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% | 10.23% | 12.25% | 12.23% | 16.89% |
| Sharpe Ratio | 2.18 | 2.18 | 0.71 | 0.73 | 0.87 | 1.02 |
| Max Drawdown | -7.73% | -7.73% | -29.09% | -26.56% | -29.09% | -26.56% |
| % Time Invested | 100.0% | 100.0% | 68.6% | 100.0% | 68.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-10-14 | Open | Open | 100% | $42.38 | $62.13 | 46.62% | Mark-to-Market |
| 2024-09-11 | 2024-10-14 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-05-06 | 2024-09-11 | Completed | 100% | $42.06 | $39.77 | -5.45% | Signal |
| 2023-12-08 | 2024-05-06 | Interest | 100% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2023-09-18 | 2023-12-08 | Completed | 100% | $42.74 | $39.55 | -7.47% | Signal |
| 2023-04-21 | 2023-09-18 | Interest | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2023-04-19 | 2023-04-21 | Completed | 100% | $42.31 | $41.93 | -0.92% | Signal |
| 2022-09-09 | 2023-04-19 | Interest | 100% | $1.00 | $1.02 | 2.22% | Interest Income |
| 2022-07-28 | 2022-09-09 | Completed | 100% | $45.80 | $44.82 | -2.14% | Signal |
| 2022-07-06 | 2022-07-28 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-09-02 | 2022-07-06 | Completed | 100% | $28.49 | $43.00 | 50.92% | Stop |
| 2020-07-13 | 2020-09-02 | Interest | 100% | $1.00 | $1.00 | 0.09% | 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
