Vanguard Global ex-U.S. Real Estate (VNQI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to VNQI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -5.96%.   Win rate: 38.46%.   Sharpe Ratio: -2.55.   Maximum drawdown: -35.33% on 13 October 2022.
Mean CAGR: 20.29%. Time in market: 5597 days.   Hypothetical return: $1000 would be worth $835.78 on 15 May 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 Global Real Estate

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: (38.46% * 8.29%) + (15.38% * 1.46%) - (46.15% * 20.30%) = -5.96%.
Wins: 5 Breakevens: 2 Losses: 6

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%
13 March 2026   MEDIUM   smart_toy0.925  factory0.583   50 Day Low $ 45.52 select_check_box electric_bolt schedule schedule schedule schedule
19 November 2025   MEDIUM   smart_toy0.848  factory0.685   50 Day Low $ 46.81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
04 April 2025   MEDIUM   smart_toy0.98  factory0.756   FIRE SALE 50 Day Low $ 39.44 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
13 December 2024   MEDIUM   smart_toy0.778  factory0.68   50 Day Low $ 42.12 select_check_box select_check_box select_check_box select_check_box select_check_box
06 November 2024   MEDIUM   smart_toy0.887  factory0.69   50 Day Low $ 43.40 select_check_box select_check_box select_check_box select_check_box select_check_box
13 February 2024   MEDIUM   smart_toy0.863  factory0.548   50 Day Low $ 39.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
26 September 2023   MEDIUM   smart_toy0.877  factory0.615   50 Day Low $ 38.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 August 2023   MEDIUM   smart_toy0.85  factory0.664   50 Day Low $ 39.30 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 May 2023   MEDIUM   smart_toy0.899  factory0.672   50 Day Low $ 39.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
09 March 2023   MEDIUM   smart_toy0.636  factory0.728   50 Day Low $ 40.78 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2022   MEDIUM   smart_toy0.987  factory0.887   FIRE SALE 50 Day Low $ 37.24 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
06 September 2022   MEDIUM   smart_toy0.896  factory0.911   FIRE SALE 50 Day Low $ 42.43 select_check_box select_check_box select_check_box select_check_box select_check_box
13 June 2022   MEDIUM   smart_toy0.886  factory0.883   FIRE SALE 50 Day Low $ 44.16 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 April 2022   MEDIUM   smart_toy0.88  factory0.784   50 Day Low $ 49.16 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 March 2022   HIGH   smart_toy0.941  factory0.704   FIRE SALE 50 Day Low $ 50.46 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 January 2022   LOW   smart_toy0.931  factory0.709   50 Day Low $ 52.39 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 November 2021   LOW   smart_toy0.787  factory0.677   50 Day Low $ 55.48 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 September 2021   LOW   smart_toy0.959  factory0.506   50 Day Low $ 56.69 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Vanguard Global ex-U.S. Real Estate (exchange: XNAS symbol: VNQI) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.