Vector Grove FundPublic report data

Brokerage performance

March 26, 2026 – September 9, 2026

Before fund management and performance fees. This is the published brokerage return series, not the whole-fund accounting NAV series or an individual investor’s net return.

Cumulative TWR through September 9, 2026
9.134546873%
Daily TWR on September 9, 2026
0.415632387%
Reported daily observations
120

Daily and cumulative returns

Daily TWR values are copied from the report. Cumulative TWR is compounded from its first observation. All reported dates, including zero-return holidays, are retained.

Return series through September 9, 2026. All returns are percentages.
DateDaily TWR (%)Cumulative TWR (%)
0.000000000%0.000000000%
0.185374200%0.185374200%
0.158750368%0.344418850%
-0.126172326%0.217811963%
0.115416814%0.333480169%
-0.198529809%0.134288302%
0.000000000%0.134288302%
0.103799696%0.238227389%
0.027467671%0.265760495%
0.111943354%0.378001351%
0.073583723%0.451863221%
0.117004577%0.569396499%
0.054576806%0.624284063%
0.105501749%0.730444443%
-0.552433582%0.173975640%
0.232093035%0.406472461%
0.182112817%0.589325516%
-0.255358685%0.332461937%
-0.239111829%0.092555152%
0.127072854%0.219745619%
-1.535927410%-1.319556924%
0.210339991%-1.111992489%
0.214944606%-0.899438051%
0.145107549%-0.755635655%
0.155274979%-0.601533989%
0.195901173%-0.406811228%
0.162851086%-0.244622638%
-0.082466668%-0.326887574%
0.131816246%-0.195502219%
0.225747718%0.029804157%
0.165789461%0.195643030%
0.238074974%0.434183781%
0.196907314%0.631946035%
0.108575767%0.741207942%
0.161336903%0.903740687%
0.147777575%1.052853788%
0.174177123%1.228864742%
0.171502163%1.402474434%
0.136987256%1.541382902%
-0.452428598%1.081980646%
0.186285624%1.270281845%
0.164842753%1.437218565%
0.000000000%1.437218565%
0.276996344%1.718195952%
0.222758060%1.944781432%
0.189335654%2.137799251%
0.259773637%2.403126327%
0.258550270%2.667889886%
0.229315515%2.903323287%
0.214514771%3.124066115%
0.259109733%3.391270607%
0.066195610%3.459711090%
0.148631047%3.613484342%
-1.409663971%2.152882384%
0.212958392%2.370425519%
0.376698650%2.756053530%
0.286130999%3.050070453%
0.329696314%3.389822737%
0.183101245%3.579130789%
0.008590264%3.588028510%
0.195736262%3.790787845%
0.000000000%3.790787845%
-1.274223019%2.468261735%
0.159353620%2.631548619%
-0.320940944%2.302161958%
0.088924034%2.393133167%
-0.003804850%2.389237262%
0.890711530%3.301230004%
0.825775465%4.154266216%
-0.382153086%3.756237474%
-0.420990924%3.319433131%
0.000000000%3.319433131%
0.701916085%4.044648851%
0.043514027%4.089922868%
0.116792645%4.211492242%
0.189675067%4.409155460%
0.195104993%4.612862935%
0.190015228%4.811643305%
0.166747819%4.986414434%
0.134571624%5.127696357%
0.150434284%5.285844455%
0.236563664%5.534912506%
0.116792715%5.658169595%
0.193724492%5.862855348%
0.099392158%5.968074724%
0.031966647%6.001949165%
-0.052560367%5.946234151%
0.250458443%6.211585440%
0.109990901%6.328408519%
0.084233092%6.417972225%
-0.096443858%6.315338627%
0.016008213%6.332357813%
0.131875469%6.472584109%
-1.000640126%5.407176709%
0.212222768%5.630874737%
0.253350533%5.898491121%
0.149485594%6.056794110%
0.089871119%6.152108537%
0.061338935%6.217221110%
0.086729684%6.309342971%
0.137850079%6.455890484%
0.083333200%6.544603584%
0.141946208%6.695839609%
0.198545943%6.907679869%
0.219893516%7.142762926%
0.144753277%7.297855586%
0.187637684%7.499186797%
0.142387086%7.652251757%
0.091518719%7.750773719%
0.115385965%7.875102989%
0.135383125%8.021147674%
0.067392820%8.093946172%
0.193948237%8.303592475%
0.252874645%8.577464800%
0.233608875%8.831111394%
-0.113677206%8.707395227%
0.340825293%9.077897525%
0.000000000%9.077897525%
-0.362192236%8.682825849%
0.415632387%9.134546873%

IBKR-reported risk measures

Values below are reproduced from the CSV’s Risk Measures section, including Sharpe and Sortino. They are not recalculated by this website.

Risk measures for March 26, 2026 – September 9, 2026
MeasureReported value
Ending VAMI1091.345468745
Max Drawdown2.03513583%
Peak-To-Valley20260414 - 20260423
Recovery13 Days
Sharpe Ratio2.944512819
Sortino Ratio3.588197397
Standard Deviation0.32441116%
Downside Deviation0.266215237%
Mean Return0.073398076%
Positive Periods102 (85)
Negative Periods18 (15)

Ending VAMI is a performance index starting at 1,000, not an account balance. Positive and negative periods use the report’s count (percentage) notation. Mean Return, Standard Deviation and Downside Deviation refer to the report’s daily observations.

Methodology and sources

Source: sanitized IBKR PortfolioAnalyst CSV, March 26, 2026 – September 9, 2026, USD reporting basis, TWR. Account identifiers and aliases are removed before publication.

Cumulative TWR (%) = [∏ (1 + daily TWR (%) ÷ 100) − 1] × 100. The full return chain is checked against the report’s Ending VAMI using a starting index of 1,000. Displayed returns are rounded to nine decimal places; cumulative returns use the unrounded source daily values.

The report states that historical US 3 Month Treasury Bill rates are used as risk-free rates for Sharpe, Sortino and downside-deviation calculations.

The separately published PDF brokerage report ends September 4, 2026. It has a different cutoff from this CSV-based page unless those dates match.

Fund terms include a 2% management fee and a 20% annual performance fee with high-water mark. These fund fees are not deducted from the returns on this page.

Informational only, not an offer or solicitation. Options and derivatives involve risk, including possible loss of capital. Past performance does not guarantee future results. Refer to the source CSV for the original report’s notes and disclosures.