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 | 29.28% | 29.28% | 8.37% | 12.33% | 4.63% | 9.33% | 3.19% | 4.03% |
| Sharpe Ratio | 1.90 | 1.90 | 0.58 | 0.73 | 0.41 | 0.50 | 0.24 | 0.17 |
| Max Drawdown | -10.90% | -10.90% | -21.98% | -25.84% | -28.90% | -43.16% | -28.90% | -63.94% |
| % Time Invested | 100.0% | 100.0% | 78.7% | 100.0% | 56.3% | 100.0% | 56.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.9 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-09-27 | Open | Open | 100% | $44.08 | $75.76 | 71.86% | Mark-to-Market |
| 2022-09-27 | 2023-09-27 | Interest | 100% | $1.00 | $1.04 | 3.78% | Interest Income |
| 2022-07-11 | 2022-09-27 | Completed | 100% | $36.61 | $33.72 | -7.90% | Signal |
| 2022-06-15 | 2022-07-11 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-04-26 | 2022-06-15 | Completed | 100% | $42.23 | $38.47 | -8.90% | Stop |
| 2021-02-12 | 2021-04-26 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 100% | $39.90 | $39.66 | -0.61% | Signal |
| 2020-11-13 | 2021-02-10 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2020-11-09 | 2020-11-13 | Completed | 100% | $35.17 | $35.23 | 0.18% | Signal |
| 2019-09-17 | 2020-11-09 | Interest | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2019-09-13 | 2019-09-17 | Completed | 100% | $37.00 | $36.62 | -1.02% | Signal |
| 2019-01-23 | 2019-09-13 | Interest | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2018-11-05 | 2019-01-23 | Completed | 100% | $36.21 | $35.57 | -1.77% | Signal |
| 2018-10-12 | 2018-11-05 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-05-11 | 2018-10-12 | Completed | 100% | $36.05 | $36.75 | 1.94% | Stop |
| 2017-02-22 | 2017-05-11 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2017-02-17 | 2017-02-22 | Completed | 100% | $33.88 | $33.89 | 0.04% | Signal |
| 2016-12-14 | 2017-02-17 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2016-12-12 | 2016-12-14 | Completed | 100% | $33.07 | $33.25 | 0.56% | Signal |
| 2015-10-13 | 2016-12-12 | Interest | 100% | $1.00 | $1.02 | 2.19% | Interest Income |
| 2015-10-08 | 2015-10-13 | Completed | 100% | $32.51 | $32.42 | -0.27% | Signal |
| 2015-06-25 | 2015-10-08 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2014-11-07 | 2015-06-25 | Completed | 100% | $33.91 | $36.13 | 6.54% | Signal |
| 2014-10-16 | 2014-11-07 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-03-12 | 2014-10-16 | Completed | 100% | $30.30 | $32.07 | 5.82% | Stop |
| 2012-02-22 | 2013-03-12 | Interest | 100% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2011-12-19 | 2012-02-22 | Completed | 100% | $23.84 | $26.96 | 13.08% | Signal |
| 2011-11-25 | 2011-12-19 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-08-29 | 2011-11-25 | Completed | 100% | $25.47 | $22.62 | -11.19% | Stop |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $22.88 | $26.29 | 14.89% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-10 | 2010-05-07 | Completed | 100% | $26.48 | $23.83 | -9.98% | Stop |
| 2009-03-23 | 2010-03-10 | Interest | 100% | $1.00 | $1.03 | 3.34% | Interest Income |
| 2009-03-19 | 2009-03-23 | Completed | 100% | $17.41 | $17.45 | 0.21% | Signal |
| 2008-07-09 | 2009-03-19 | Interest | 100% | $1.00 | $1.02 | 2.28% | Interest Income |
| 2008-02-12 | 2008-07-09 | Completed | 100% | $31.68 | $30.72 | -3.03% | Stop |
| 2008-01-18 | 2008-02-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-08-02 | 2008-01-18 | Completed | 100% | $36.25 | $33.14 | -8.57% | Stop |
| 2007-07-31 | 2007-08-02 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
