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 | 20.79% | 29.62% | 9.49% | 10.21% | 10.52% | 12.27% | 7.61% | 10.20% |
| Sharpe Ratio | 1.59 | 2.06 | 0.77 | 0.61 | 0.82 | 0.68 | 0.60 | 0.56 |
| Max Drawdown | -9.73% | -9.73% | -15.44% | -26.42% | -18.28% | -33.53% | -24.74% | -33.53% |
| % Time Invested | 88.1% | 100.0% | 78.8% | 100.0% | 81.8% | 100.0% | 77.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-06-16 | Open | Open | 100% | $124.24 | $149.14 | 20.04% | Mark-to-Market |
| 2025-05-21 | 2025-06-16 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-05-16 | 2025-05-21 | Completed | 100% | $121.59 | $121.73 | 0.11% | Signal |
| 2025-04-08 | 2025-05-16 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2023-01-20 | 2025-04-08 | Completed | 100% | $83.87 | $106.56 | 27.06% | Stop |
| 2022-03-03 | 2023-01-20 | Interest | 100% | $1.00 | $1.03 | 2.81% | Interest Income |
| 2020-07-20 | 2022-03-03 | Completed | 100% | $70.29 | $91.23 | 29.78% | Signal |
| 2020-06-08 | 2020-07-20 | Interest | 100% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-06-04 | 2020-06-08 | Completed | 100% | $67.42 | $69.19 | 2.63% | Signal |
| 2020-03-10 | 2020-06-04 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-03-28 | 2020-03-10 | Completed | 100% | $62.93 | $62.39 | -0.87% | Stop |
| 2018-10-31 | 2019-03-28 | Interest | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2016-05-03 | 2018-10-31 | Completed | 100% | $46.62 | $59.85 | 28.38% | Signal |
| 2015-08-25 | 2016-05-03 | Interest | 100% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2015-03-03 | 2015-08-25 | Completed | 100% | $49.07 | $45.22 | -7.86% | Stop |
| 2015-01-29 | 2015-03-03 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-12-26 | 2015-01-29 | Completed | 100% | $47.90 | $46.82 | -2.25% | Signal |
| 2014-11-26 | 2014-12-26 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2012-08-17 | 2014-11-26 | Completed | 100% | $35.13 | $48.45 | 37.89% | Signal |
| 2012-07-10 | 2012-08-17 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2012-02-24 | 2012-07-10 | Completed | 100% | $35.10 | $33.48 | -4.62% | Signal |
| 2011-08-08 | 2012-02-24 | Interest | 100% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2010-09-30 | 2011-08-08 | Completed | 100% | $31.64 | $31.36 | -0.90% | Stop |
| 2010-06-18 | 2010-09-30 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2010-06-01 | 2010-06-18 | Completed | 100% | $28.30 | $29.58 | 4.52% | Signal |
| 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
