VWOB
VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VWOB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.36% | 10.36% | 3.03% | 2.22% | 2.94% | 3.51% | 2.69% | 3.50% |
| Sharpe Ratio | 1.94 | 1.94 | 0.55 | 0.24 | 0.44 | 0.37 | 0.42 | 0.38 |
| Max Drawdown | -4.48% | -4.48% | -14.37% | -26.97% | -15.78% | -26.97% | -15.78% | -26.97% |
| % Time Invested | 100.0% | 100.0% | 62.3% | 100.0% | 69.1% | 100.0% | 67.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-03-12 | Open | Open | 100% | $55.71 | $66.75 | 19.81% | Mark-to-Market |
| 2022-07-28 | 2024-03-12 | Interest | 100% | $1.00 | $1.06 | 6.33% | Interest Income |
| 2022-07-26 | 2022-07-28 | Completed | 100% | $49.64 | $50.31 | 1.36% | Signal |
| 2022-06-02 | 2022-07-26 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2022-05-31 | 2022-06-02 | Completed | 100% | $52.25 | $52.08 | -0.32% | Signal |
| 2022-04-14 | 2022-05-31 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2020-04-06 | 2022-04-14 | Completed | 100% | $51.06 | $53.54 | 4.85% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-16 | 2020-03-13 | Completed | 100% | $56.98 | $52.69 | -7.52% | Stop |
| 2019-06-13 | 2019-08-16 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-06-05 | 2019-06-13 | Completed | 100% | $55.05 | $55.36 | 0.56% | Signal |
| 2019-01-09 | 2019-06-05 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2019-01-07 | 2019-01-09 | Completed | 100% | $51.77 | $51.96 | 0.36% | Signal |
| 2018-09-12 | 2019-01-07 | Interest | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2016-08-02 | 2018-09-12 | Completed | 100% | $49.52 | $50.43 | 1.83% | Signal |
| 2016-07-11 | 2016-08-02 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-07-07 | 2016-07-11 | Completed | 100% | $49.42 | $49.69 | 0.55% | Signal |
| 2016-03-08 | 2016-07-07 | Interest | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2016-03-02 | 2016-03-08 | Completed | 100% | $45.38 | $45.57 | 0.41% | Signal |
| 2015-11-13 | 2016-03-02 | Interest | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2015-05-29 | 2015-11-13 | Completed | 100% | $45.87 | $45.29 | -1.25% | Signal |
| 2015-05-27 | 2015-05-29 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
