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 | 36.32% | 40.94% | 11.84% | 12.25% | 10.12% | 9.22% |
| Sharpe Ratio | 2.09 | 2.18 | 0.95 | 0.73 | 0.91 | 0.59 |
| Max Drawdown | -7.73% | -7.73% | -15.02% | -26.56% | -15.02% | -27.01% |
| % Time Invested | 97.6% | 100.0% | 82.4% | 100.0% | 81.6% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 7.0 | 0.0 | 7.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-29 | Open | Open | 34% | $46.52 | $62.13 | 33.55% | Mark-to-Market |
| 2025-09-05 | Open | Open | 33% | $45.46 | $62.13 | 36.67% | Mark-to-Market |
| 2025-08-29 | Open | Open | 33% | $45.07 | $62.13 | 37.85% | Mark-to-Market |
| 2025-08-21 | 2025-09-29 | Interest | 34% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-08-11 | 2025-09-05 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-07-01 | 2025-08-29 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2025-06-23 | 2025-08-21 | Completed | 34% | $46.40 | $44.41 | -4.29% | Signal |
| 2025-08-07 | 2025-08-11 | Completed | 33% | $44.39 | $44.21 | -0.40% | Signal |
| 2025-07-16 | 2025-08-07 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-13 | 2025-07-16 | Completed | 33% | $44.57 | $45.38 | 1.81% | Signal |
| 2024-12-06 | 2025-07-01 | Completed | 33% | $41.44 | $44.61 | 7.64% | Signal |
| 2025-04-24 | 2025-06-23 | Interest | 34% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2025-04-14 | 2025-05-13 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-01-17 | 2025-04-24 | Completed | 34% | $44.09 | $44.10 | 0.02% | Signal |
| 2025-04-09 | 2025-04-14 | Completed | 33% | $41.96 | $43.75 | 4.28% | Signal |
| 2025-03-18 | 2025-04-09 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-01-15 | 2025-03-18 | Completed | 33% | $44.14 | $45.81 | 3.79% | Signal |
| 2024-12-11 | 2025-01-17 | Interest | 34% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2024-12-19 | 2025-01-15 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-12-12 | 2024-12-19 | Completed | 33% | $42.04 | $41.18 | -2.06% | Signal |
| 2024-10-31 | 2024-12-12 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-10-04 | 2024-12-11 | Completed | 34% | $43.21 | $42.06 | -2.65% | Signal |
| 2024-08-29 | 2024-12-06 | Interest | 33% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2024-10-16 | 2024-10-31 | Completed | 33% | $41.86 | $41.93 | 0.16% | Signal |
| 2024-09-24 | 2024-10-16 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-07-15 | 2024-10-04 | Interest | 34% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2024-08-30 | 2024-09-24 | Completed | 33% | $40.90 | $42.28 | 3.37% | Signal |
| 2024-06-20 | 2024-08-30 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2024-05-08 | 2024-08-29 | Completed | 33% | $41.95 | $40.77 | -2.81% | Signal |
| 2024-04-03 | 2024-07-15 | Completed | 34% | $41.58 | $41.81 | 0.55% | Signal |
| 2024-03-12 | 2024-06-20 | Completed | 33% | $40.03 | $42.56 | 6.34% | Signal |
| 2023-12-07 | 2024-05-08 | Interest | 33% | $1.00 | $1.02 | 1.72% | Interest Income |
| 2023-10-16 | 2024-04-03 | Interest | 34% | $1.00 | $1.02 | 1.94% | Interest Income |
| 2023-11-17 | 2024-03-12 | Interest | 33% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2023-09-11 | 2023-12-07 | Completed | 33% | $42.37 | $39.55 | -6.65% | Signal |
| 2023-11-01 | 2023-11-17 | Completed | 33% | $41.71 | $40.67 | -2.49% | Signal |
| 2023-10-06 | 2023-11-01 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-07-25 | 2023-10-16 | Completed | 34% | $42.39 | $41.68 | -1.66% | Signal |
| 2023-09-15 | 2023-10-06 | Completed | 33% | $42.74 | $40.66 | -4.88% | Signal |
| 2023-08-23 | 2023-09-15 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-04-21 | 2023-09-11 | Interest | 33% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2023-06-23 | 2023-08-23 | Completed | 33% | $40.13 | $41.36 | 3.08% | Signal |
| 2023-04-21 | 2023-07-25 | Interest | 34% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2023-05-09 | 2023-06-23 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2023-04-12 | 2023-05-09 | Completed | 33% | $42.19 | $40.39 | -4.25% | Signal |
| 2023-04-19 | 2023-04-21 | Completed | 34% | $42.31 | $41.93 | -0.92% | Signal |
| 2023-04-19 | 2023-04-21 | Completed | 33% | $42.31 | $41.93 | -0.92% | Signal |
| 2023-01-06 | 2023-04-19 | Interest | 34% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2022-08-19 | 2023-04-19 | Interest | 33% | $1.00 | $1.02 | 2.39% | Interest Income |
| 2023-02-09 | 2023-04-12 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2023-02-02 | 2023-02-09 | Completed | 33% | $43.27 | $42.44 | -1.92% | Signal |
| 2022-12-12 | 2023-02-02 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2022-12-09 | 2023-01-06 | Completed | 34% | $43.78 | $42.37 | -3.22% | Signal |
| 2022-11-09 | 2022-12-12 | Completed | 33% | $44.45 | $44.02 | -0.96% | Signal |
| 2022-10-13 | 2022-12-09 | Interest | 34% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2022-09-21 | 2022-11-09 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2022-09-15 | 2022-10-13 | Completed | 34% | $45.36 | $43.90 | -3.22% | Signal |
| 2022-08-05 | 2022-09-21 | Completed | 33% | $44.20 | $45.12 | 2.09% | Signal |
| 2022-06-24 | 2022-09-15 | Interest | 34% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2022-07-19 | 2022-08-19 | Completed | 33% | $43.94 | $45.76 | 4.16% | Signal |
| 2022-06-24 | 2022-08-05 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2022-06-24 | 2022-07-19 | 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 |
| 2022-04-07 | 2022-06-24 | Completed | 34% | $48.12 | $46.45 | -3.47% | Stop |
| 2022-04-07 | 2022-06-24 | Completed | 33% | $48.12 | $46.45 | -3.47% | Stop |
| 2022-03-16 | 2022-04-07 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-03-16 | 2022-04-07 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-03-16 | 2022-04-07 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-01-27 | 2022-03-16 | Completed | 34% | $41.13 | $46.27 | 12.49% | Stop |
| 2022-01-03 | 2022-03-16 | Completed | 33% | $38.57 | $46.27 | 19.96% | Stop |
| 2020-08-04 | 2022-03-16 | Completed | 33% | $27.48 | $46.27 | 68.38% | Stop |
| 2021-12-02 | 2022-01-27 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2021-11-16 | 2022-01-03 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-06-10 | 2021-12-02 | Completed | 34% | $25.59 | $36.96 | 44.43% | Stop |
| 2021-09-16 | 2021-11-16 | Completed | 33% | $37.93 | $40.06 | 5.63% | Signal |
| 2021-08-24 | 2021-09-16 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-07-29 | 2021-08-24 | Completed | 33% | $37.59 | $36.45 | -3.04% | Signal |
| 2021-07-07 | 2021-07-29 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-04-21 | 2021-07-07 | Completed | 33% | $33.93 | $36.03 | 6.18% | Signal |
| 2021-03-29 | 2021-04-21 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-10-22 | 2021-03-29 | Completed | 33% | $28.82 | $32.43 | 12.55% | Signal |
| 2020-09-30 | 2020-10-22 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-01 | 2020-09-30 | Completed | 33% | $25.11 | $27.84 | 10.87% | Signal |
| 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 |
| 2020-02-26 | 2020-07-09 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2020-02-13 | 2020-06-10 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2020-05-07 | 2020-06-01 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-16 | 2020-05-07 | Completed | 33% | $24.28 | $24.57 | 1.19% | Signal |
| 2020-01-29 | 2020-04-16 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-11-26 | 2020-02-26 | Completed | 33% | $29.13 | $27.59 | -5.30% | Signal |
| 2019-10-15 | 2020-02-13 | Completed | 34% | $29.15 | $28.21 | -3.22% | Signal |
| 2019-12-20 | 2020-01-29 | Completed | 33% | $29.87 | $28.48 | -4.65% | Signal |
| 2019-11-27 | 2019-12-20 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-11-06 | 2019-11-27 | Completed | 33% | $29.85 | $29.09 | -2.56% | Signal |
| 2019-06-03 | 2019-11-26 | Interest | 33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2019-10-15 | 2019-11-06 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-09-12 | 2019-10-15 | Completed | 33% | $28.76 | $29.15 | 1.34% | Signal |
| 2019-08-19 | 2019-10-15 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-08-05 | 2019-09-12 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-07-30 | 2019-08-19 | Completed | 34% | $29.25 | $28.27 | -3.34% | Signal |
| 2019-07-01 | 2019-08-05 | Completed | 33% | $29.35 | $28.46 | -3.04% | Signal |
| 2019-05-13 | 2019-07-30 | Interest | 34% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2019-04-29 | 2019-07-01 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2019-05-16 | 2019-06-03 | Completed | 33% | $29.64 | $28.60 | -3.51% | Signal |
| 2018-10-05 | 2019-05-16 | Interest | 33% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2019-03-04 | 2019-05-13 | Completed | 34% | $30.07 | $28.88 | -3.94% | Signal |
| 2019-01-25 | 2019-04-29 | Completed | 33% | $29.76 | $29.84 | 0.25% | Signal |
| 2018-11-29 | 2019-03-04 | Interest | 34% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2018-11-07 | 2019-01-25 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2018-10-19 | 2018-11-29 | Completed | 34% | $31.95 | $30.20 | -5.50% | Signal |
| 2018-10-09 | 2018-11-07 | Completed | 33% | $31.91 | $31.05 | -2.67% | Signal |
| 2018-10-05 | 2018-10-19 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-10-05 | 2018-10-09 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
