Vanguard S&P 500 (VOO) Rate Of Change

Buy signal:            
        [ What are these indicators? ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]

Expectancy: 5.45%.   Win rate: 100%.   Mean CAGR: 66.95%. Time in market: 1 year 221 days.
Sharpe Ratio: 5.024. Maximum drawdown: 26.90% on 23 March 2020.

About this Chart's Calculations for S&P 500

Expectancy calculation (win % x average win) - (loss % x average loss): (100% * 5.45%) - (0% * 0%) = 5.45%. To be a profitable trader you need to trade with a positive value for expectancy.

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.

Rate Of Change - Profit Probability Projections

This table summarises how long it would take after buying the ETF at the 50 day lows to reach the specified percentage return. Note that past performance is not a guarantee of future performance. The calculations exclude the exceptionally volatile month of March 2020. Calculations also exclude dividends and other distributions to shareholders.

Date Days to Reach Profit Target
5% 6% 7.5% 10% 20%
2025 61 63 88 105 206
2022 61 61
2018 79 87 98 127 123
2016 42 49 56 83 321
2015 57 67 236 319
2011 73 73 76 151 216
Avg. Days 62 66 110 157 216
CAGR 33.3% 38% 27.1% 24.8% 36.1%

Rate Of Change - Backtest Trading Summary

This table summarises how profitable it would have been to have bought this ETF at each 50 day low. 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%. check_box_outline_blank = profit point achieved but CAGR was less than 5%.

Signal Date Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
14 March 2025 $512.59 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2022 $383.17 select_check_box select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank
04 March 2020 $264.08 select_check_box select_check_box select_check_box select_check_box select_check_box
27 December 2018 $205.22 select_check_box select_check_box select_check_box select_check_box select_check_box
14 February 2018 $219.08 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
22 January 2016 $149.53 select_check_box select_check_box select_check_box select_check_box select_check_box
27 August 2015 $154.16 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
12 August 2011 $84.53 select_check_box select_check_box select_check_box select_check_box select_check_box

Rate Of Change - Compound Annual Growth Rate (CAGR) Summary

Compound Annual Growth Rate (CAGR) shows the annual percentage performance had the investment grown at the same rate over one year. Cross reference the figures in the tables below with the backtesting results tables above to see how long it took to achieve profitability after buying this ETF at the specific 50 day low. A red (empty) table cell shows that the specific profit point has not yet been achieved. Calculations exclude dividends or other distributions this fund may distribute to fund holders.

Date Price Gains / CAGR
5% 6% 7.5% 10% 20%
14 March 2025 $512.59 33.9 40.2 35.0 39.3 38.1
27 January 2022 $383.17 33.9 41.7
04 March 2020 $264.08 14.3 16.5 18.7 23.3 27.5
27 December 2018 $205.22 293.5 189.6 232.0 162.8 71.8
14 February 2018 $219.08 13.0 14.8 16.4 17.3
22 January 2016 $149.53 52.8 54.3 60.2 52.1 23.0
27 August 2015 $154.16 36.7 37.4 11.8 11.5
12 August 2011 $84.53 27.6 33.8 41.6 25.9 36.1

The data for Vanguard S&P 500 (exchange: ARCX symbol: VOO) was last updated 21 Jul 2026 05:40. Data for this ETF is available from 09 Sep 2010 - 20 Jul 2026.