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 | 54.33% | 58.80% | 10.57% | 15.61% | 7.96% | 9.65% | 8.43% | 10.44% |
| Sharpe Ratio | 2.26 | 2.28 | 0.57 | 0.69 | 0.54 | 0.49 | 0.56 | 0.53 |
| Max Drawdown | -8.02% | -8.02% | -37.98% | -29.00% | -37.98% | -39.22% | -37.98% | -39.22% |
| % Time Invested | 88.9% | 100.0% | 63.2% | 100.0% | 56.6% | 100.0% | 59.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 1.2 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-06-27 | Open | Open | 100% | $24.03 | $36.35 | 51.22% | Mark-to-Market |
| 2025-05-16 | 2025-06-27 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2025-01-31 | 2025-05-16 | Completed | 100% | $24.15 | $23.25 | -3.73% | Signal |
| 2024-09-12 | 2025-01-31 | Interest | 100% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2024-05-02 | 2024-09-12 | Completed | 100% | $23.72 | $22.18 | -6.52% | Signal |
| 2024-04-10 | 2024-05-02 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-04-08 | 2024-04-10 | Completed | 100% | $24.70 | $24.51 | -0.79% | Signal |
| 2024-01-03 | 2024-04-08 | Interest | 100% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2023-08-24 | 2024-01-03 | Completed | 100% | $23.40 | $22.11 | -5.54% | Signal |
| 2022-11-01 | 2023-08-24 | Interest | 100% | $1.00 | $1.03 | 2.99% | Interest Income |
| 2022-10-28 | 2022-11-01 | Completed | 100% | $24.49 | $24.74 | 1.02% | Signal |
| 2022-09-28 | 2022-10-28 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2022-07-28 | 2022-09-28 | Completed | 100% | $25.71 | $22.89 | -10.95% | Signal |
| 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 |
| 2020-10-26 | 2022-03-16 | Completed | 100% | $13.49 | $24.57 | 82.10% | Stop |
| 2020-07-14 | 2020-10-26 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-07-09 | 2020-07-14 | Completed | 100% | $13.19 | $13.10 | -0.70% | Signal |
| 2020-03-02 | 2020-07-09 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-12-13 | 2020-03-02 | Completed | 100% | $17.36 | $15.29 | -11.90% | Stop |
| 2018-11-28 | 2019-12-13 | Interest | 100% | $1.00 | $1.02 | 2.30% | Interest Income |
| 2017-09-18 | 2018-11-28 | Completed | 100% | $15.72 | $16.79 | 6.79% | Signal |
| 2017-06-13 | 2017-09-18 | Interest | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2016-11-14 | 2017-06-13 | Completed | 100% | $14.16 | $14.63 | 3.32% | Signal |
| 2016-11-10 | 2016-11-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
