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 | 3.26% | 0.22% | -0.95% | -5.12% | 0.64% | -0.86% | 2.07% | 0.87% |
| Sharpe Ratio | 0.47 | 0.02 | -0.12 | -0.36 | 0.07 | -0.06 | 0.22 | 0.07 |
| Max Drawdown | -5.12% | -6.00% | -14.19% | -40.98% | -26.55% | -46.18% | -26.55% | -46.18% |
| % Time Invested | 66.7% | 100.0% | 45.1% | 100.0% | 53.7% | 100.0% | 56.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-28 | Open | Open | 100% | $53.81 | $54.79 | 1.81% | Mark-to-Market |
| 2024-12-20 | 2025-08-28 | Interest | 100% | $1.00 | $1.03 | 2.94% | Interest Income |
| 2024-06-27 | 2024-12-20 | Completed | 100% | $54.10 | $52.89 | -2.24% | Signal |
| 2024-06-04 | 2024-06-27 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-29 | 2024-06-04 | Completed | 100% | $53.62 | $53.42 | -0.38% | Signal |
| 2023-07-28 | 2024-01-29 | Interest | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2023-05-02 | 2023-07-28 | Completed | 100% | $57.04 | $54.88 | -3.80% | Signal |
| 2022-02-15 | 2023-05-02 | Interest | 100% | $1.00 | $1.04 | 3.91% | Interest Income |
| 2021-08-17 | 2022-02-15 | Completed | 100% | $76.82 | $70.58 | -8.13% | Signal |
| 2021-07-12 | 2021-08-17 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2021-07-08 | 2021-07-12 | Completed | 100% | $76.62 | $75.77 | -1.11% | Signal |
| 2020-11-16 | 2021-07-08 | Interest | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2020-04-13 | 2020-11-16 | Completed | 100% | $83.08 | $80.42 | -3.21% | Signal |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-16 | 2020-03-19 | Completed | 100% | $59.13 | $74.36 | 25.76% | Stop |
| 2018-12-13 | 2019-01-16 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2018-12-11 | 2018-12-13 | Completed | 100% | $58.64 | $58.41 | -0.40% | Signal |
| 2018-09-28 | 2018-12-11 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-08-21 | 2018-09-28 | Completed | 100% | $59.19 | $57.66 | -2.59% | Signal |
| 2018-02-16 | 2018-08-21 | Interest | 100% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2017-06-21 | 2018-02-16 | Completed | 100% | $60.18 | $57.29 | -4.79% | Signal |
| 2016-11-18 | 2017-06-21 | Interest | 100% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2016-01-22 | 2016-11-18 | Completed | 100% | $57.24 | $56.88 | -0.62% | Signal |
| 2015-12-29 | 2016-01-22 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-11-27 | 2015-12-29 | Completed | 100% | $55.41 | $55.84 | 0.78% | Signal |
| 2015-06-22 | 2015-11-27 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2014-03-05 | 2015-06-22 | Completed | 100% | $47.42 | $53.58 | 12.99% | Signal |
| 2013-01-30 | 2014-03-05 | Interest | 100% | $1.00 | $1.03 | 2.68% | Interest Income |
| 2011-12-27 | 2013-01-30 | Completed | 100% | $48.49 | $49.52 | 2.14% | Signal |
| 2011-12-22 | 2011-12-27 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
