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 | 35.54% | 58.80% | 9.87% | 15.61% | 6.56% | 9.65% | 6.95% | 10.44% |
| Sharpe Ratio | 2.07 | 2.28 | 0.57 | 0.69 | 0.49 | 0.49 | 0.50 | 0.53 |
| Max Drawdown | -8.02% | -8.02% | -37.16% | -29.00% | -37.16% | -39.22% | -37.16% | -39.22% |
| % Time Invested | 18.3% | 100.0% | 42.9% | 100.0% | 44.4% | 100.0% | 46.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.0 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-02-24 | Open | Open | 100% | $27.74 | $36.35 | 31.02% | Mark-to-Market |
| 2024-04-10 | 2026-02-24 | Interest | 100% | $1.00 | $1.08 | 8.06% | Interest Income |
| 2024-04-08 | 2024-04-10 | Completed | 100% | $24.70 | $24.51 | -0.79% | Signal |
| 2023-08-15 | 2024-04-08 | Interest | 100% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2023-04-06 | 2023-08-15 | Completed | 100% | $23.18 | $23.64 | 1.96% | Signal |
| 2023-03-15 | 2023-04-06 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-07-28 | 2023-03-15 | Completed | 100% | $25.71 | $21.71 | -15.54% | Stop |
| 2022-07-06 | 2022-07-28 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-04-07 | 2022-07-06 | Completed | 100% | $25.62 | $24.64 | -3.81% | Stop |
| 2022-03-16 | 2022-04-07 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-06-23 | 2022-03-16 | Completed | 100% | $18.49 | $24.57 | 32.85% | Stop |
| 2021-02-12 | 2021-06-23 | Interest | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2021-02-09 | 2021-02-12 | Completed | 100% | $15.81 | $15.80 | -0.03% | Signal |
| 2020-07-14 | 2021-02-09 | Interest | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2020-07-09 | 2020-07-14 | Completed | 100% | $13.19 | $13.10 | -0.70% | Signal |
| 2019-12-20 | 2020-07-09 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2019-12-13 | 2019-12-20 | Completed | 100% | $17.36 | $17.74 | 2.20% | Signal |
| 2019-07-24 | 2019-12-13 | Interest | 100% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2019-01-14 | 2019-07-24 | Completed | 100% | $16.68 | $17.33 | 3.92% | Signal |
| 2018-12-19 | 2019-01-14 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-03-31 | 2018-12-19 | Completed | 100% | $15.05 | $16.32 | 8.44% | Stop |
| 2016-11-10 | 2017-03-31 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
Return Distribution Analysis
