COMB
GRANITESHARES BLOOMBERG COMMODITY BROAD STRATEGY NO K-1 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
COMB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 35.94% | 42.23% | 11.44% | 12.55% | 8.30% | 8.04% |
| Sharpe Ratio | 2.00 | 2.11 | 0.87 | 0.71 | 0.73 | 0.50 |
| Max Drawdown | -7.69% | -7.69% | -15.50% | -26.63% | -17.58% | -33.50% |
| % Time Invested | 94.0% | 100.0% | 80.7% | 100.0% | 80.7% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 7.2 | 0.0 | 7.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-14 | Open | Open | 33% | $20.00 | $27.32 | 36.58% | Mark-to-Market |
| 2025-10-01 | Open | Open | 34% | $19.99 | $27.32 | 36.64% | Mark-to-Market |
| 2025-09-08 | Open | Open | 33% | $19.62 | $27.32 | 39.27% | Mark-to-Market |
| 2025-09-22 | 2025-10-14 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-08-15 | 2025-10-01 | Interest | 34% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2025-09-16 | 2025-09-22 | Completed | 33% | $20.04 | $19.60 | -2.17% | Signal |
| 2025-06-26 | 2025-09-16 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2025-08-11 | 2025-09-08 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-06-25 | 2025-08-15 | Completed | 34% | $19.31 | $19.03 | -1.45% | Signal |
| 2025-08-07 | 2025-08-11 | Completed | 33% | $19.18 | $19.10 | -0.41% | Signal |
| 2025-07-16 | 2025-08-07 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-23 | 2025-07-16 | Completed | 33% | $20.09 | $19.63 | -2.29% | Signal |
| 2024-12-06 | 2025-06-26 | Completed | 33% | $17.99 | $19.35 | 7.56% | Signal |
| 2025-04-17 | 2025-06-25 | Interest | 34% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2025-05-29 | 2025-06-23 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-05-14 | 2025-05-29 | Completed | 33% | $19.27 | $19.01 | -1.36% | Signal |
| 2025-04-11 | 2025-05-14 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-01-15 | 2025-04-17 | Completed | 34% | $19.25 | $19.26 | 0.05% | Signal |
| 2025-04-08 | 2025-04-11 | Completed | 33% | $18.61 | $18.84 | 1.23% | Signal |
| 2025-03-17 | 2025-04-08 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-02-03 | 2025-03-17 | Completed | 33% | $19.24 | $19.64 | 2.10% | Signal |
| 2025-01-08 | 2025-02-03 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-12-11 | 2025-01-15 | Interest | 34% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2024-12-11 | 2025-01-08 | Completed | 33% | $18.33 | $18.53 | 1.10% | Signal |
| 2024-10-31 | 2024-12-11 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2024-10-04 | 2024-12-11 | Completed | 34% | $18.81 | $18.33 | -2.53% | Signal |
| 2024-08-06 | 2024-12-06 | Interest | 33% | $1.00 | $1.01 | 1.36% | Interest Income |
| 2024-08-30 | 2024-10-31 | Completed | 33% | $17.61 | $18.14 | 3.00% | Signal |
| 2024-07-12 | 2024-10-04 | Interest | 34% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2024-06-20 | 2024-08-30 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2024-05-08 | 2024-08-06 | Completed | 33% | $18.33 | $17.09 | -6.75% | Stop |
| 2024-04-03 | 2024-07-12 | Completed | 34% | $18.18 | $18.27 | 0.49% | Signal |
| 2024-03-13 | 2024-06-20 | Completed | 33% | $17.59 | $18.61 | 5.76% | Signal |
| 2023-12-12 | 2024-05-08 | Interest | 33% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2023-10-18 | 2024-04-03 | Interest | 34% | $1.00 | $1.02 | 1.91% | Interest Income |
| 2023-11-20 | 2024-03-13 | Interest | 33% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2023-09-01 | 2023-12-12 | Completed | 33% | $18.63 | $17.06 | -8.41% | Signal |
| 2023-10-31 | 2023-11-20 | Completed | 33% | $18.39 | $17.97 | -2.25% | Signal |
| 2023-10-09 | 2023-10-31 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-07-21 | 2023-10-18 | Completed | 34% | $18.30 | $18.52 | 1.16% | Signal |
| 2023-09-18 | 2023-10-09 | Completed | 33% | $18.70 | $18.12 | -3.12% | Signal |
| 2023-08-24 | 2023-09-18 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-04-21 | 2023-09-01 | Interest | 33% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2023-06-22 | 2023-08-24 | Completed | 33% | $17.86 | $18.08 | 1.18% | Signal |
| 2023-04-21 | 2023-07-21 | Interest | 34% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2023-05-10 | 2023-06-22 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2023-04-12 | 2023-05-10 | Completed | 33% | $18.33 | $17.63 | -3.83% | Signal |
| 2023-04-19 | 2023-04-21 | Completed | 34% | $18.37 | $18.17 | -1.11% | Signal |
| 2023-04-19 | 2023-04-21 | Completed | 33% | $18.37 | $18.17 | -1.11% | Signal |
| 2023-01-04 | 2023-04-19 | Interest | 34% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2022-08-22 | 2023-04-19 | Interest | 33% | $1.00 | $1.02 | 2.38% | Interest Income |
| 2023-02-10 | 2023-04-12 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2023-02-02 | 2023-02-10 | Completed | 33% | $18.69 | $18.30 | -2.08% | Signal |
| 2022-12-12 | 2023-02-02 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2022-12-15 | 2023-01-04 | Completed | 34% | $19.29 | $18.53 | -3.92% | Signal |
| 2022-10-12 | 2022-12-15 | Interest | 34% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2022-11-11 | 2022-12-12 | Completed | 33% | $19.77 | $19.01 | -3.83% | Signal |
| 2022-09-20 | 2022-11-11 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2022-09-08 | 2022-10-12 | Completed | 34% | $19.47 | $19.29 | -0.93% | Signal |
| 2022-08-02 | 2022-09-20 | Completed | 33% | $19.79 | $19.58 | -1.05% | Signal |
| 2022-06-23 | 2022-09-08 | Interest | 34% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2022-07-19 | 2022-08-22 | Completed | 33% | $19.25 | $20.52 | 6.59% | Signal |
| 2022-06-23 | 2022-08-02 | Interest | 33% | $1.00 | $1.00 | 0.31% | 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% | $20.88 | $20.12 | -3.66% | Stop |
| 2022-04-07 | 2022-06-23 | Completed | 33% | $20.88 | $20.65 | -1.12% | Stop |
| 2022-04-07 | 2022-06-23 | Completed | 34% | $20.88 | $20.65 | -1.12% | 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 |
| 2022-01-28 | 2022-03-16 | Completed | 34% | $17.99 | $20.01 | 11.22% | Stop |
| 2022-01-03 | 2022-03-16 | Completed | 33% | $16.54 | $20.01 | 20.99% | Stop |
| 2020-08-07 | 2022-03-16 | Completed | 33% | $11.96 | $20.01 | 67.28% | Stop |
| 2021-12-01 | 2022-01-28 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2021-11-17 | 2022-01-03 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-06-12 | 2021-12-01 | Completed | 34% | $10.78 | $16.12 | 49.56% | Stop |
| 2021-09-16 | 2021-11-17 | Completed | 33% | $16.52 | $17.24 | 4.34% | 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% | $16.22 | $15.67 | -3.38% | 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% | $14.54 | $15.56 | 7.05% | Signal |
| 2021-03-26 | 2021-04-21 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-12-14 | 2021-03-26 | Completed | 33% | $12.60 | $14.07 | 11.67% | Signal |
| 2020-11-19 | 2020-12-14 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-10-20 | 2020-11-19 | Completed | 33% | $12.32 | $12.40 | 0.68% | Signal |
| 2020-09-28 | 2020-10-20 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-05-20 | 2020-09-28 | Completed | 33% | $10.68 | $11.87 | 11.06% | Signal |
| 2020-07-13 | 2020-08-07 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 33% | $11.24 | $11.22 | -0.20% | Signal |
| 2020-04-16 | 2020-07-09 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2020-04-16 | 2020-06-12 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-04-16 | 2020-05-20 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-04-14 | 2020-04-16 | Completed | 33% | $10.72 | $10.41 | -2.92% | Signal |
| 2020-04-14 | 2020-04-16 | Completed | 34% | $10.72 | $10.41 | -2.92% | Signal |
| 2020-04-14 | 2020-04-16 | Completed | 33% | $10.72 | $10.41 | -2.92% | Signal |
| 2020-02-21 | 2020-04-14 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-02-11 | 2020-04-14 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-01-29 | 2020-04-14 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-11-18 | 2020-02-21 | Completed | 33% | $13.13 | $12.79 | -2.58% | Signal |
| 2019-10-10 | 2020-02-11 | Completed | 34% | $13.00 | $12.51 | -3.76% | Signal |
| 2019-12-23 | 2020-01-29 | Completed | 33% | $13.42 | $12.75 | -4.97% | Signal |
| 2019-11-29 | 2019-12-23 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-11-06 | 2019-11-29 | Completed | 33% | $13.48 | $12.97 | -3.80% | Signal |
| 2019-06-17 | 2019-11-18 | Interest | 33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2019-10-15 | 2019-11-06 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-09-11 | 2019-10-15 | Completed | 33% | $13.09 | $13.09 | 0.04% | Signal |
| 2019-08-22 | 2019-10-10 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-08-05 | 2019-09-11 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-07-30 | 2019-08-22 | Completed | 34% | $13.10 | $12.77 | -2.48% | Signal |
| 2019-07-01 | 2019-08-05 | Completed | 33% | $13.23 | $12.56 | -5.04% | Signal |
| 2019-05-15 | 2019-07-30 | Interest | 34% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2019-05-01 | 2019-07-01 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2019-05-03 | 2019-06-17 | Completed | 33% | $13.27 | $12.91 | -2.74% | Signal |
| 2019-02-28 | 2019-05-15 | Completed | 34% | $13.48 | $13.18 | -2.29% | Signal |
| 2018-07-20 | 2019-05-03 | Interest | 33% | $1.00 | $1.02 | 2.21% | Interest Income |
| 2019-01-25 | 2019-05-01 | Completed | 33% | $13.30 | $13.32 | 0.14% | Signal |
| 2018-11-29 | 2019-02-28 | Interest | 34% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2018-11-02 | 2019-01-25 | Interest | 33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2018-10-10 | 2018-11-29 | Completed | 34% | $14.29 | $13.53 | -5.28% | Signal |
| 2018-09-28 | 2018-11-02 | Completed | 33% | $13.91 | $13.73 | -1.35% | Signal |
| 2018-07-06 | 2018-10-10 | Interest | 34% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2018-08-28 | 2018-09-28 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2018-08-14 | 2018-08-28 | Completed | 33% | $13.72 | $13.74 | 0.12% | Signal |
| 2018-06-18 | 2018-08-14 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2018-01-19 | 2018-07-20 | Completed | 33% | $14.40 | $13.66 | -5.16% | Signal |
| 2018-05-07 | 2018-07-06 | Completed | 34% | $14.65 | $13.94 | -4.85% | Signal |
| 2018-04-18 | 2018-06-18 | Completed | 33% | $14.67 | $14.29 | -2.57% | Signal |
| 2018-03-23 | 2018-05-07 | Interest | 34% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2018-03-26 | 2018-04-18 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-03-14 | 2018-03-26 | Completed | 33% | $14.31 | $14.25 | -0.46% | Signal |
| 2018-01-23 | 2018-03-23 | Completed | 34% | $14.47 | $14.11 | -2.45% | Signal |
| 2018-02-20 | 2018-03-14 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-01-19 | 2018-02-20 | Completed | 33% | $14.40 | $14.65 | 1.74% | Signal |
| 2018-01-17 | 2018-01-23 | Interest | 34% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-01-17 | 2018-01-19 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-01-17 | 2018-01-19 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
