AGG
iShares Core U.S. Aggregate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
AGG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.85% | 3.85% | 3.23% | 0.17% | 2.73% | 1.65% | 3.49% | 3.06% |
| Sharpe Ratio | 0.97 | 0.97 | 1.19 | 0.03 | 0.75 | 0.30 | 0.80 | 0.57 |
| Max Drawdown | -2.52% | -2.52% | -3.19% | -17.82% | -9.58% | -18.43% | -12.84% | -18.43% |
| % Time Invested | 100.0% | 100.0% | 40.7% | 100.0% | 48.6% | 100.0% | 59.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.5 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-11-08 | Open | Open | 100% | $93.18 | $98.96 | 6.20% | Mark-to-Market |
| 2024-08-07 | 2024-11-08 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $94.51 | $93.28 | -1.30% | Signal |
| 2021-11-18 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 9.86% | Interest Income |
| 2019-08-08 | 2021-11-18 | Completed | 100% | $92.99 | $98.84 | 6.29% | Signal |
| 2019-06-05 | 2019-08-08 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 100% | $90.72 | $90.80 | 0.09% | Signal |
| 2019-03-15 | 2019-06-03 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2019-03-13 | 2019-03-15 | Completed | 100% | $87.86 | $87.94 | 0.08% | Signal |
| 2017-07-31 | 2019-03-13 | Interest | 100% | $1.00 | $1.04 | 4.43% | Interest Income |
| 2016-06-29 | 2017-07-31 | Completed | 100% | $85.59 | $85.62 | 0.03% | Signal |
| 2016-03-23 | 2016-06-29 | Interest | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2014-12-22 | 2016-03-23 | Completed | 100% | $80.85 | $83.15 | 2.85% | Signal |
| 2014-04-21 | 2014-12-22 | Interest | 100% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2014-04-14 | 2014-04-21 | Completed | 100% | $78.25 | $78.13 | -0.15% | Signal |
| 2013-09-25 | 2014-04-14 | Interest | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2007-08-07 | 2013-09-25 | Completed | 100% | $56.33 | $76.27 | 35.41% | Signal |
| 2007-02-12 | 2007-08-07 | Interest | 100% | $1.00 | $1.02 | 2.30% | Interest Income |
| 2007-02-08 | 2007-02-12 | Completed | 100% | $55.67 | $55.56 | -0.19% | Signal |
| 2006-11-06 | 2007-02-08 | Interest | 100% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2006-11-02 | 2006-11-06 | Completed | 100% | $55.10 | $54.82 | -0.50% | Signal |
| 2006-07-19 | 2006-11-02 | Interest | 100% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2006-07-17 | 2006-07-19 | Completed | 100% | $53.00 | $52.82 | -0.33% | Signal |
| 2005-09-20 | 2006-07-17 | Interest | 100% | $1.00 | $1.04 | 3.82% | Interest Income |
Return Distribution Analysis
