Vanguard FTSE Pacific (Developed) (VPL) Daily/Weekly Backtest Results south_america

Signal:                  
                [ What are these? | Switch to VPL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -1.01%.   Win rate: 46.15%.   Sharpe Ratio: -2.937.   Maximum drawdown: -28.94% on 13 October 2022.
Mean CAGR: 28.02%. Time in market: 5208 days.   Hypothetical return: $1000 would be worth $998.25 on 12 July 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Asia (Developed)

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 13 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (46.15% * 8.39%) + (15.38% * 0.72%) - (38.46% * 12.98%) = -1.01%.
Wins: 6 Breakevens: 2 Losses: 5

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
03 April 2025   MEDIUM   smart_toy0.794  factory0.771   50 Day Low $ 70.64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
18 December 2024   MEDIUM   smart_toy0.562  factory0.559   50 Day Low $ 72.76 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
13 November 2024   MEDIUM   smart_toy0.651  factory0.514   50 Day Low $ 73.37 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 August 2024   MEDIUM   smart_toy0.593  factory0.81   50 Day Low $ 71.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
19 April 2024   MEDIUM   smart_toy0.765  factory0.329   50 Day Low $ 71.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 October 2023   MEDIUM   smart_toy0.788  factory0.712   50 Day Low $ 66.31 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 August 2023   MEDIUM   smart_toy0.709  factory0.492   50 Day Low $ 68.21 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2022   MEDIUM   smart_toy0.966  factory0.883   FIRE SALE 50 Day Low $ 57.52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
07 September 2022   MEDIUM   smart_toy0.749  factory0.874   50 Day Low $ 61.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 June 2022   MEDIUM   smart_toy0.903  factory0.881   FIRE SALE 50 Day Low $ 64.74 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2022   MEDIUM   smart_toy0.696  factory0.727   50 Day Low $ 69.28 select_check_box select_check_box select_check_box select_check_box select_check_box
07 March 2022   HIGH   smart_toy0.931  factory0.578   FIRE SALE 50 Day Low $ 71.08 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
19 January 2022   LOW   smart_toy0.832  factory0.537   50 Day Low $ 76.76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021   LOW   smart_toy0.513  factory0.595   50 Day Low $ 78.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 October 2021   LOW   smart_toy0.946  factory0.682   50 Day Low $ 78.79 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 August 2021   LOW   smart_toy0.961  factory0.369   50 Day Low $ 79.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
13 May 2021   LOW   smart_toy0.621  factory0.352   50 Day Low $ 80.38 select_check_box electric_boltelectric_bolt select_check_box disabled_by_default disabled_by_default disabled_by_default

 

The data for Vanguard FTSE Pacific (Developed) (exchange: ARCX symbol: VPL) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.