ACWI
ISHARES MSCI ACWI ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
ACWI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 25.51% | 29.62% | 6.59% | 10.21% | 10.20% | 12.27% | 7.66% | 10.20% |
| Sharpe Ratio | 1.87 | 2.06 | 0.59 | 0.61 | 0.89 | 0.68 | 0.67 | 0.56 |
| Max Drawdown | -9.73% | -9.73% | -15.73% | -26.42% | -15.73% | -33.53% | -16.87% | -33.53% |
| % Time Invested | 99.6% | 100.0% | 91.5% | 100.0% | 94.6% | 100.0% | 94.1% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 2.5 | 0.0 | 2.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-03 | Open | Open | 33% | $128.25 | $149.14 | 16.29% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33% | $116.05 | $149.14 | 28.52% | Mark-to-Market |
| 2025-04-30 | Open | Open | 34% | $113.97 | $149.14 | 30.86% | Mark-to-Market |
| 2025-05-21 | 2025-07-03 | Interest | 33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2025-05-16 | 2025-05-21 | Completed | 33% | $121.59 | $121.73 | 0.11% | Signal |
| 2025-03-19 | 2025-05-16 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-12 | 2025-04-08 | Completed | 33% | $94.78 | $106.56 | 12.43% | Stop |
| 2023-04-28 | 2025-04-07 | Completed | 34% | $86.99 | $101.11 | 16.24% | Stop |
| 2024-01-05 | 2025-03-19 | Completed | 33% | $96.67 | $116.04 | 20.03% | Signal |
| 2023-10-27 | 2024-01-05 | Interest | 33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2023-04-05 | 2023-12-12 | Interest | 33% | $1.00 | $1.03 | 2.79% | Interest Income |
| 2023-01-18 | 2023-10-27 | Completed | 33% | $85.51 | $85.65 | 0.17% | Signal |
| 2023-04-05 | 2023-04-28 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-03 | 2023-04-05 | Completed | 34% | $86.41 | $86.40 | -0.01% | Signal |
| 2023-04-03 | 2023-04-05 | Completed | 33% | $86.41 | $86.40 | -0.01% | Signal |
| 2022-09-28 | 2023-04-03 | Interest | 33% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2022-04-21 | 2023-04-03 | Interest | 34% | $1.00 | $1.03 | 3.22% | Interest Income |
| 2022-02-18 | 2023-01-18 | Interest | 33% | $1.00 | $1.03 | 2.84% | Interest Income |
| 2022-06-02 | 2022-09-28 | Completed | 33% | $85.48 | $74.02 | -13.40% | Signal |
| 2022-05-10 | 2022-06-02 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-04-01 | 2022-05-10 | Completed | 33% | $54.19 | $83.12 | 53.38% | Stop |
| 2022-03-30 | 2022-04-21 | Completed | 34% | $94.84 | $92.15 | -2.83% | Signal |
| 2022-03-08 | 2022-03-30 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-09-16 | 2022-03-08 | Completed | 34% | $74.23 | $86.30 | 16.26% | Stop |
| 2020-06-30 | 2022-02-18 | Completed | 33% | $66.36 | $92.59 | 39.53% | Signal |
| 2020-05-19 | 2020-09-16 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2020-06-08 | 2020-06-30 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-04 | 2020-06-08 | Completed | 33% | $67.42 | $69.19 | 2.63% | Signal |
| 2020-04-02 | 2020-06-04 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-03-24 | 2020-05-19 | Completed | 34% | $51.96 | $62.92 | 21.10% | Signal |
| 2020-03-24 | 2020-04-02 | Completed | 33% | $51.96 | $53.71 | 3.38% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-12-03 | 2020-03-10 | Completed | 33% | $68.00 | $62.39 | -8.25% | Stop |
| 2019-07-09 | 2020-03-02 | Completed | 34% | $65.74 | $65.46 | -0.42% | Stop |
| 2019-03-27 | 2020-03-02 | Completed | 33% | $63.17 | $65.46 | 3.63% | Stop |
| 2019-09-17 | 2019-12-03 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2019-09-13 | 2019-09-17 | Completed | 33% | $66.63 | $66.08 | -0.83% | Signal |
| 2019-06-19 | 2019-09-13 | Interest | 33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2019-06-14 | 2019-07-09 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-01-15 | 2019-06-19 | Completed | 33% | $58.43 | $64.99 | 11.23% | Signal |
| 2019-06-12 | 2019-06-14 | Completed | 34% | $64.22 | $64.07 | -0.23% | Signal |
| 2018-10-24 | 2019-06-12 | Interest | 34% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2018-10-29 | 2019-03-27 | Interest | 33% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-02-10 | 2018-12-20 | Completed | 33% | $51.98 | $56.30 | 8.32% | Stop |
| 2018-08-01 | 2018-10-29 | Completed | 33% | $63.81 | $59.36 | -6.97% | Signal |
| 2016-07-25 | 2018-10-24 | Completed | 34% | $48.48 | $60.26 | 24.29% | Signal |
| 2018-05-04 | 2018-08-01 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-05-05 | 2018-05-04 | Completed | 33% | $46.17 | $61.31 | 32.79% | Signal |
| 2016-01-19 | 2017-02-10 | Interest | 33% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2015-10-06 | 2016-07-25 | Interest | 34% | $1.00 | $1.02 | 1.53% | Interest Income |
| 2015-08-11 | 2016-05-05 | Interest | 33% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2015-09-17 | 2016-01-19 | Completed | 33% | $45.89 | $42.46 | -7.46% | Signal |
| 2015-09-17 | 2015-10-06 | Completed | 34% | $45.89 | $45.62 | -0.59% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-04-21 | 2015-08-25 | Completed | 34% | $50.06 | $45.22 | -9.68% | Stop |
| 2012-12-12 | 2015-08-25 | Completed | 33% | $36.66 | $45.22 | 23.34% | Stop |
| 2015-02-24 | 2015-08-11 | Completed | 33% | $48.99 | $48.42 | -1.17% | Signal |
| 2015-02-11 | 2015-04-21 | Interest | 34% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2014-10-21 | 2015-02-24 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2012-04-13 | 2015-02-11 | Completed | 34% | $34.77 | $47.73 | 37.29% | Signal |
| 2012-09-12 | 2014-10-21 | Completed | 33% | $35.87 | $45.56 | 26.99% | Signal |
| 2012-05-23 | 2012-12-12 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2012-06-04 | 2012-09-12 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2012-01-13 | 2012-06-04 | Completed | 33% | $32.23 | $31.22 | -3.13% | Stop |
| 2011-08-30 | 2012-05-23 | Completed | 33% | $32.03 | $32.08 | 0.15% | Signal |
| 2011-09-23 | 2012-04-13 | Interest | 34% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2011-07-27 | 2012-01-13 | Interest | 33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2011-08-29 | 2011-09-23 | Completed | 34% | $31.91 | $28.84 | -9.62% | Signal |
| 2011-08-08 | 2011-08-30 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-16 | 2011-08-08 | Completed | 33% | $29.24 | $31.36 | 7.26% | Stop |
| 2010-11-26 | 2011-08-05 | Completed | 34% | $32.36 | $32.75 | 1.21% | Stop |
| 2010-10-01 | 2011-07-27 | Completed | 33% | $31.75 | $35.98 | 13.32% | Signal |
| 2010-07-20 | 2010-11-26 | Interest | 34% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2010-06-17 | 2010-10-01 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2010-06-01 | 2010-07-20 | Completed | 34% | $28.30 | $28.54 | 0.83% | Signal |
| 2010-05-11 | 2010-06-17 | Completed | 33% | $29.71 | $29.68 | -0.10% | Signal |
| 2010-05-24 | 2010-06-16 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-23 | 2010-05-24 | Completed | 33% | $31.33 | $28.60 | -8.72% | Stop |
| 2010-04-19 | 2010-05-11 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-03-23 | 2010-05-07 | Completed | 34% | $31.33 | $29.42 | -6.11% | Stop |
| 2010-03-23 | 2010-04-19 | Completed | 33% | $31.33 | $31.75 | 1.34% | Signal |
| 2010-03-19 | 2010-03-23 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-03-19 | 2010-03-23 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-03-19 | 2010-03-23 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
