VTIP
VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VTIP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.06% | 4.06% | 4.16% | 3.49% | 3.37% | 3.15% | 3.16% | 2.70% |
| Sharpe Ratio | 2.42 | 2.42 | 1.90 | 1.24 | 1.37 | 1.14 | 1.37 | 1.01 |
| Max Drawdown | -0.96% | -0.96% | -2.66% | -5.50% | -6.27% | -6.27% | -6.27% | -6.27% |
| % Time Invested | 100.0% | 100.0% | 84.2% | 100.0% | 89.6% | 100.0% | 79.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-03-29 | Open | Open | 100% | $43.36 | $50.32 | 16.04% | Mark-to-Market |
| 2022-06-13 | 2023-03-29 | Interest | 100% | $1.00 | $1.03 | 2.76% | Interest Income |
| 2020-06-10 | 2022-06-13 | Completed | 100% | $40.26 | $43.58 | 8.25% | Signal |
| 2020-05-18 | 2020-06-10 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-29 | 2020-05-18 | Completed | 100% | $37.85 | $39.92 | 5.47% | Signal |
| 2018-12-13 | 2019-01-29 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2018-03-27 | 2018-12-13 | Completed | 100% | $37.62 | $37.65 | 0.06% | Signal |
| 2018-03-05 | 2018-03-27 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-03-21 | 2018-03-05 | Completed | 100% | $36.75 | $37.55 | 2.17% | Signal |
| 2015-08-12 | 2016-03-21 | Interest | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2015-06-25 | 2015-08-12 | Completed | 100% | $36.62 | $36.51 | -0.31% | Signal |
| 2014-10-21 | 2015-06-25 | Interest | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2014-10-14 | 2014-10-21 | Completed | 100% | $36.97 | $36.96 | -0.04% | Signal |
| 2014-10-10 | 2014-10-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
