CMDY
ISHARES BLOOMBERG ROLL SELECT COMMODITY STRATEGY ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
CMDY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 38.06% | 40.94% | 14.26% | 12.25% | 14.82% | 16.89% |
| Sharpe Ratio | 2.21 | 2.18 | 1.20 | 0.73 | 1.32 | 1.02 |
| Max Drawdown | -7.13% | -7.73% | -8.69% | -26.56% | -8.69% | -26.56% |
| % Time Invested | 100.0% | 100.0% | 81.5% | 100.0% | 80.5% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 5.4 | 0.0 | 5.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-02-25 | Open | Open | 34% | $53.90 | $62.13 | 15.27% | Mark-to-Market |
| 2026-02-25 | Open | Open | 33% | $53.90 | $62.13 | 15.27% | Mark-to-Market |
| 2025-08-27 | Open | Open | 33% | $44.78 | $62.13 | 38.75% | Mark-to-Market |
| 2026-02-02 | 2026-02-25 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-02-02 | 2026-02-25 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-05-14 | 2026-02-02 | Completed | 33% | $44.53 | $51.93 | 16.62% | Stop |
| 2025-04-30 | 2026-02-02 | Completed | 34% | $43.74 | $51.93 | 18.72% | Stop |
| 2025-06-27 | 2025-08-27 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2024-12-04 | 2025-06-27 | Completed | 33% | $41.61 | $44.75 | 7.54% | Signal |
| 2023-07-19 | 2025-05-14 | Interest | 33% | $1.00 | $1.08 | 7.89% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-02-24 | 2025-04-07 | Completed | 34% | $45.53 | $42.73 | -6.16% | Stop |
| 2024-11-25 | 2025-02-24 | Interest | 34% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2024-08-27 | 2024-12-04 | Interest | 33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2024-08-07 | 2024-11-25 | Completed | 34% | $39.85 | $41.93 | 5.22% | Signal |
| 2024-05-06 | 2024-08-27 | Completed | 33% | $42.06 | $40.97 | -2.60% | Signal |
| 2023-04-21 | 2024-08-07 | Interest | 34% | $1.00 | $1.05 | 5.44% | Interest Income |
| 2023-12-07 | 2024-05-06 | Interest | 33% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2023-09-07 | 2023-12-07 | Completed | 33% | $42.15 | $39.55 | -6.17% | Signal |
| 2023-04-21 | 2023-09-07 | Interest | 33% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2023-05-26 | 2023-07-19 | Completed | 33% | $39.67 | $41.80 | 5.36% | Signal |
| 2023-05-04 | 2023-05-26 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-03 | 2023-05-04 | Completed | 33% | $42.06 | $40.19 | -4.46% | Stop |
| 2023-04-19 | 2023-04-21 | Completed | 33% | $42.31 | $41.93 | -0.92% | Signal |
| 2023-04-19 | 2023-04-21 | Completed | 34% | $42.31 | $41.93 | -0.92% | Signal |
| 2022-11-25 | 2023-04-19 | Interest | 34% | $1.00 | $1.01 | 1.39% | Interest Income |
| 2022-08-18 | 2023-04-19 | Interest | 33% | $1.00 | $1.02 | 2.40% | Interest Income |
| 2023-03-10 | 2023-04-03 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-30 | 2023-03-10 | Completed | 33% | $43.32 | $41.09 | -5.13% | Stop |
| 2023-01-05 | 2023-01-30 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-09-30 | 2023-01-05 | Completed | 33% | $43.05 | $42.25 | -1.86% | Stop |
| 2022-09-30 | 2022-11-25 | Completed | 34% | $43.05 | $45.05 | 4.64% | Signal |
| 2022-09-08 | 2022-09-30 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-09-08 | 2022-09-30 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-07-14 | 2022-09-08 | Completed | 34% | $42.75 | $44.36 | 3.78% | Stop |
| 2022-07-14 | 2022-09-08 | Completed | 33% | $42.75 | $44.36 | 3.78% | Stop |
| 2022-07-19 | 2022-08-18 | Completed | 33% | $43.94 | $45.85 | 4.35% | Signal |
| 2022-06-24 | 2022-07-19 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-21 | 2022-07-14 | Interest | 34% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-21 | 2022-07-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-04-07 | 2022-06-24 | Completed | 33% | $48.12 | $46.45 | -3.47% | Stop |
| 2022-05-18 | 2022-06-21 | Completed | 34% | $50.27 | $48.74 | -3.04% | Stop |
| 2022-05-18 | 2022-06-21 | Completed | 33% | $50.27 | $48.74 | -3.04% | Stop |
| 2022-04-26 | 2022-05-18 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-04-26 | 2022-05-18 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-04-01 | 2022-04-26 | Completed | 34% | $47.69 | $49.32 | 3.42% | Stop |
| 2022-04-01 | 2022-04-26 | Completed | 33% | $47.69 | $49.32 | 3.42% | Stop |
| 2022-03-16 | 2022-04-07 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-03-10 | 2022-04-01 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-03-10 | 2022-04-01 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-08-04 | 2022-03-16 | Completed | 33% | $27.48 | $46.27 | 68.38% | Stop |
| 2021-12-22 | 2022-03-10 | Completed | 34% | $38.17 | $48.32 | 26.60% | Stop |
| 2021-12-22 | 2022-03-10 | Completed | 33% | $38.17 | $48.32 | 26.60% | Stop |
| 2021-11-30 | 2021-12-22 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-11-30 | 2021-12-22 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-09-15 | 2021-11-30 | Completed | 34% | $38.77 | $37.59 | -3.05% | Stop |
| 2021-09-15 | 2021-11-30 | Completed | 33% | $38.77 | $37.59 | -3.05% | Stop |
| 2021-08-23 | 2021-09-15 | Interest | 34% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-08-23 | 2021-09-15 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-05-21 | 2021-08-23 | Completed | 33% | $35.38 | $36.38 | 2.81% | Stop |
| 2020-10-27 | 2021-08-23 | Completed | 34% | $28.40 | $36.38 | 28.07% | Stop |
| 2021-04-29 | 2021-05-21 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-04-22 | 2021-04-29 | Completed | 33% | $34.10 | $34.77 | 1.95% | Signal |
| 2020-07-13 | 2021-04-22 | Interest | 33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2020-07-13 | 2020-10-27 | Interest | 34% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-07-13 | 2020-08-04 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 33% | $26.31 | $26.30 | -0.04% | Signal |
| 2020-07-09 | 2020-07-13 | Completed | 34% | $26.31 | $26.30 | -0.04% | Signal |
| 2020-07-09 | 2020-07-13 | Completed | 33% | $26.31 | $26.30 | -0.04% | Signal |
| 2020-05-01 | 2020-07-09 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-05-01 | 2020-07-09 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-05-01 | 2020-07-09 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
Return Distribution Analysis
