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% | 2.75% | 0.41% | 2.20% | 1.39% | 2.30% | 1.75% |
| Sharpe Ratio | 1.21 | 1.21 | 0.60 | 0.06 | 0.55 | 0.26 | 0.65 | 0.37 |
| Max Drawdown | -2.51% | -2.51% | -5.78% | -17.12% | -5.78% | -17.46% | -5.78% | -17.46% |
| % Time Invested | 100.0% | 100.0% | 57.3% | 100.0% | 66.6% | 100.0% | 72.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-01-08 | Open | Open | 100% | $41.85 | $46.81 | 11.85% | Mark-to-Market |
| 2023-08-22 | 2024-01-08 | Interest | 100% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2023-02-06 | 2023-08-22 | Completed | 100% | $41.17 | $39.88 | -3.12% | Signal |
| 2021-09-30 | 2023-02-06 | Interest | 100% | $1.00 | $1.04 | 3.68% | Interest Income |
| 2021-09-23 | 2021-09-30 | Completed | 100% | $45.83 | $45.72 | -0.24% | Signal |
| 2021-03-22 | 2021-09-23 | Interest | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2019-01-07 | 2021-03-22 | Completed | 100% | $41.99 | $45.58 | 8.57% | Signal |
| 2018-12-12 | 2019-01-07 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-07 | 2018-12-12 | Completed | 100% | $41.38 | $41.46 | 0.18% | Signal |
| 2018-11-07 | 2018-12-07 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2018-08-16 | 2018-11-07 | Completed | 100% | $41.26 | $40.70 | -1.34% | Signal |
| 2018-02-07 | 2018-08-16 | Interest | 100% | $1.00 | $1.02 | 1.51% | Interest Income |
| 2017-05-24 | 2018-02-07 | Completed | 100% | $41.11 | $40.89 | -0.53% | Signal |
| 2016-12-15 | 2017-05-24 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2013-11-20 | 2016-12-15 | Completed | 100% | $37.53 | $40.18 | 7.07% | Signal |
| 2013-06-04 | 2013-11-20 | Interest | 100% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2013-04-29 | 2013-06-04 | Completed | 100% | $37.80 | $37.25 | -1.46% | Signal |
| 2013-02-21 | 2013-04-29 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2011-11-16 | 2013-02-21 | Completed | 100% | $36.57 | $37.60 | 2.81% | Signal |
| 2011-11-14 | 2011-11-16 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
