BKLN
INVESCO SENIOR LOAN ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
BKLN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 6.29% | 6.29% | 3.72% | 5.27% | 0.95% | 4.30% | 1.31% | 3.65% |
| Sharpe Ratio | 2.16 | 2.16 | 1.05 | 1.15 | 0.22 | 0.65 | 0.33 | 0.62 |
| Max Drawdown | -3.07% | -3.07% | -7.31% | -7.31% | -19.56% | -24.17% | -19.56% | -24.17% |
| % Time Invested | 100.0% | 100.0% | 74.8% | 100.0% | 69.3% | 100.0% | 67.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.9 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-10-16 | Open | Open | 100% | $17.27 | $20.58 | 19.19% | Mark-to-Market |
| 2023-09-08 | 2023-10-16 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2023-09-06 | 2023-09-08 | Completed | 100% | $17.22 | $17.25 | 0.19% | Signal |
| 2022-08-10 | 2023-09-06 | Interest | 100% | $1.00 | $1.04 | 3.95% | Interest Income |
| 2022-08-05 | 2022-08-10 | Completed | 100% | $15.84 | $15.97 | 0.85% | Signal |
| 2022-07-07 | 2022-08-05 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2021-03-25 | 2022-07-07 | Completed | 100% | $15.88 | $15.16 | -4.54% | Signal |
| 2020-07-16 | 2021-03-25 | Interest | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2020-04-09 | 2020-07-16 | Completed | 100% | $15.02 | $15.08 | 0.45% | Signal |
| 2020-03-18 | 2020-04-09 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-05-20 | 2020-03-18 | Completed | 100% | $15.16 | $13.20 | -12.96% | Stop |
| 2019-04-15 | 2019-05-20 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-04-11 | 2019-04-15 | Completed | 100% | $15.12 | $15.13 | 0.04% | Signal |
| 2019-03-01 | 2019-04-11 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-02-22 | 2019-03-01 | Completed | 100% | $14.93 | $15.01 | 0.57% | Signal |
| 2018-12-28 | 2019-02-22 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2017-01-11 | 2018-12-28 | Completed | 100% | $14.13 | $14.26 | 0.98% | Signal |
| 2016-10-28 | 2017-01-11 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2016-10-26 | 2016-10-28 | Completed | 100% | $13.92 | $13.91 | -0.09% | Signal |
| 2016-04-29 | 2016-10-26 | Interest | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2016-04-27 | 2016-04-29 | Completed | 100% | $13.48 | $13.49 | 0.09% | Signal |
| 2016-03-03 | 2016-04-27 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2016-03-01 | 2016-03-03 | Completed | 100% | $12.84 | $12.91 | 0.50% | Signal |
| 2015-02-23 | 2016-03-01 | Interest | 100% | $1.00 | $1.02 | 2.18% | Interest Income |
| 2013-02-28 | 2015-02-23 | Completed | 100% | $12.84 | $13.45 | 4.77% | Signal |
| 2013-02-26 | 2013-02-28 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
