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 | 25.31% | 25.10% | 9.41% | 10.91% | 11.62% | 12.10% | 9.58% | 9.18% |
| Sharpe Ratio | 2.16 | 2.14 | 0.73 | 0.75 | 0.84 | 0.68 | 0.69 | 0.46 |
| Max Drawdown | -6.35% | -6.35% | -18.33% | -17.04% | -18.33% | -36.78% | -23.66% | -59.27% |
| % Time Invested | 99.2% | 100.0% | 78.7% | 100.0% | 80.9% | 100.0% | 80.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 100% | $162.52 | $203.59 | 25.27% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-17 | 2025-04-08 | Completed | 100% | $140.11 | $157.14 | 12.15% | Stop |
| 2023-04-06 | 2024-01-17 | Interest | 100% | $1.00 | $1.03 | 3.14% | Interest Income |
| 2023-04-04 | 2023-04-06 | Completed | 100% | $129.90 | $129.40 | -0.39% | Signal |
| 2023-02-06 | 2023-04-04 | Interest | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2022-07-13 | 2023-02-06 | Completed | 100% | $118.96 | $132.72 | 11.57% | Signal |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-23 | 2022-06-17 | Completed | 100% | $114.93 | $116.89 | 1.70% | Stop |
| 2021-01-19 | 2021-03-23 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2021-01-14 | 2021-01-19 | Completed | 100% | $108.91 | $108.62 | -0.26% | Signal |
| 2020-11-23 | 2021-01-14 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-03-24 | 2020-11-23 | Completed | 100% | $68.94 | $100.47 | 45.73% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-17 | 2020-03-02 | Completed | 100% | $84.51 | $90.69 | 7.31% | Stop |
| 2018-12-24 | 2019-01-17 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-23 | 2018-12-24 | Completed | 100% | $68.40 | $78.57 | 14.87% | Stop |
| 2016-04-11 | 2016-09-23 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2015-09-17 | 2016-04-11 | Completed | 100% | $60.74 | $63.68 | 4.84% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-30 | 2015-08-25 | Completed | 100% | $34.68 | $58.53 | 68.78% | Stop |
| 2011-08-08 | 2011-08-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 100% | $31.20 | $33.47 | 7.26% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-07 | 2010-05-07 | Completed | 100% | $34.24 | $32.43 | -5.29% | Stop |
| 2008-06-04 | 2010-04-07 | Interest | 100% | $1.00 | $1.06 | 6.42% | Interest Income |
| 2008-02-12 | 2008-06-04 | Completed | 100% | $38.22 | $38.24 | 0.06% | Signal |
| 2008-01-18 | 2008-02-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-01-25 | 2008-01-18 | Completed | 100% | $34.51 | $37.98 | 10.06% | Stop |
| 2006-01-23 | 2006-01-25 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
