |
| 2019-02-15 | 2019-09-13 | Interest | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2018-11-02 | 2019-02-15 | Completed | 100% | $39.12 | $39.57 | 1.14% | Signal |
| 2018-10-11 | 2018-11-02 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-03-31 | 2018-10-11 | Completed | 100% | $36.40 | $39.00 | 7.15% | Stop |
| 2015-10-13 | 2017-03-31 | Interest | 100% | $1.00 | $1.03 | 2.93% | Interest Income |
| 2015-10-08 | 2015-10-13 | Completed | 100% | $32.85 | $32.88 | 0.11% | Signal |
| 2015-07-24 | 2015-10-08 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2013-03-26 | 2015-07-24 | Completed | 100% | $31.22 | $35.11 | 12.46% | Signal |
| 2012-12-14 | 2013-03-26 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2012-12-07 | 2012-12-14 | Completed | 100% | $29.70 | $30.04 | 1.17% | Signal |
| 2012-04-05 | 2012-12-07 | Interest | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2011-12-19 | 2012-04-05 | Completed | 100% | $25.12 | $28.10 | 11.85% | Signal |
| 2011-11-25 | 2011-12-19 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-10-17 | 2011-11-25 | Completed | 100% | $26.65 | $24.24 | -9.01% | Stop |
| 2011-09-23 | 2011-10-17 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-08-29 | 2011-09-23 | Completed | 100% | $27.51 | $23.92 | -13.05% | 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% | $23.79 | $28.33 | 19.12% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-04 | 2010-05-07 | Completed | 100% | $26.49 | $24.68 | -6.86% | Stop |
| 2009-07-29 | 2010-03-04 | Interest | 100% | $1.00 | $1.02 | 2.09% | Interest Income |
| 2009-07-22 | 2009-07-29 | Completed | 100% | $22.82 | $23.41 | 2.58% | Signal |
| 2009-03-23 | 2009-07-22 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2009-03-19 | 2009-03-23 | Completed | 100% | $17.37 | $17.19 | -1.01% | Signal |
| 2009-02-27 | 2009-03-19 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
Return Distribution Analysis
