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 | 40.94% | 40.94% | 9.52% | 12.25% | 8.63% | 16.89% |
| Sharpe Ratio | 2.18 | 2.18 | 0.65 | 0.73 | 0.64 | 1.02 |
| Max Drawdown | -7.73% | -7.73% | -29.82% | -26.56% | -29.82% | -26.56% |
| % Time Invested | 100.0% | 100.0% | 62.3% | 100.0% | 52.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-02 | Open | Open | 100% | $45.94 | $62.13 | 35.25% | Mark-to-Market |
| 2023-06-29 | 2025-04-02 | Interest | 100% | $1.00 | $1.08 | 7.58% | Interest Income |
| 2023-06-06 | 2023-06-29 | Completed | 100% | $39.60 | $39.42 | -0.45% | Signal |
| 2023-05-12 | 2023-06-06 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-07-28 | 2023-05-12 | Completed | 100% | $45.80 | $40.23 | -12.16% | Stop |
| 2022-07-06 | 2022-07-28 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-04-16 | 2022-07-06 | Completed | 100% | $33.77 | $43.00 | 27.35% | Stop |
| 2020-07-13 | 2021-04-16 | Interest | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 100% | $26.31 | $26.30 | -0.04% | Signal |
| 2020-05-01 | 2020-07-09 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
Return Distribution Analysis
