VTV
VANGUARD VALUE INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VTV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 19.48% | 25.10% | 7.99% | 10.91% | 10.95% | 12.10% | 9.69% | 9.18% |
| Sharpe Ratio | 1.97 | 2.14 | 0.75 | 0.75 | 0.95 | 0.68 | 0.84 | 0.46 |
| Max Drawdown | -6.35% | -6.35% | -11.40% | -17.04% | -14.89% | -36.78% | -16.74% | -59.27% |
| % Time Invested | 99.2% | 100.0% | 96.3% | 100.0% | 97.3% | 100.0% | 92.4% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.4 | 0.0 | 2.7 | 0.0 | 2.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-01 | Open | Open | 34% | $184.16 | $203.59 | 10.55% | Mark-to-Market |
| 2025-07-22 | Open | Open | 33% | $174.54 | $203.59 | 16.64% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33% | $162.52 | $203.59 | 25.27% | Mark-to-Market |
| 2025-06-02 | 2025-10-01 | Interest | 34% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2025-03-04 | 2025-07-22 | Interest | 33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-05-01 | 2025-06-02 | Completed | 34% | $162.52 | $167.44 | 3.02% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-02-05 | 2025-04-08 | Completed | 33% | $144.13 | $157.14 | 9.02% | Stop |
| 2023-11-21 | 2025-04-08 | Completed | 34% | $133.27 | $157.14 | 17.91% | Stop |
| 2024-01-12 | 2025-03-04 | Completed | 33% | $142.40 | $170.75 | 19.90% | Signal |
| 2023-04-06 | 2024-02-05 | Interest | 33% | $1.00 | $1.03 | 3.35% | Interest Income |
| 2023-11-01 | 2024-01-12 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2023-10-09 | 2023-11-21 | Interest | 34% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2023-07-26 | 2023-11-01 | Completed | 33% | $137.62 | $126.94 | -7.76% | Signal |
| 2023-03-17 | 2023-10-09 | Completed | 34% | $124.47 | $128.37 | 3.14% | Signal |
| 2023-04-20 | 2023-07-26 | Interest | 33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2022-12-15 | 2023-04-20 | Completed | 33% | $130.65 | $130.64 | -0.01% | Signal |
| 2023-04-04 | 2023-04-06 | Completed | 33% | $129.90 | $129.40 | -0.39% | Signal |
| 2023-01-30 | 2023-04-04 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2022-08-18 | 2023-03-17 | Interest | 34% | $1.00 | $1.02 | 2.10% | Interest Income |
| 2022-10-19 | 2023-01-30 | Completed | 33% | $119.10 | $132.43 | 11.19% | Signal |
| 2022-08-18 | 2022-12-15 | Interest | 33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2022-09-27 | 2022-10-19 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2021-03-23 | 2022-09-27 | Completed | 33% | $114.93 | $115.64 | 0.62% | Stop |
| 2022-08-16 | 2022-08-18 | Completed | 33% | $130.15 | $130.45 | 0.23% | Signal |
| 2022-08-16 | 2022-08-18 | Completed | 34% | $130.15 | $130.45 | 0.23% | Signal |
| 2022-07-18 | 2022-08-16 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-05-16 | 2022-08-16 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2022-07-11 | 2022-07-18 | Completed | 34% | $120.81 | $121.65 | 0.70% | Signal |
| 2022-06-15 | 2022-07-11 | Interest | 34% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-11-02 | 2022-06-15 | Completed | 34% | $91.08 | $120.16 | 31.94% | Stop |
| 2020-07-14 | 2022-05-16 | Completed | 33% | $87.16 | $127.02 | 45.74% | Signal |
| 2021-01-19 | 2021-03-23 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2021-01-14 | 2021-01-19 | Completed | 33% | $108.91 | $108.62 | -0.26% | Signal |
| 2020-12-03 | 2021-01-14 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-04-01 | 2020-12-03 | Completed | 33% | $73.92 | $102.95 | 39.26% | Signal |
| 2020-05-08 | 2020-11-02 | Interest | 34% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2020-03-30 | 2020-07-14 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-03-24 | 2020-05-08 | Completed | 34% | $68.94 | $83.54 | 21.18% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-03-30 | Completed | 33% | $68.94 | $76.50 | 10.96% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-18 | 2020-03-10 | Completed | 33% | $86.08 | $86.74 | 0.77% | Stop |
| 2019-06-24 | 2020-03-02 | Completed | 34% | $93.64 | $90.69 | -3.15% | Stop |
| 2019-04-01 | 2020-03-02 | Completed | 33% | $90.86 | $90.69 | -0.19% | Stop |
| 2019-02-21 | 2019-06-24 | Interest | 34% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2019-02-11 | 2019-04-01 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-01-15 | 2019-02-21 | Completed | 34% | $83.80 | $89.82 | 7.19% | Signal |
| 2019-02-07 | 2019-02-11 | Completed | 33% | $87.54 | $87.39 | -0.17% | Signal |
| 2018-12-14 | 2019-02-07 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2018-12-26 | 2019-01-18 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-20 | 2018-12-26 | Completed | 33% | $67.83 | $77.22 | 13.84% | Stop |
| 2016-06-21 | 2018-12-20 | Completed | 34% | $65.88 | $81.14 | 23.16% | Stop |
| 2018-07-31 | 2018-12-14 | Completed | 33% | $89.22 | $85.15 | -4.56% | Signal |
| 2018-05-02 | 2018-07-31 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2016-04-27 | 2018-05-02 | Completed | 33% | $65.62 | $84.26 | 28.41% | Signal |
| 2016-04-13 | 2016-09-20 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2015-09-30 | 2016-06-21 | Interest | 34% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2016-02-24 | 2016-04-27 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2015-09-17 | 2016-04-13 | Completed | 33% | $60.74 | $64.41 | 6.04% | Signal |
| 2015-12-23 | 2016-02-24 | Completed | 33% | $63.24 | $59.20 | -6.38% | Signal |
| 2015-08-20 | 2015-12-23 | Interest | 33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2015-09-17 | 2015-09-30 | Completed | 34% | $60.74 | $58.50 | -3.69% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-21 | 2015-08-25 | Completed | 34% | $40.58 | $58.53 | 44.24% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33% | $35.12 | $58.53 | 66.67% | Stop |
| 2012-08-31 | 2015-08-20 | Completed | 33% | $40.66 | $63.03 | 55.02% | Signal |
| 2012-06-29 | 2012-08-31 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2011-12-29 | 2012-06-29 | Completed | 33% | $36.54 | $39.35 | 7.68% | Signal |
| 2011-10-05 | 2012-03-21 | Interest | 34% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2011-07-25 | 2011-12-29 | Interest | 33% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2011-08-29 | 2011-10-05 | Completed | 34% | $34.25 | $32.31 | -5.66% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33% | $31.20 | $32.64 | 4.62% | Stop |
| 2010-12-17 | 2011-08-05 | Completed | 34% | $35.53 | $34.92 | -1.69% | Stop |
| 2010-10-15 | 2011-07-25 | Completed | 33% | $34.02 | $38.46 | 13.06% | Signal |
| 2010-09-30 | 2010-12-17 | Interest | 34% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2010-07-14 | 2010-10-15 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2010-06-01 | 2010-09-30 | Completed | 34% | $31.20 | $33.16 | 6.27% | Signal |
| 2010-06-01 | 2010-07-14 | Completed | 33% | $31.20 | $31.67 | 1.51% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-07 | 2010-05-07 | Completed | 33% | $34.24 | $32.43 | -5.29% | Stop |
| 2009-08-25 | 2010-05-07 | Completed | 34% | $29.57 | $32.43 | 9.67% | Stop |
| 2009-06-02 | 2010-05-07 | Completed | 33% | $26.57 | $32.43 | 22.07% | Stop |
| 2008-06-09 | 2010-04-07 | Interest | 33% | $1.00 | $1.06 | 6.37% | Interest Income |
| 2007-12-04 | 2009-08-25 | Interest | 34% | $1.00 | $1.06 | 6.10% | Interest Income |
| 2007-09-11 | 2009-06-02 | Interest | 33% | $1.00 | $1.06 | 6.28% | Interest Income |
| 2008-02-12 | 2008-06-09 | Completed | 33% | $38.22 | $37.81 | -1.05% | Signal |
| 2008-01-18 | 2008-02-12 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-01-25 | 2008-01-18 | Completed | 33% | $34.51 | $37.98 | 10.06% | Stop |
| 2006-01-25 | 2007-12-04 | Completed | 34% | $34.51 | $42.05 | 21.86% | Signal |
| 2006-09-07 | 2007-09-11 | Completed | 33% | $37.30 | $42.02 | 12.67% | Signal |
| 2006-07-31 | 2006-09-07 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2006-01-25 | 2006-07-31 | Completed | 33% | $34.51 | $36.82 | 6.72% | Signal |
| 2006-01-23 | 2006-01-25 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
