Moving Average (50/200)
VWO
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
VWO Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 3.99% | 5.69% | Compound Annual Growth Rate. Measures the mean annual growth rate of an investment over a specified period of time longer than one year. |
| Sharpe Ratio | 0.25 | 0.21 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -47.53% | -67.68% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 63.3% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | 2026-04-07 | OPEN | 100% | $44.23 | $54.09 | 22.31% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-02 | 2025-04-08 | COMPLETED | 100% | $38.35 | $40.57 | 5.77% | Stop |
| 2023-10-10 | 2024-01-02 | INTEREST | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2023-01-25 | 2023-10-10 | COMPLETED | 100% | $38.71 | $36.09 | -6.78% | Signal |
| 2021-09-08 | 2023-01-25 | INTEREST | 100% | $1.00 | $1.04 | 3.65% | Interest Income |
| 2020-07-27 | 2021-09-08 | COMPLETED | 100% | $36.15 | $45.44 | 25.69% | Signal |
| 2020-03-10 | 2020-07-27 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2019-11-07 | 2020-03-10 | COMPLETED | 100% | $35.51 | $32.24 | -9.21% | Stop |
| 2019-09-25 | 2019-11-07 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2019-03-11 | 2019-09-25 | COMPLETED | 100% | $33.48 | $33.23 | -0.76% | Signal |
| 2018-06-14 | 2019-03-11 | INTEREST | 100% | $1.00 | $1.02 | 2.11% | Interest Income |
| 2016-05-02 | 2018-06-14 | COMPLETED | 100% | $26.09 | $35.16 | 34.79% | Signal |
| 2015-07-29 | 2016-05-02 | INTEREST | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2015-05-01 | 2015-07-29 | COMPLETED | 100% | $31.96 | $27.76 | -13.14% | Signal |
| 2014-12-04 | 2015-05-01 | INTEREST | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2014-05-02 | 2014-12-04 | COMPLETED | 100% | $28.93 | $30.06 | 3.92% | Signal |
| 2014-04-04 | 2014-05-02 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2014-03-31 | 2014-04-04 | COMPLETED | 100% | $28.67 | $29.22 | 1.92% | Signal |
| 2014-01-29 | 2014-03-31 | INTEREST | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2013-11-07 | 2014-01-29 | COMPLETED | 100% | $29.10 | $26.31 | -9.58% | Signal |
| 2013-09-13 | 2013-11-07 | INTEREST | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2013-09-10 | 2013-09-13 | COMPLETED | 100% | $28.47 | $28.24 | -0.81% | Signal |
| 2013-06-20 | 2013-09-10 | INTEREST | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2012-10-03 | 2013-06-20 | COMPLETED | 100% | $28.60 | $26.06 | -8.88% | Signal |
| 2012-06-14 | 2012-10-03 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2012-06-12 | 2012-06-14 | COMPLETED | 100% | $25.68 | $25.68 | 0.03% | Signal |
| 2012-05-18 | 2012-06-12 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-03-06 | 2012-05-18 | COMPLETED | 100% | $28.90 | $25.49 | -11.81% | Stop |
| 2012-01-30 | 2012-03-06 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2012-01-26 | 2012-01-30 | COMPLETED | 100% | $28.65 | $27.96 | -2.41% | Signal |
| 2011-08-08 | 2012-01-26 | INTEREST | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2010-08-18 | 2011-08-08 | COMPLETED | 100% | $27.01 | $27.33 | 1.16% | Stop |
| 2010-06-24 | 2010-08-18 | INTEREST | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2010-06-01 | 2010-06-24 | COMPLETED | 100% | $24.28 | $25.76 | 6.12% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-03 | 2010-05-07 | COMPLETED | 100% | $25.89 | $24.84 | -4.05% | Stop |
| 2010-02-08 | 2010-03-03 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-05-22 | 2010-02-08 | COMPLETED | 100% | $19.65 | $23.99 | 22.09% | Stop |
| 2008-06-30 | 2009-05-22 | INTEREST | 100% | $1.00 | $1.03 | 2.91% | Interest Income |
| 2008-05-29 | 2008-06-30 | COMPLETED | 100% | $31.14 | $28.14 | -9.66% | Signal |
| 2008-03-12 | 2008-05-29 | INTEREST | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2008-02-14 | 2008-03-12 | COMPLETED | 100% | $29.37 | $29.32 | -0.16% | Signal |
| 2008-01-23 | 2008-02-14 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-12-19 | 2008-01-23 | COMPLETED | 100% | $30.72 | $26.66 | -13.23% | Stop |
| 2007-11-27 | 2007-12-19 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-09-10 | 2007-11-27 | COMPLETED | 100% | $27.88 | $30.02 | 7.67% | Stop |
| 2007-08-16 | 2007-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-09-27 | 2007-08-16 | COMPLETED | 100% | $19.44 | $23.74 | 22.11% | Stop |
| 2006-07-25 | 2006-09-27 | INTEREST | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2006-06-15 | 2006-07-25 | COMPLETED | 100% | $17.17 | $18.69 | 8.87% | Signal |
| 2006-05-23 | 2006-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-12-22 | 2006-05-23 | COMPLETED | 100% | $17.58 | $19.04 | 8.34% | Stop |
| 2005-12-20 | 2005-12-22 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
