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 | 5.45% | 5.45% | 3.80% | 0.41% | 3.02% | 1.39% | 2.67% | 1.75% |
| Sharpe Ratio | 1.21 | 1.21 | 1.35 | 0.06 | 1.00 | 0.26 | 0.96 | 0.37 |
| Max Drawdown | -2.51% | -2.51% | -3.45% | -17.12% | -5.08% | -17.46% | -5.08% | -17.46% |
| % Time Invested | 100.0% | 100.0% | 38.1% | 100.0% | 46.7% | 100.0% | 53.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-11-14 | Open | Open | 100% | $43.05 | $46.81 | 8.74% | Mark-to-Market |
| 2024-07-16 | 2024-11-14 | Interest | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2024-07-12 | 2024-07-16 | Completed | 100% | $42.56 | $42.60 | 0.11% | Signal |
| 2021-10-11 | 2024-07-12 | Interest | 100% | $1.00 | $1.10 | 9.76% | Interest Income |
| 2019-08-22 | 2021-10-11 | Completed | 100% | $43.93 | $45.62 | 3.85% | Signal |
| 2019-04-01 | 2019-08-22 | Interest | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2019-03-26 | 2019-04-01 | Completed | 100% | $42.75 | $42.73 | -0.06% | Signal |
| 2018-12-12 | 2019-03-26 | Interest | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2018-12-07 | 2018-12-12 | Completed | 100% | $41.38 | $41.46 | 0.18% | Signal |
| 2017-05-17 | 2018-12-07 | Interest | 100% | $1.00 | $1.04 | 4.19% | Interest Income |
| 2014-12-05 | 2017-05-17 | Completed | 100% | $39.31 | $41.20 | 4.80% | Signal |
| 2013-07-26 | 2014-12-05 | Interest | 100% | $1.00 | $1.04 | 3.60% | Interest Income |
| 2011-11-16 | 2013-07-26 | Completed | 100% | $36.57 | $37.01 | 1.19% | Signal |
| 2011-11-14 | 2011-11-16 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
