EFV
ISHARES MSCI EAFE VALUE ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
EFV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 29.48% | 29.28% | 8.13% | 12.33% | 7.17% | 9.33% | 4.99% | 4.03% |
| Sharpe Ratio | 1.91 | 1.90 | 0.68 | 0.73 | 0.71 | 0.50 | 0.46 | 0.17 |
| Max Drawdown | -10.90% | -10.90% | -13.21% | -25.84% | -14.50% | -43.16% | -16.43% | -63.94% |
| % Time Invested | 100.0% | 100.0% | 93.5% | 100.0% | 88.7% | 100.0% | 83.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 3.1 | 0.0 | 3.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 33% | $58.49 | $75.76 | 29.53% | Mark-to-Market |
| 2025-05-01 | Open | Open | 34% | $58.49 | $75.76 | 29.53% | Mark-to-Market |
| 2023-09-27 | Open | Open | 33% | $44.08 | $75.76 | 71.86% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-13 | 2025-04-08 | Completed | 33% | $56.29 | $52.13 | -7.38% | Stop |
| 2023-03-09 | 2025-04-08 | Completed | 34% | $42.72 | $52.13 | 22.03% | Stop |
| 2024-12-24 | 2025-03-13 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2024-01-05 | 2024-12-24 | Completed | 33% | $47.49 | $49.86 | 4.97% | Signal |
| 2023-10-26 | 2024-01-05 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2022-12-27 | 2023-10-26 | Completed | 33% | $40.21 | $42.15 | 4.82% | Signal |
| 2022-09-22 | 2023-09-27 | Interest | 33% | $1.00 | $1.04 | 3.83% | Interest Income |
| 2022-06-02 | 2023-03-09 | Interest | 34% | $1.00 | $1.03 | 2.64% | Interest Income |
| 2022-06-02 | 2022-12-27 | Interest | 33% | $1.00 | $1.02 | 1.92% | Interest Income |
| 2022-07-11 | 2022-09-22 | Completed | 33% | $36.61 | $35.66 | -2.60% | Signal |
| 2022-06-15 | 2022-07-11 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-04-27 | 2022-06-15 | Completed | 33% | $42.06 | $38.47 | -8.53% | Stop |
| 2022-05-31 | 2022-06-02 | Completed | 33% | $41.60 | $41.60 | 0.00% | Signal |
| 2022-05-31 | 2022-06-02 | Completed | 34% | $41.60 | $41.60 | 0.00% | Signal |
| 2022-04-18 | 2022-05-31 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2022-01-31 | 2022-05-31 | Interest | 34% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2022-03-30 | 2022-04-18 | Completed | 33% | $42.87 | $41.72 | -2.68% | Signal |
| 2022-03-08 | 2022-03-30 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-02-17 | 2022-03-08 | Completed | 33% | $44.13 | $38.92 | -11.82% | Stop |
| 2021-09-15 | 2022-02-17 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2020-11-09 | 2022-01-31 | Completed | 34% | $35.17 | $42.76 | 21.59% | Signal |
| 2020-07-13 | 2021-09-15 | Completed | 33% | $32.49 | $42.86 | 31.94% | Signal |
| 2021-02-12 | 2021-04-27 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 33% | $39.90 | $39.66 | -0.61% | Signal |
| 2020-11-13 | 2021-02-10 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2020-11-09 | 2020-11-13 | Completed | 33% | $35.17 | $35.23 | 0.18% | Signal |
| 2020-04-13 | 2020-11-09 | Interest | 34% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2019-09-17 | 2020-11-09 | Interest | 33% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2020-03-02 | 2020-07-13 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2020-03-24 | 2020-04-13 | Completed | 34% | $26.18 | $29.06 | 10.99% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-12 | 2020-03-02 | Completed | 33% | $38.55 | $34.24 | -11.18% | Stop |
| 2019-11-08 | 2020-03-02 | Completed | 34% | $38.45 | $34.24 | -10.95% | Stop |
| 2019-09-17 | 2019-11-12 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2019-10-14 | 2019-11-08 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-07-18 | 2019-10-14 | Completed | 34% | $36.75 | $36.56 | -0.52% | Signal |
| 2019-09-13 | 2019-09-17 | Completed | 33% | $37.00 | $36.62 | -1.02% | Signal |
| 2019-09-13 | 2019-09-17 | Completed | 33% | $37.00 | $36.62 | -1.02% | Signal |
| 2019-07-19 | 2019-09-13 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-01-23 | 2019-09-13 | Interest | 33% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2019-03-29 | 2019-07-19 | Completed | 33% | $36.64 | $36.96 | 0.86% | Signal |
| 2018-09-25 | 2019-07-18 | Interest | 34% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2018-09-25 | 2019-03-29 | Interest | 33% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2018-11-15 | 2019-01-23 | Completed | 33% | $35.52 | $35.57 | 0.15% | Signal |
| 2018-10-24 | 2018-11-15 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-05-16 | 2018-10-24 | Completed | 33% | $36.68 | $35.83 | -2.30% | Stop |
| 2018-09-19 | 2018-09-25 | Completed | 33% | $38.16 | $38.99 | 2.19% | Signal |
| 2018-09-19 | 2018-09-25 | Completed | 34% | $38.16 | $38.99 | 2.19% | Signal |
| 2018-07-23 | 2018-09-19 | Interest | 34% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2018-04-30 | 2018-09-19 | Interest | 33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2016-09-23 | 2018-07-23 | Completed | 34% | $31.75 | $38.34 | 20.76% | Signal |
| 2016-09-21 | 2018-04-30 | Completed | 33% | $31.52 | $40.26 | 27.74% | Signal |
| 2017-02-22 | 2017-05-16 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2017-02-17 | 2017-02-22 | Completed | 33% | $33.88 | $33.89 | 0.04% | Signal |
| 2016-12-14 | 2017-02-17 | Interest | 33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2016-12-12 | 2016-12-14 | Completed | 33% | $33.07 | $33.25 | 0.56% | Signal |
| 2015-10-13 | 2016-12-12 | Interest | 33% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2015-10-13 | 2016-09-23 | Interest | 34% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2016-08-29 | 2016-09-21 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-07-21 | 2016-08-29 | Completed | 33% | $30.24 | $31.15 | 3.02% | Signal |
| 2016-06-28 | 2016-07-21 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2016-05-16 | 2016-06-28 | Completed | 33% | $30.07 | $28.43 | -5.44% | Stop |
| 2015-10-13 | 2016-05-16 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2015-10-08 | 2015-10-13 | Completed | 33% | $32.51 | $32.42 | -0.27% | Signal |
| 2015-10-08 | 2015-10-13 | Completed | 33% | $32.51 | $32.42 | -0.27% | Signal |
| 2015-09-17 | 2015-10-13 | Completed | 34% | $32.43 | $32.42 | -0.02% | Signal |
| 2015-08-14 | 2015-10-08 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2015-06-29 | 2015-10-08 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-07-01 | 2015-08-25 | Completed | 34% | $35.07 | $31.83 | -9.23% | Stop |
| 2015-04-01 | 2015-08-14 | Completed | 33% | $34.77 | $34.66 | -0.33% | Signal |
| 2015-05-01 | 2015-07-01 | Interest | 34% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2015-01-30 | 2015-06-29 | Completed | 33% | $33.33 | $35.17 | 5.53% | Signal |
| 2015-04-29 | 2015-05-01 | Completed | 34% | $36.36 | $36.16 | -0.55% | Signal |
| 2014-11-25 | 2015-04-29 | Interest | 34% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2014-09-24 | 2015-04-01 | Interest | 33% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2015-01-07 | 2015-01-30 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2013-03-12 | 2015-01-07 | Completed | 33% | $30.30 | $32.07 | 5.82% | Stop |
| 2014-11-04 | 2014-11-25 | Completed | 34% | $34.17 | $34.75 | 1.67% | Signal |
| 2014-10-13 | 2014-11-04 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-11-19 | 2014-10-13 | Completed | 34% | $26.77 | $33.43 | 24.88% | Stop |
| 2012-09-10 | 2014-09-24 | Completed | 33% | $26.87 | $35.62 | 32.54% | Signal |
| 2012-03-01 | 2013-03-12 | Interest | 33% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2012-08-31 | 2012-11-19 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2012-06-14 | 2012-09-10 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2012-06-05 | 2012-08-31 | Completed | 34% | $22.85 | $26.16 | 14.47% | Signal |
| 2012-06-08 | 2012-06-14 | Completed | 33% | $23.36 | $23.56 | 0.86% | Signal |
| 2012-05-16 | 2012-06-08 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2011-09-08 | 2012-06-05 | Interest | 34% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2012-02-13 | 2012-05-16 | Completed | 33% | $26.64 | $24.07 | -9.65% | Stop |
| 2011-12-19 | 2012-03-01 | Completed | 33% | $23.84 | $27.20 | 14.09% | Signal |
| 2011-06-30 | 2012-02-13 | Interest | 33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2011-11-25 | 2011-12-19 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-08-29 | 2011-11-25 | Completed | 33% | $25.47 | $22.62 | -11.19% | Stop |
| 2011-08-29 | 2011-09-08 | Completed | 34% | $25.47 | $24.51 | -3.77% | Signal |
| 2011-08-05 | 2011-08-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-12-07 | 2011-08-05 | Completed | 34% | $27.49 | $26.29 | -4.39% | Stop |
| 2010-06-01 | 2011-08-05 | Completed | 33% | $22.88 | $26.29 | 14.89% | Stop |
| 2010-09-22 | 2011-06-30 | Completed | 33% | $26.47 | $29.27 | 10.58% | Signal |
| 2010-06-14 | 2010-12-07 | Interest | 34% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2010-02-08 | 2010-09-22 | Interest | 33% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2010-06-01 | 2010-06-14 | Completed | 34% | $22.88 | $23.53 | 2.87% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-10 | 2010-05-07 | Completed | 33% | $26.48 | $23.83 | -9.98% | Stop |
| 2010-03-03 | 2010-05-07 | Completed | 34% | $26.02 | $23.83 | -8.40% | Stop |
| 2009-03-23 | 2010-03-10 | Interest | 33% | $1.00 | $1.03 | 3.34% | Interest Income |
| 2010-02-08 | 2010-03-03 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-08-06 | 2010-02-08 | Completed | 34% | $25.21 | $24.66 | -2.17% | Stop |
| 2009-05-21 | 2010-02-08 | Completed | 33% | $21.66 | $24.66 | 13.86% | Stop |
| 2009-03-23 | 2009-08-06 | Interest | 34% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2009-03-23 | 2009-05-21 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2009-03-19 | 2009-03-23 | Completed | 33% | $17.41 | $17.45 | 0.21% | Signal |
| 2009-03-19 | 2009-03-23 | Completed | 34% | $17.41 | $17.45 | 0.21% | Signal |
| 2009-03-19 | 2009-03-23 | Completed | 33% | $17.41 | $17.45 | 0.21% | Signal |
| 2008-07-16 | 2009-03-19 | Interest | 33% | $1.00 | $1.02 | 2.20% | Interest Income |
| 2008-07-11 | 2009-03-19 | Interest | 33% | $1.00 | $1.02 | 2.25% | Interest Income |
| 2007-12-26 | 2009-03-19 | Interest | 34% | $1.00 | $1.04 | 4.33% | Interest Income |
| 2008-06-09 | 2008-07-16 | Completed | 33% | $33.44 | $28.84 | -13.75% | Stop |
| 2008-02-12 | 2008-07-11 | Completed | 33% | $31.68 | $29.85 | -5.76% | Signal |
| 2008-01-17 | 2008-06-09 | Interest | 33% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-08-02 | 2008-01-18 | Completed | 33% | $36.25 | $33.14 | -8.57% | Stop |
| 2007-12-05 | 2008-01-17 | Completed | 33% | $36.82 | $33.64 | -8.65% | Signal |
| 2007-08-02 | 2007-12-26 | Completed | 34% | $36.25 | $35.81 | -1.20% | Signal |
| 2007-09-10 | 2007-12-05 | Interest | 33% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2007-08-02 | 2007-09-10 | Completed | 33% | $36.25 | $35.29 | -2.65% | Signal |
| 2007-07-31 | 2007-08-02 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2007-07-31 | 2007-08-02 | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2007-07-31 | 2007-08-02 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
