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 | 18.94% | 25.80% | 2.77% | 8.62% | 7.44% | 10.57% | 9.17% | 10.55% |
| Sharpe Ratio | 1.67 | 1.94 | 0.22 | 0.52 | 0.58 | 0.53 | 0.68 | 0.46 |
| Max Drawdown | -6.93% | -6.93% | -17.98% | -19.70% | -17.98% | -43.18% | -21.25% | -51.29% |
| % Time Invested | 79.0% | 100.0% | 74.8% | 100.0% | 78.0% | 100.0% | 75.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-16 | Open | Open | 100% | $162.73 | $191.81 | 17.87% | Mark-to-Market |
| 2025-04-07 | 2025-07-16 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-12-22 | 2025-04-07 | Completed | 100% | $137.07 | $139.71 | 1.93% | Stop |
| 2023-10-12 | 2023-12-22 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2023-07-19 | 2023-10-12 | Completed | 100% | $133.89 | $124.45 | -7.05% | Signal |
| 2023-04-28 | 2023-07-19 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2023-01-05 | 2023-04-28 | Completed | 100% | $126.76 | $124.67 | -1.65% | Signal |
| 2022-06-10 | 2023-01-05 | Interest | 100% | $1.00 | $1.02 | 1.94% | Interest Income |
| 2020-09-14 | 2022-06-10 | Completed | 100% | $90.98 | $126.30 | 38.82% | Signal |
| 2020-03-02 | 2020-09-14 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2019-04-08 | 2020-03-02 | Completed | 100% | $94.31 | $91.50 | -2.98% | Stop |
| 2018-11-09 | 2019-04-08 | Interest | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2016-04-28 | 2018-11-09 | Completed | 100% | $70.86 | $91.42 | 29.02% | Signal |
| 2015-08-25 | 2016-04-28 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2012-02-03 | 2015-08-25 | Completed | 100% | $41.56 | $66.48 | 59.97% | Stop |
| 2011-08-05 | 2012-02-03 | Interest | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2010-10-04 | 2011-08-05 | Completed | 100% | $34.51 | $36.30 | 5.18% | Stop |
| 2010-08-26 | 2010-10-04 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2010-06-01 | 2010-08-26 | Completed | 100% | $32.80 | $31.78 | -3.12% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-12 | 2010-05-07 | Completed | 100% | $24.77 | $33.50 | 35.27% | Stop |
| 2008-08-19 | 2009-06-12 | Interest | 100% | $1.00 | $1.03 | 2.55% | Interest Income |
Return Distribution Analysis
