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 | 42.23% | 42.23% | 9.81% | 12.55% | 8.85% | 11.82% |
| Sharpe Ratio | 2.11 | 2.11 | 0.64 | 0.71 | 0.63 | 0.68 |
| Max Drawdown | -7.69% | -7.69% | -29.84% | -26.63% | -29.84% | -27.31% |
| % Time Invested | 100.0% | 100.0% | 68.6% | 100.0% | 63.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-02-03 | Open | Open | 100% | $19.24 | $27.32 | 42.00% | Mark-to-Market |
| 2025-01-08 | 2025-02-03 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-10-25 | 2025-01-08 | Completed | 100% | $18.36 | $18.53 | 0.95% | Signal |
| 2024-08-28 | 2024-10-25 | Interest | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2024-05-07 | 2024-08-28 | Completed | 100% | $18.39 | $17.59 | -4.39% | Signal |
| 2023-12-27 | 2024-05-07 | Interest | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2023-09-11 | 2023-12-27 | Completed | 100% | $18.62 | $17.69 | -4.97% | Signal |
| 2023-04-21 | 2023-09-11 | Interest | 100% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2023-04-19 | 2023-04-21 | Completed | 100% | $18.37 | $18.17 | -1.11% | Signal |
| 2022-10-04 | 2023-04-19 | Interest | 100% | $1.00 | $1.02 | 1.97% | Interest Income |
| 2022-07-28 | 2022-10-04 | Completed | 100% | $20.29 | $19.20 | -5.36% | Signal |
| 2022-07-06 | 2022-07-28 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-09-11 | 2022-07-06 | Completed | 100% | $11.99 | $18.66 | 55.62% | Stop |
| 2020-07-13 | 2020-09-11 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 100% | $11.24 | $11.22 | -0.20% | Signal |
| 2020-04-16 | 2020-07-09 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2020-04-14 | 2020-04-16 | Completed | 100% | $10.72 | $10.41 | -2.92% | Signal |
| 2020-02-28 | 2020-04-14 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-12-17 | 2020-02-28 | Completed | 100% | $13.37 | $11.99 | -10.34% | Signal |
| 2019-08-12 | 2019-12-17 | Interest | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
Return Distribution Analysis
