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 | 28.56% | 29.62% | 5.54% | 10.21% | 9.30% | 12.27% | 5.94% | 10.20% |
| Sharpe Ratio | 1.99 | 2.06 | 0.42 | 0.61 | 0.68 | 0.68 | 0.42 | 0.56 |
| Max Drawdown | -9.73% | -9.73% | -21.47% | -26.42% | -21.47% | -33.53% | -33.56% | -33.53% |
| % Time Invested | 99.2% | 100.0% | 73.6% | 100.0% | 72.8% | 100.0% | 76.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 100% | $116.05 | $149.14 | 28.52% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-07 | 2025-04-08 | Completed | 100% | $94.01 | $106.56 | 13.36% | Stop |
| 2023-04-05 | 2023-12-07 | Interest | 100% | $1.00 | $1.03 | 2.74% | Interest Income |
| 2023-04-03 | 2023-04-05 | Completed | 100% | $86.41 | $86.40 | -0.01% | Signal |
| 2022-09-27 | 2023-04-03 | Interest | 100% | $1.00 | $1.02 | 1.90% | Interest Income |
| 2022-05-25 | 2022-09-27 | Completed | 100% | $82.19 | $74.85 | -8.93% | Stop |
| 2022-05-03 | 2022-05-25 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-04-01 | 2022-05-03 | Completed | 100% | $54.19 | $86.08 | 58.84% | Stop |
| 2020-03-10 | 2020-04-01 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-12-10 | 2020-03-10 | Completed | 100% | $69.13 | $62.39 | -9.76% | Stop |
| 2019-09-17 | 2019-12-10 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-09-13 | 2019-09-17 | Completed | 100% | $66.63 | $66.08 | -0.83% | Signal |
| 2019-06-12 | 2019-09-13 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-01-15 | 2019-06-12 | Completed | 100% | $58.43 | $64.22 | 9.92% | Signal |
| 2018-12-20 | 2019-01-15 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-02-09 | 2018-12-20 | Completed | 100% | $51.74 | $56.30 | 8.82% | Stop |
| 2016-01-19 | 2017-02-09 | Interest | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2015-09-17 | 2016-01-19 | Completed | 100% | $45.89 | $42.46 | -7.46% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-12-13 | 2015-08-25 | Completed | 100% | $36.58 | $45.22 | 23.63% | Stop |
| 2012-05-21 | 2012-12-13 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2011-10-27 | 2012-05-21 | Completed | 100% | $33.67 | $31.93 | -5.17% | Signal |
| 2011-10-05 | 2011-10-27 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-30 | 2011-10-05 | Completed | 100% | $32.03 | $28.93 | -9.67% | Stop |
| 2011-08-08 | 2011-08-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 100% | $28.30 | $31.36 | 10.79% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-23 | 2010-05-07 | Completed | 100% | $31.33 | $29.42 | -6.11% | Stop |
| 2010-03-19 | 2010-03-23 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
