VOE
VANGUARD MID-CAP VALUE INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VOE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.78% | 25.80% | 4.71% | 8.62% | 6.43% | 10.57% | 7.79% | 10.55% |
| Sharpe Ratio | 2.00 | 1.94 | 0.35 | 0.52 | 0.46 | 0.53 | 0.55 | 0.46 |
| Max Drawdown | -6.93% | -6.93% | -18.62% | -19.70% | -18.62% | -43.18% | -22.75% | -51.29% |
| % Time Invested | 99.6% | 100.0% | 70.4% | 100.0% | 64.2% | 100.0% | 68.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | Open | Open | 100% | $151.32 | $191.81 | 26.76% | Mark-to-Market |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-04-11 | 2025-04-07 | Completed | 100% | $145.42 | $139.71 | -3.92% | Stop |
| 2022-12-23 | 2024-04-11 | Interest | 100% | $1.00 | $1.05 | 5.18% | Interest Income |
| 2022-10-19 | 2022-12-23 | Completed | 100% | $116.45 | $124.88 | 7.25% | Signal |
| 2022-09-27 | 2022-10-19 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-11 | 2022-09-27 | Completed | 100% | $119.46 | $114.82 | -3.88% | Stop |
| 2022-06-15 | 2022-07-11 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-30 | 2022-06-15 | Completed | 100% | $120.88 | $120.07 | -0.67% | Stop |
| 2020-06-23 | 2021-03-30 | Interest | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2020-03-24 | 2020-06-23 | Completed | 100% | $62.74 | $86.05 | 37.15% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-12-26 | 2020-03-02 | Completed | 100% | $103.26 | $91.50 | -11.39% | Stop |
| 2019-09-19 | 2019-12-26 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-09-13 | 2019-09-19 | Completed | 100% | $98.06 | $98.15 | 0.09% | Signal |
| 2019-06-04 | 2019-09-13 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2019-01-11 | 2019-06-04 | Completed | 100% | $84.36 | $90.20 | 6.91% | Signal |
| 2018-12-18 | 2019-01-11 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-12-27 | 2018-12-18 | Completed | 100% | $79.75 | $83.53 | 4.74% | Stop |
| 2016-11-18 | 2016-12-27 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-11-16 | 2016-11-18 | Completed | 100% | $76.86 | $77.22 | 0.46% | Signal |
| 2016-04-18 | 2016-11-16 | Interest | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2016-02-12 | 2016-04-18 | Completed | 100% | $60.41 | $69.44 | 14.96% | Signal |
| 2016-01-21 | 2016-02-12 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $68.89 | $60.77 | -11.78% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-08-14 | 2015-08-25 | Completed | 100% | $42.09 | $66.48 | 57.92% | Stop |
| 2012-07-23 | 2012-08-14 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2011-08-29 | 2012-07-23 | Completed | 100% | $35.71 | $40.06 | 12.16% | Signal |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $32.80 | $36.30 | 10.67% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-18 | 2010-05-07 | Completed | 100% | $34.75 | $33.50 | -3.60% | Stop |
| 2010-02-24 | 2010-03-18 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-19 | 2010-02-24 | Completed | 100% | $32.18 | $32.01 | -0.53% | Signal |
| 2008-08-19 | 2010-02-19 | Interest | 100% | $1.00 | $1.05 | 5.03% | Interest Income |
Return Distribution Analysis
