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% | 5.93% | 5.27% | 2.84% | 4.30% | 2.64% | 3.65% |
| Sharpe Ratio | 2.16 | 2.16 | 1.82 | 1.15 | 0.68 | 0.65 | 0.71 | 0.62 |
| Max Drawdown | -3.07% | -3.07% | -3.54% | -7.31% | -16.55% | -24.17% | -16.55% | -24.17% |
| % Time Invested | 100.0% | 100.0% | 85.7% | 100.0% | 87.2% | 100.0% | 82.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.5 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2022-12-14 | Open | Open | 100% | $16.00 | $20.58 | 28.59% | Mark-to-Market |
| 2022-08-10 | 2022-12-14 | Interest | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2022-08-05 | 2022-08-10 | Completed | 100% | $15.84 | $15.97 | 0.85% | Signal |
| 2022-03-24 | 2022-08-05 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2020-07-30 | 2022-03-24 | Completed | 100% | $15.21 | $16.01 | 5.20% | Signal |
| 2020-06-01 | 2020-07-30 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-05-27 | 2020-06-01 | Completed | 100% | $14.92 | $14.88 | -0.28% | Signal |
| 2020-03-18 | 2020-05-27 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-03-25 | 2020-03-18 | Completed | 100% | $14.82 | $13.20 | -10.95% | Stop |
| 2019-03-01 | 2019-03-25 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-02-22 | 2019-03-01 | Completed | 100% | $14.93 | $15.01 | 0.57% | Signal |
| 2018-12-31 | 2019-02-22 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2016-04-27 | 2018-12-31 | Completed | 100% | $13.48 | $14.22 | 5.50% | 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 |
| 2015-08-21 | 2016-03-01 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2015-03-27 | 2015-08-21 | Completed | 100% | $13.44 | $13.29 | -1.08% | Signal |
| 2014-11-05 | 2015-03-27 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2013-02-28 | 2014-11-05 | Completed | 100% | $12.84 | $13.44 | 4.69% | Signal |
| 2013-02-26 | 2013-02-28 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
