VGLT
VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VGLT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.22% | 0.22% | 4.00% | -5.12% | 2.15% | -0.86% | 1.89% | 0.87% |
| Sharpe Ratio | 497.05 | 0.02 | 1.32 | -0.36 | 0.27 | -0.06 | 0.21 | 0.07 |
| Max Drawdown | 0.00% | -6.00% | -3.45% | -40.98% | -25.47% | -46.18% | -25.47% | -46.18% |
| % Time Invested | 0.0% | 100.0% | 6.1% | 100.0% | 30.7% | 100.0% | 42.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.7 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-08-07 | Open | Interest | 100% | $1.00 | $1.00 | 7.38% | Mark-to-Market |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $57.98 | $55.98 | -3.46% | Signal |
| 2021-08-13 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 10.29% | Interest Income |
| 2021-03-16 | 2021-08-13 | Completed | 100% | $70.22 | $75.81 | 7.97% | Signal |
| 2021-02-22 | 2021-03-16 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-04-13 | 2021-02-22 | Completed | 100% | $83.08 | $73.44 | -11.60% | Stop |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-06 | 2020-03-19 | Completed | 100% | $69.18 | $74.36 | 7.48% | Stop |
| 2019-06-05 | 2019-08-06 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 100% | $65.80 | $65.11 | -1.05% | Signal |
| 2018-12-13 | 2019-06-03 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2018-12-11 | 2018-12-13 | Completed | 100% | $58.64 | $58.41 | -0.40% | Signal |
| 2017-07-14 | 2018-12-11 | Interest | 100% | $1.00 | $1.04 | 3.84% | Interest Income |
| 2016-12-19 | 2017-07-14 | Completed | 100% | $55.30 | $58.99 | 6.67% | Signal |
| 2016-11-25 | 2016-12-19 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2014-11-28 | 2016-11-25 | Completed | 100% | $54.36 | $56.68 | 4.26% | Stop |
| 2013-08-26 | 2014-11-28 | Interest | 100% | $1.00 | $1.03 | 3.32% | Interest Income |
| 2013-07-30 | 2013-08-26 | Completed | 100% | $46.57 | $45.45 | -2.40% | Signal |
| 2013-07-08 | 2013-07-30 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2011-12-27 | 2013-07-08 | Completed | 100% | $48.49 | $46.21 | -4.69% | Stop |
| 2011-12-22 | 2011-12-27 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
