VMBS
VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VMBS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.47% | 5.45% | 3.10% | 0.41% | 2.87% | 1.39% | 2.72% | 1.99% |
| Sharpe Ratio | 1.68 | 1.21 | 0.97 | 0.06 | 0.94 | 0.26 | 1.02 | 0.43 |
| Max Drawdown | -2.08% | -2.51% | -3.20% | -17.12% | -5.08% | -17.46% | -5.08% | -17.46% |
| % Time Invested | 100.0% | 100.0% | 65.7% | 100.0% | 70.8% | 100.0% | 76.5% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.2 | 0.0 | 6.0 | 0.0 | 6.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-24 | Open | Open | 33% | $46.99 | $46.81 | -0.38% | Mark-to-Market |
| 2025-08-22 | Open | Open | 33% | $45.02 | $46.81 | 3.98% | Mark-to-Market |
| 2026-03-30 | Open | Interest | 34% | $1.00 | $1.00 | 0.37% | Mark-to-Market |
| 2026-03-20 | 2026-04-24 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2026-01-02 | 2026-03-30 | Completed | 34% | $46.61 | $46.71 | 0.22% | Signal |
| 2026-03-04 | 2026-03-20 | Completed | 33% | $47.29 | $46.67 | -1.31% | Signal |
| 2026-02-09 | 2026-03-04 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-12-15 | 2026-02-09 | Completed | 33% | $46.37 | $46.88 | 1.10% | Signal |
| 2025-12-09 | 2026-01-02 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-11-19 | 2025-12-15 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-07-24 | 2025-12-09 | Completed | 34% | $44.49 | $46.38 | 4.24% | Signal |
| 2025-06-23 | 2025-11-19 | Completed | 33% | $44.27 | $46.24 | 4.46% | Signal |
| 2025-07-31 | 2025-08-22 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-22 | 2025-07-31 | Completed | 33% | $43.65 | $44.69 | 2.38% | Signal |
| 2025-07-01 | 2025-07-24 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $44.61 | $44.77 | 0.35% | Signal |
| 2025-05-02 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2025-04-11 | 2025-06-23 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2025-02-26 | 2025-05-02 | Completed | 34% | $44.01 | $44.17 | 0.37% | Signal |
| 2024-12-20 | 2025-04-22 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2025-02-07 | 2025-04-11 | Completed | 33% | $43.40 | $43.23 | -0.38% | Signal |
| 2024-10-24 | 2025-02-26 | Interest | 34% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-12-09 | 2024-12-31 | Completed | 33% | $43.69 | $43.05 | -1.47% | Signal |
| 2024-08-07 | 2024-12-20 | Completed | 33% | $43.27 | $43.08 | -0.44% | Signal |
| 2024-10-11 | 2024-12-09 | Interest | 33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2024-06-07 | 2024-10-24 | Completed | 34% | $41.78 | $43.15 | 3.26% | Signal |
| 2024-05-20 | 2024-10-11 | Completed | 33% | $41.61 | $43.57 | 4.71% | Signal |
| 2024-07-16 | 2024-08-07 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-07-12 | 2024-07-16 | Completed | 33% | $42.56 | $42.60 | 0.11% | Signal |
| 2024-05-10 | 2024-07-12 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2024-02-20 | 2024-06-07 | Interest | 34% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2024-04-09 | 2024-05-20 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-01-22 | 2024-05-10 | Completed | 33% | $41.84 | $41.45 | -0.94% | Signal |
| 2024-03-22 | 2024-04-09 | Completed | 33% | $41.89 | $41.46 | -1.02% | Signal |
| 2024-01-30 | 2024-03-22 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-11-30 | 2024-02-20 | Completed | 34% | $40.60 | $41.35 | 1.84% | Signal |
| 2023-11-15 | 2024-01-30 | Completed | 33% | $39.82 | $41.93 | 5.30% | Signal |
| 2023-05-22 | 2024-01-22 | Interest | 33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2023-05-25 | 2023-11-30 | Interest | 34% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2023-07-10 | 2023-11-15 | Interest | 33% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2023-07-06 | 2023-07-10 | Completed | 33% | $40.47 | $40.46 | -0.02% | Signal |
| 2023-05-03 | 2023-07-06 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2023-04-14 | 2023-05-25 | Completed | 34% | $41.34 | $40.58 | -1.85% | Signal |
| 2023-02-10 | 2023-05-22 | Completed | 33% | $41.10 | $40.92 | -0.44% | Signal |
| 2023-03-28 | 2023-05-03 | Completed | 33% | $40.96 | $41.60 | 1.58% | Signal |
| 2023-03-06 | 2023-04-14 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-02-23 | 2023-03-28 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2022-12-02 | 2023-03-06 | Completed | 34% | $40.54 | $40.49 | -0.12% | Signal |
| 2023-02-08 | 2023-02-23 | Completed | 33% | $41.19 | $40.53 | -1.59% | Signal |
| 2020-10-26 | 2023-02-10 | Interest | 33% | $1.00 | $1.05 | 5.00% | Interest Income |
| 2023-01-17 | 2023-02-08 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-17 | 2023-01-17 | Completed | 33% | $39.79 | $41.24 | 3.63% | Signal |
| 2022-09-14 | 2022-12-02 | Interest | 34% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2022-08-31 | 2022-11-17 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2022-08-01 | 2022-09-14 | Completed | 34% | $42.83 | $40.65 | -5.10% | Signal |
| 2022-07-19 | 2022-08-31 | Completed | 33% | $41.76 | $41.54 | -0.54% | Signal |
| 2021-09-14 | 2022-08-01 | Interest | 34% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2022-06-16 | 2022-07-19 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-06-03 | 2022-06-16 | Completed | 33% | $41.93 | $40.30 | -3.89% | Signal |
| 2021-08-26 | 2022-06-03 | Interest | 33% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2021-08-02 | 2021-09-14 | Completed | 34% | $45.99 | $45.94 | -0.13% | Signal |
| 2021-07-21 | 2021-08-26 | Completed | 33% | $45.85 | $45.84 | -0.03% | Signal |
| 2021-06-03 | 2021-08-02 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2021-05-20 | 2021-07-21 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2021-05-13 | 2021-06-03 | Completed | 34% | $45.69 | $45.70 | 0.01% | Signal |
| 2021-04-26 | 2021-05-20 | Completed | 33% | $45.90 | $45.69 | -0.46% | Signal |
| 2021-02-19 | 2021-05-13 | Interest | 34% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2021-02-03 | 2021-04-26 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2020-12-23 | 2021-02-19 | Completed | 34% | $46.12 | $46.01 | -0.23% | Signal |
| 2020-12-28 | 2021-02-03 | Completed | 33% | $46.10 | $46.21 | 0.23% | Signal |
| 2020-12-03 | 2020-12-28 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-10-01 | 2020-12-23 | Interest | 34% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-11-24 | 2020-12-03 | Completed | 33% | $45.99 | $46.06 | 0.14% | Signal |
| 2020-09-17 | 2020-11-24 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-01-30 | 2020-10-26 | Completed | 33% | $42.03 | $45.94 | 9.30% | Signal |
| 2020-08-21 | 2020-10-01 | Completed | 34% | $46.05 | $45.98 | -0.15% | Signal |
| 2020-08-07 | 2020-09-17 | Completed | 33% | $46.11 | $46.01 | -0.22% | Signal |
| 2020-07-15 | 2020-08-21 | Interest | 34% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-06-22 | 2020-08-07 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-14 | 2020-07-15 | Completed | 34% | $45.52 | $45.92 | 0.87% | Signal |
| 2020-04-14 | 2020-06-22 | Completed | 33% | $45.52 | $45.90 | 0.83% | Signal |
| 2020-03-20 | 2020-04-14 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-20 | 2020-04-14 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-11-27 | 2020-03-20 | Completed | 33% | $44.37 | $43.80 | -1.27% | Stop |
| 2018-12-07 | 2020-03-20 | Completed | 34% | $41.38 | $43.80 | 5.85% | Stop |
| 2019-11-05 | 2019-11-27 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-05-24 | 2019-11-05 | Completed | 33% | $43.02 | $44.35 | 3.09% | Signal |
| 2019-05-02 | 2019-05-24 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-03 | 2019-05-02 | Completed | 33% | $41.18 | $42.76 | 3.82% | Signal |
| 2018-12-12 | 2019-01-30 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2018-12-07 | 2018-12-12 | Completed | 33% | $41.38 | $41.46 | 0.18% | Signal |
| 2018-08-27 | 2018-12-07 | Interest | 34% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2017-11-22 | 2018-12-07 | Interest | 33% | $1.00 | $1.03 | 2.97% | Interest Income |
| 2018-09-17 | 2018-12-03 | Interest | 33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2018-08-28 | 2018-09-17 | Completed | 33% | $41.25 | $41.09 | -0.39% | Signal |
| 2018-08-06 | 2018-08-28 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-06-28 | 2018-08-27 | Completed | 34% | $41.10 | $41.31 | 0.52% | Signal |
| 2018-06-12 | 2018-08-06 | Completed | 33% | $40.82 | $41.15 | 0.82% | Signal |
| 2018-05-04 | 2018-06-28 | Interest | 34% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2018-04-26 | 2018-06-12 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2018-04-19 | 2018-05-04 | Completed | 34% | $40.87 | $40.87 | 0.02% | Signal |
| 2018-03-29 | 2018-04-26 | Completed | 33% | $40.97 | $40.70 | -0.67% | Signal |
| 2017-10-17 | 2018-04-19 | Interest | 34% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2017-10-03 | 2018-03-29 | Interest | 33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2017-05-23 | 2017-11-22 | Completed | 33% | $41.21 | $41.49 | 0.68% | Signal |
| 2017-08-22 | 2017-10-17 | Completed | 34% | $41.42 | $41.58 | 0.37% | Signal |
| 2017-08-07 | 2017-10-03 | Completed | 33% | $41.38 | $41.56 | 0.44% | Signal |
| 2017-07-19 | 2017-08-22 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2017-07-05 | 2017-08-07 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2017-04-19 | 2017-07-19 | Completed | 34% | $41.13 | $41.25 | 0.31% | Signal |
| 2017-06-13 | 2017-07-05 | Completed | 33% | $41.24 | $41.06 | -0.45% | Signal |
| 2017-05-19 | 2017-06-13 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-11-21 | 2017-05-23 | Interest | 33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2017-04-07 | 2017-05-19 | Completed | 33% | $40.97 | $41.20 | 0.56% | Signal |
| 2017-03-15 | 2017-04-19 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2017-02-15 | 2017-04-07 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2017-02-08 | 2017-03-15 | Completed | 34% | $40.77 | $40.35 | -1.03% | Signal |
| 2017-01-19 | 2017-02-15 | Completed | 33% | $40.42 | $40.54 | 0.29% | Signal |
| 2016-11-01 | 2017-02-08 | Interest | 34% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2016-10-21 | 2017-01-19 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2016-02-23 | 2016-11-21 | Completed | 33% | $40.55 | $40.65 | 0.25% | Signal |
| 2016-05-09 | 2016-11-01 | Completed | 34% | $40.90 | $41.29 | 0.95% | Signal |
| 2016-09-01 | 2016-10-21 | Completed | 33% | $41.28 | $41.37 | 0.20% | Signal |
| 2016-08-10 | 2016-09-01 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-04-11 | 2016-08-10 | Completed | 33% | $40.76 | $41.24 | 1.17% | Signal |
| 2016-04-15 | 2016-05-09 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-01-19 | 2016-04-15 | Completed | 34% | $40.29 | $40.75 | 1.16% | Signal |
| 2016-03-17 | 2016-04-11 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-01-27 | 2016-03-17 | Completed | 33% | $40.32 | $40.59 | 0.69% | Signal |
| 2016-01-08 | 2016-02-23 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-01-04 | 2016-01-27 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-11-17 | 2016-01-19 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2015-10-23 | 2016-01-08 | Completed | 33% | $40.16 | $40.16 | -0.02% | Signal |
| 2015-12-23 | 2016-01-04 | Completed | 33% | $39.92 | $40.07 | 0.36% | Signal |
| 2015-11-09 | 2015-12-23 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2015-08-13 | 2015-11-17 | Completed | 34% | $39.85 | $39.83 | -0.04% | Signal |
| 2015-10-14 | 2015-11-09 | Completed | 33% | $40.12 | $39.85 | -0.67% | Signal |
| 2015-06-26 | 2015-10-23 | Interest | 33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2015-09-22 | 2015-10-14 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-07-28 | 2015-09-22 | Completed | 33% | $39.68 | $39.96 | 0.71% | Signal |
| 2015-05-27 | 2015-08-13 | Interest | 34% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2015-05-11 | 2015-07-28 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2013-12-02 | 2015-06-26 | Completed | 33% | $37.36 | $39.39 | 5.45% | Signal |
| 2015-04-07 | 2015-05-27 | Completed | 34% | $39.93 | $39.78 | -0.38% | Signal |
| 2015-03-27 | 2015-05-11 | Completed | 33% | $39.74 | $39.83 | 0.22% | Signal |
| 2015-03-13 | 2015-04-07 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-02-25 | 2015-03-27 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2014-10-15 | 2015-03-13 | Completed | 34% | $39.28 | $39.55 | 0.69% | Signal |
| 2014-12-12 | 2015-02-25 | Completed | 33% | $39.32 | $39.56 | 0.60% | Signal |
| 2014-11-19 | 2014-12-12 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-10-10 | 2014-11-19 | Completed | 33% | $39.01 | $39.15 | 0.36% | Signal |
| 2014-09-18 | 2014-10-15 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2014-09-17 | 2014-10-10 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-09-10 | 2014-09-18 | Completed | 34% | $38.67 | $38.59 | -0.23% | Signal |
| 2014-08-26 | 2014-09-17 | Completed | 33% | $38.70 | $38.62 | -0.21% | Signal |
| 2014-08-08 | 2014-09-10 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2014-07-31 | 2014-08-26 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-05-06 | 2014-08-08 | Completed | 34% | $38.27 | $38.67 | 1.03% | Signal |
| 2014-07-21 | 2014-07-31 | Completed | 33% | $38.65 | $38.48 | -0.46% | Signal |
| 2014-06-26 | 2014-07-21 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2014-04-24 | 2014-06-26 | Completed | 33% | $38.00 | $38.60 | 1.59% | Signal |
| 2014-04-07 | 2014-05-06 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2014-03-17 | 2014-04-24 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2014-02-04 | 2014-04-07 | Completed | 34% | $37.93 | $37.94 | 0.03% | Signal |
| 2014-01-22 | 2014-03-17 | Completed | 33% | $37.54 | $37.92 | 1.03% | Signal |
| 2013-12-09 | 2014-02-04 | Interest | 34% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2013-11-26 | 2014-01-22 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2013-10-08 | 2013-12-09 | Completed | 34% | $37.36 | $37.27 | -0.24% | Signal |
| 2012-12-20 | 2013-12-02 | Interest | 33% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2013-09-27 | 2013-11-26 | Completed | 33% | $37.26 | $37.47 | 0.56% | Signal |
| 2013-05-20 | 2013-10-08 | Interest | 34% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2013-08-20 | 2013-09-27 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2013-08-07 | 2013-08-20 | Completed | 33% | $37.01 | $36.63 | -1.02% | Signal |
| 2013-05-13 | 2013-08-07 | Interest | 33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2013-04-03 | 2013-05-20 | Completed | 34% | $37.83 | $37.61 | -0.58% | Signal |
| 2013-03-14 | 2013-05-13 | Completed | 33% | $37.54 | $37.65 | 0.28% | Signal |
| 2012-11-07 | 2013-04-03 | Interest | 34% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2012-10-18 | 2013-03-14 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2011-05-18 | 2012-12-20 | Completed | 33% | $35.55 | $37.66 | 5.94% | Signal |
| 2012-04-26 | 2012-11-07 | Completed | 34% | $37.31 | $37.87 | 1.50% | Signal |
| 2012-09-13 | 2012-10-18 | Completed | 33% | $37.76 | $37.81 | 0.13% | Signal |
| 2012-08-21 | 2012-09-13 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-07-06 | 2012-08-21 | Completed | 33% | $37.10 | $37.60 | 1.37% | Signal |
| 2012-06-13 | 2012-07-06 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-04-16 | 2012-06-13 | Completed | 33% | $37.29 | $37.42 | 0.37% | Signal |
| 2012-03-19 | 2012-04-26 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2012-02-29 | 2012-04-16 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2011-12-08 | 2012-03-19 | Completed | 34% | $36.79 | $36.99 | 0.54% | Signal |
| 2011-12-30 | 2012-02-29 | Completed | 33% | $36.82 | $37.07 | 0.66% | Signal |
| 2011-12-07 | 2011-12-30 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-10-18 | 2011-12-08 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2011-11-15 | 2011-12-07 | Completed | 33% | $36.52 | $36.59 | 0.20% | Signal |
| 2011-10-03 | 2011-11-15 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2011-08-22 | 2011-10-18 | Completed | 34% | $36.62 | $36.51 | -0.30% | Signal |
| 2011-08-02 | 2011-10-03 | Completed | 33% | $36.01 | $36.35 | 0.94% | Signal |
| 2011-07-29 | 2011-08-22 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2011-07-07 | 2011-08-02 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2011-03-23 | 2011-07-29 | Completed | 34% | $34.96 | $35.86 | 2.58% | Signal |
| 2011-05-05 | 2011-07-07 | Completed | 33% | $35.45 | $35.85 | 1.14% | Signal |
| 2010-12-16 | 2011-05-18 | Interest | 33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2011-04-12 | 2011-05-05 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2011-03-10 | 2011-04-12 | Completed | 33% | $34.96 | $34.98 | 0.05% | Signal |
| 2010-12-10 | 2011-03-23 | Interest | 34% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2011-02-09 | 2011-03-10 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2011-01-18 | 2011-02-09 | Completed | 33% | $34.88 | $34.44 | -1.26% | Signal |
| 2010-11-29 | 2011-01-18 | Interest | 33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2010-06-08 | 2010-12-16 | Completed | 33% | $34.27 | $34.34 | 0.22% | Signal |
| 2010-10-26 | 2010-12-10 | Completed | 34% | $34.93 | $34.59 | -0.96% | Signal |
| 2010-10-15 | 2010-11-29 | Completed | 33% | $34.89 | $34.95 | 0.17% | Signal |
| 2010-09-14 | 2010-10-26 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2010-08-26 | 2010-10-15 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2010-06-08 | 2010-09-14 | Completed | 34% | $34.27 | $34.59 | 0.93% | Signal |
| 2010-06-08 | 2010-08-26 | Completed | 33% | $34.27 | $34.64 | 1.07% | Signal |
| 2010-06-04 | 2010-06-08 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-04 | 2010-06-08 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-04 | 2010-06-08 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
