COMT
ISHARES GSCI COMMODITY DYNAMIC ROLL STRATEGY ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
COMT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 46.89% | 58.80% | 15.44% | 15.61% | 10.36% | 9.65% | 10.98% | 10.44% |
| Sharpe Ratio | 2.55 | 2.28 | 1.07 | 0.69 | 0.91 | 0.49 | 0.94 | 0.53 |
| Max Drawdown | -6.09% | -8.02% | -12.27% | -29.00% | -12.27% | -39.22% | -12.27% | -39.22% |
| % Time Invested | 86.1% | 100.0% | 75.5% | 100.0% | 73.2% | 100.0% | 77.5% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 8.4 | 0.0 | 7.2 | 0.0 | 7.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-16 | Open | Open | 34% | $33.07 | $36.35 | 9.90% | Mark-to-Market |
| 2026-04-16 | Open | Open | 33% | $33.07 | $36.35 | 9.90% | Mark-to-Market |
| 2025-08-04 | Open | Open | 33% | $24.19 | $36.35 | 50.23% | Mark-to-Market |
| 2026-03-24 | 2026-04-16 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-03-24 | 2026-04-16 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-02-26 | 2026-03-24 | Completed | 34% | $27.55 | $32.59 | 18.29% | Stop |
| 2026-02-26 | 2026-03-24 | Completed | 33% | $27.55 | $32.59 | 18.29% | Stop |
| 2026-02-03 | 2026-02-26 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-02-03 | 2026-02-26 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-01-06 | 2026-02-03 | Completed | 33% | $25.45 | $26.70 | 4.91% | Stop |
| 2025-10-03 | 2026-02-03 | Completed | 34% | $24.64 | $26.70 | 8.37% | Stop |
| 2024-04-10 | 2026-01-06 | Interest | 33% | $1.00 | $1.07 | 7.48% | Interest Income |
| 2025-08-11 | 2025-10-03 | Interest | 34% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2025-07-18 | 2025-08-11 | Completed | 34% | $24.69 | $24.13 | -2.29% | Signal |
| 2025-05-12 | 2025-08-04 | Interest | 33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2025-06-25 | 2025-07-18 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-04 | 2025-06-25 | Completed | 34% | $23.57 | $23.96 | 1.65% | Stop |
| 2024-10-21 | 2025-06-04 | Interest | 34% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2025-05-02 | 2025-05-12 | Completed | 33% | $22.73 | $23.45 | 3.18% | Signal |
| 2025-04-09 | 2025-05-02 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-01-22 | 2025-04-09 | Completed | 33% | $24.58 | $21.59 | -12.18% | Stop |
| 2024-08-14 | 2025-01-22 | Interest | 33% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2024-10-01 | 2024-10-21 | Completed | 34% | $22.79 | $23.13 | 1.51% | Stop |
| 2024-09-09 | 2024-10-01 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2024-08-28 | 2024-09-09 | Completed | 34% | $23.07 | $21.96 | -4.83% | Stop |
| 2024-08-06 | 2024-08-28 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-05-02 | 2024-08-14 | Completed | 33% | $23.72 | $23.27 | -1.90% | Signal |
| 2024-07-19 | 2024-08-06 | Completed | 34% | $23.80 | $22.40 | -5.90% | Stop |
| 2024-04-10 | 2024-07-19 | Interest | 34% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2024-04-10 | 2024-05-02 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-04-08 | 2024-04-10 | Completed | 33% | $24.70 | $24.51 | -0.79% | Signal |
| 2024-04-08 | 2024-04-10 | Completed | 34% | $24.70 | $24.51 | -0.79% | Signal |
| 2024-04-08 | 2024-04-10 | Completed | 33% | $24.70 | $24.51 | -0.79% | Signal |
| 2024-03-05 | 2024-04-08 | Interest | 34% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-12-07 | 2024-04-08 | Interest | 33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2023-09-08 | 2024-04-08 | Interest | 33% | $1.00 | $1.02 | 2.46% | Interest Income |
| 2023-12-29 | 2024-03-05 | Completed | 34% | $22.28 | $22.75 | 2.10% | Signal |
| 2023-12-06 | 2023-12-29 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-08-22 | 2023-12-07 | Completed | 33% | $23.67 | $21.97 | -7.18% | Stop |
| 2023-11-02 | 2023-12-06 | Completed | 34% | $23.72 | $22.12 | -6.74% | Stop |
| 2022-11-21 | 2023-11-02 | Interest | 34% | $1.00 | $1.04 | 3.66% | Interest Income |
| 2023-05-22 | 2023-09-08 | Completed | 33% | $21.55 | $24.43 | 13.34% | Signal |
| 2022-11-01 | 2023-08-22 | Interest | 33% | $1.00 | $1.03 | 2.95% | Interest Income |
| 2023-04-28 | 2023-05-22 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-10 | 2023-04-28 | Completed | 33% | $23.13 | $22.11 | -4.43% | Stop |
| 2023-03-16 | 2023-04-10 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-02 | 2023-03-16 | Completed | 33% | $23.18 | $21.35 | -7.91% | Stop |
| 2023-02-07 | 2023-03-02 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-12-14 | 2023-02-07 | Completed | 33% | $23.41 | $22.81 | -2.59% | Stop |
| 2022-11-21 | 2022-12-14 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-09-27 | 2022-11-21 | Completed | 34% | $22.78 | $23.59 | 3.58% | Stop |
| 2022-09-27 | 2022-11-21 | Completed | 33% | $22.78 | $23.59 | 3.58% | Stop |
| 2022-10-28 | 2022-11-01 | Completed | 33% | $24.49 | $24.74 | 1.02% | Signal |
| 2022-08-30 | 2022-10-28 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2022-09-02 | 2022-09-27 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-09-02 | 2022-09-27 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-08-29 | 2022-09-02 | Completed | 34% | $25.76 | $24.63 | -4.42% | Stop |
| 2022-08-29 | 2022-09-02 | Completed | 33% | $25.76 | $24.63 | -4.42% | Stop |
| 2022-07-26 | 2022-08-30 | Completed | 33% | $25.37 | $25.66 | 1.17% | Signal |
| 2022-08-05 | 2022-08-29 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-08-05 | 2022-08-29 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-07-14 | 2022-08-05 | Completed | 34% | $23.93 | $23.91 | -0.08% | Stop |
| 2022-07-14 | 2022-08-05 | Completed | 33% | $23.93 | $23.91 | -0.08% | Stop |
| 2022-07-01 | 2022-07-26 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-06-21 | 2022-07-14 | Interest | 34% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-21 | 2022-07-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-04-01 | 2022-07-01 | Completed | 33% | $25.61 | $26.68 | 4.19% | Stop |
| 2022-05-18 | 2022-06-21 | Completed | 34% | $27.35 | $27.90 | 2.04% | Stop |
| 2022-05-18 | 2022-06-21 | Completed | 33% | $27.35 | $27.90 | 2.04% | Stop |
| 2022-04-26 | 2022-05-18 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-04-26 | 2022-05-18 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-04-01 | 2022-04-26 | Completed | 34% | $25.61 | $26.34 | 2.86% | Stop |
| 2022-04-01 | 2022-04-26 | Completed | 33% | $25.61 | $26.34 | 2.86% | Stop |
| 2022-03-10 | 2022-04-01 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-03-10 | 2022-04-01 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-03-10 | 2022-04-01 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-12-23 | 2022-03-10 | Completed | 33% | $19.53 | $26.07 | 33.49% | Stop |
| 2021-12-21 | 2022-03-10 | Completed | 34% | $19.12 | $26.07 | 36.31% | Stop |
| 2021-12-21 | 2022-03-10 | Completed | 33% | $19.12 | $26.07 | 36.31% | Stop |
| 2021-12-01 | 2021-12-23 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-11-29 | 2021-12-21 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-11-29 | 2021-12-21 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-08-07 | 2021-12-01 | Completed | 33% | $13.75 | $18.80 | 36.79% | Stop |
| 2021-09-14 | 2021-11-29 | Completed | 33% | $18.86 | $19.55 | 3.66% | Stop |
| 2021-08-11 | 2021-11-29 | Completed | 34% | $18.33 | $19.55 | 6.64% | Stop |
| 2021-08-20 | 2021-09-14 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-07-29 | 2021-08-20 | Completed | 33% | $18.91 | $17.56 | -7.13% | Stop |
| 2021-07-20 | 2021-08-11 | Interest | 34% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-07-07 | 2021-07-29 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-04-13 | 2021-07-20 | Completed | 34% | $16.55 | $17.83 | 7.75% | Stop |
| 2021-07-02 | 2021-07-07 | Completed | 33% | $18.77 | $18.45 | -1.71% | Signal |
| 2021-02-12 | 2021-07-02 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2021-03-19 | 2021-04-13 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-12-08 | 2021-03-19 | Completed | 34% | $13.96 | $16.22 | 16.14% | Stop |
| 2021-02-09 | 2021-02-12 | Completed | 33% | $15.81 | $15.80 | -0.03% | Signal |
| 2020-07-14 | 2021-02-09 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2020-07-14 | 2020-12-08 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2020-07-14 | 2020-08-07 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-09 | 2020-07-14 | Completed | 33% | $13.19 | $13.10 | -0.70% | Signal |
| 2020-07-09 | 2020-07-14 | Completed | 34% | $13.19 | $13.10 | -0.70% | Signal |
| 2020-07-09 | 2020-07-14 | Completed | 33% | $13.19 | $13.10 | -0.70% | Signal |
| 2020-02-26 | 2020-07-09 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2019-12-20 | 2020-07-09 | Interest | 34% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2019-12-20 | 2020-07-09 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2019-12-04 | 2020-02-26 | Completed | 33% | $16.91 | $15.85 | -6.27% | Stop |
| 2019-12-13 | 2019-12-20 | Completed | 34% | $17.36 | $17.74 | 2.20% | Signal |
| 2019-12-13 | 2019-12-20 | Completed | 33% | $17.36 | $17.74 | 2.20% | Signal |
| 2019-08-06 | 2019-12-13 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2018-12-06 | 2019-12-13 | Interest | 34% | $1.00 | $1.02 | 2.24% | Interest Income |
| 2019-07-08 | 2019-12-04 | Interest | 33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2019-06-06 | 2019-08-06 | Completed | 33% | $16.34 | $16.49 | 0.87% | Stop |
| 2019-04-11 | 2019-07-08 | Completed | 33% | $17.84 | $17.15 | -3.85% | Signal |
| 2019-05-14 | 2019-06-06 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-01-14 | 2019-05-14 | Completed | 33% | $16.68 | $16.90 | 1.33% | Stop |
| 2018-09-12 | 2019-04-11 | Interest | 33% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2018-12-19 | 2019-01-14 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-15 | 2018-12-19 | Completed | 33% | $17.28 | $16.32 | -5.56% | Stop |
| 2018-11-15 | 2018-12-06 | Completed | 34% | $17.28 | $16.79 | -2.83% | Signal |
| 2018-10-24 | 2018-11-15 | Interest | 34% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-10-24 | 2018-11-15 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-07-13 | 2018-10-24 | Completed | 34% | $18.24 | $18.06 | -1.01% | Stop |
| 2018-07-13 | 2018-10-24 | Completed | 33% | $18.24 | $18.06 | -1.01% | Stop |
| 2017-09-18 | 2018-09-12 | Completed | 33% | $15.72 | $18.17 | 15.60% | Signal |
| 2018-06-20 | 2018-07-13 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-06-20 | 2018-07-13 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-03-06 | 2018-06-20 | Completed | 34% | $17.51 | $18.21 | 3.97% | Stop |
| 2018-03-06 | 2018-06-20 | Completed | 33% | $17.51 | $18.21 | 3.97% | Stop |
| 2018-02-09 | 2018-03-06 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-02-09 | 2018-03-06 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-12-01 | 2018-02-09 | Completed | 34% | $16.67 | $16.85 | 1.08% | Stop |
| 2017-07-11 | 2018-02-09 | Completed | 33% | $14.68 | $16.85 | 14.80% | Stop |
| 2017-11-08 | 2017-12-01 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-11-06 | 2017-11-08 | Completed | 34% | $16.59 | $16.75 | 0.98% | Signal |
| 2017-07-26 | 2017-11-06 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2017-07-06 | 2017-09-18 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2017-05-30 | 2017-07-26 | Completed | 34% | $14.93 | $15.05 | 0.85% | Signal |
| 2017-06-16 | 2017-07-11 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-07-03 | 2017-07-06 | Completed | 33% | $14.79 | $14.70 | -0.58% | Signal |
| 2017-05-10 | 2017-07-03 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2017-05-01 | 2017-06-16 | Completed | 33% | $14.97 | $14.39 | -3.89% | Stop |
| 2017-05-05 | 2017-05-30 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-11-14 | 2017-05-10 | Completed | 33% | $14.16 | $14.61 | 3.19% | Signal |
| 2017-04-03 | 2017-05-05 | Completed | 34% | $15.16 | $14.50 | -4.35% | Stop |
| 2016-11-10 | 2017-05-01 | Interest | 33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2017-03-10 | 2017-04-03 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-02-03 | 2017-03-10 | Completed | 34% | $15.74 | $15.00 | -4.74% | Stop |
| 2017-01-11 | 2017-02-03 | Interest | 34% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-11-14 | 2017-01-11 | Completed | 34% | $14.16 | $15.41 | 8.82% | Stop |
| 2016-11-10 | 2016-11-14 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-11-10 | 2016-11-14 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
