Moving Average (50/200)
VHT
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
VHT Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 6.37% | 10.02% | Compound Annual Growth Rate. Measures the mean annual growth rate of an investment over a specified period of time longer than one year. |
| Sharpe Ratio | 0.51 | 0.56 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -25.62% | -39.12% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 72.0% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.0 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-09 | 2026-04-07 | OPEN | 100% | $267.44 | $272.82 | 2.01% | Mark-to-Market |
| 2025-05-05 | 2025-10-09 | INTEREST | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2025-05-01 | 2025-05-05 | COMPLETED | 100% | $249.18 | $248.25 | -0.37% | Signal |
| 2024-12-26 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2024-01-11 | 2024-12-26 | COMPLETED | 100% | $249.10 | $250.87 | 0.71% | Signal |
| 2023-10-19 | 2024-01-11 | INTEREST | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2023-05-12 | 2023-10-19 | COMPLETED | 100% | $233.70 | $226.41 | -3.12% | Signal |
| 2023-04-04 | 2023-05-12 | INTEREST | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-12-12 | 2023-04-04 | COMPLETED | 100% | $238.73 | $230.05 | -3.64% | Signal |
| 2022-03-01 | 2022-12-12 | INTEREST | 100% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2020-06-01 | 2022-03-01 | COMPLETED | 100% | $179.28 | $227.13 | 26.69% | Signal |
| 2020-04-14 | 2020-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-04-06 | 2020-04-14 | COMPLETED | 100% | $153.71 | $164.91 | 7.29% | Signal |
| 2020-03-13 | 2020-04-06 | INTEREST | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-07-03 | 2020-03-13 | COMPLETED | 100% | $159.47 | $151.48 | -5.01% | Stop |
| 2019-05-21 | 2019-07-03 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2019-03-13 | 2019-05-21 | COMPLETED | 100% | $154.48 | $150.17 | -2.79% | Signal |
| 2019-01-29 | 2019-03-13 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-01-17 | 2019-01-29 | COMPLETED | 100% | $147.87 | $147.57 | -0.20% | Signal |
| 2018-12-24 | 2019-01-17 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-02-23 | 2018-12-24 | COMPLETED | 100% | $119.23 | $135.85 | 13.93% | Stop |
| 2016-12-02 | 2017-02-23 | INTEREST | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2016-06-01 | 2016-12-02 | COMPLETED | 100% | $111.80 | $108.93 | -2.57% | Signal |
| 2015-10-05 | 2016-06-01 | INTEREST | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2015-09-17 | 2015-10-05 | COMPLETED | 100% | $114.43 | $109.14 | -4.62% | Signal |
| 2015-08-25 | 2015-09-17 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-01-20 | 2015-08-25 | COMPLETED | 100% | $52.44 | $113.75 | 116.89% | Stop |
| 2011-09-14 | 2012-01-20 | INTEREST | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2011-08-30 | 2011-09-14 | COMPLETED | 100% | $47.65 | $47.04 | -1.28% | Signal |
| 2011-08-08 | 2011-08-30 | INTEREST | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-11-02 | 2011-08-08 | COMPLETED | 100% | $44.67 | $44.82 | 0.33% | Stop |
| 2010-06-24 | 2010-11-02 | INTEREST | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2010-06-01 | 2010-06-24 | COMPLETED | 100% | $40.27 | $41.28 | 2.50% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-07-06 | 2010-05-07 | COMPLETED | 100% | $35.06 | $41.87 | 19.44% | Stop |
| 2009-04-22 | 2009-07-06 | INTEREST | 100% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2009-04-20 | 2009-04-22 | COMPLETED | 100% | $32.91 | $32.21 | -2.12% | Signal |
| 2008-10-09 | 2009-04-20 | INTEREST | 100% | $1.00 | $1.02 | 1.53% | Interest Income |
| 2008-09-17 | 2008-10-09 | COMPLETED | 100% | $42.19 | $36.23 | -14.12% | Stop |
| 2008-01-23 | 2008-09-17 | INTEREST | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2006-09-08 | 2008-01-23 | COMPLETED | 100% | $41.26 | $43.41 | 5.21% | Stop |
| 2006-05-26 | 2006-09-08 | INTEREST | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2005-01-13 | 2006-05-26 | COMPLETED | 100% | $36.78 | $38.94 | 5.88% | Signal |
| 2004-12-21 | 2005-01-13 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-12-17 | 2004-12-21 | COMPLETED | 100% | $36.52 | $36.40 | -0.32% | Signal |
| 2004-11-11 | 2004-12-17 | INTEREST | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2004-11-11 | 2004-11-16 | INTEREST | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2004-11-11 | 2004-11-15 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
