VGIT
VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VGIT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.83% | 2.83% | 2.26% | 0.21% | 2.63% | 1.31% | 2.41% | 1.57% |
| Sharpe Ratio | 0.80 | 0.80 | 0.65 | 0.04 | 0.81 | 0.29 | 0.75 | 0.37 |
| Max Drawdown | -2.42% | -2.42% | -4.65% | -15.02% | -4.65% | -16.05% | -4.65% | -16.05% |
| % Time Invested | 100.0% | 100.0% | 56.8% | 100.0% | 62.2% | 100.0% | 67.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-19 | Open | Open | 100% | $56.54 | $59.23 | 4.76% | Mark-to-Market |
| 2025-02-25 | 2025-03-19 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-04 | 2025-02-25 | Completed | 100% | $54.27 | $56.32 | 3.77% | Signal |
| 2023-08-14 | 2024-01-04 | Interest | 100% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2023-03-22 | 2023-08-14 | Completed | 100% | $53.32 | $52.52 | -1.50% | Signal |
| 2021-10-29 | 2023-03-22 | Interest | 100% | $1.00 | $1.04 | 4.01% | Interest Income |
| 2021-08-20 | 2021-10-29 | Completed | 100% | $59.52 | $58.34 | -1.98% | Signal |
| 2020-12-18 | 2021-08-20 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2018-12-06 | 2020-12-18 | Completed | 100% | $51.78 | $59.98 | 15.85% | Signal |
| 2018-11-08 | 2018-12-06 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-08-30 | 2018-11-08 | Completed | 100% | $51.31 | $50.80 | -1.00% | Signal |
| 2018-05-31 | 2018-08-30 | Interest | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2018-05-29 | 2018-05-31 | Completed | 100% | $51.06 | $51.14 | 0.16% | Signal |
| 2017-12-21 | 2018-05-29 | Interest | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2017-06-02 | 2017-12-21 | Completed | 100% | $52.14 | $51.61 | -1.02% | Signal |
| 2016-11-25 | 2017-06-02 | Interest | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2015-08-31 | 2016-11-25 | Completed | 100% | $50.68 | $51.03 | 0.69% | Signal |
| 2015-08-07 | 2015-08-31 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-02-26 | 2015-08-07 | Completed | 100% | $48.47 | $50.38 | 3.93% | Signal |
| 2013-06-25 | 2014-02-26 | Interest | 100% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2013-04-12 | 2013-06-25 | Completed | 100% | $49.28 | $47.69 | -3.23% | Signal |
| 2013-02-27 | 2013-04-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2011-11-16 | 2013-02-27 | Completed | 100% | $47.48 | $49.02 | 3.24% | Signal |
| 2011-11-14 | 2011-11-16 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
