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% | 10.56% | 12.33% | 8.53% | 9.33% | 5.53% | 4.03% |
| Sharpe Ratio | 1.90 | 1.90 | 0.76 | 0.73 | 0.69 | 0.50 | 0.42 | 0.17 |
| Max Drawdown | -10.90% | -10.90% | -20.19% | -25.84% | -27.47% | -43.16% | -27.47% | -63.94% |
| % Time Invested | 100.0% | 100.0% | 78.7% | 100.0% | 70.5% | 100.0% | 63.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-02-20 | Open | Open | 100% | $54.55 | $75.76 | 38.87% | Mark-to-Market |
| 2025-01-06 | 2025-02-20 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2023-01-03 | 2025-01-06 | Completed | 100% | $40.44 | $50.56 | 25.03% | Signal |
| 2022-06-02 | 2023-01-03 | Interest | 100% | $1.00 | $1.02 | 1.98% | Interest Income |
| 2022-05-31 | 2022-06-02 | Completed | 100% | $41.60 | $41.60 | 0.00% | Signal |
| 2022-04-01 | 2022-05-31 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2022-02-11 | 2022-04-01 | Completed | 100% | $44.50 | $42.53 | -4.42% | Signal |
| 2021-12-01 | 2022-02-11 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2020-09-30 | 2021-12-01 | Completed | 100% | $32.12 | $40.80 | 27.03% | Signal |
| 2020-03-02 | 2020-09-30 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-11-05 | 2020-03-02 | Completed | 100% | $38.47 | $34.24 | -11.00% | Stop |
| 2019-08-29 | 2019-11-05 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-04-16 | 2019-08-29 | Completed | 100% | $37.86 | $34.69 | -8.37% | Signal |
| 2018-09-25 | 2019-04-16 | Interest | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2018-09-19 | 2018-09-25 | Completed | 100% | $38.16 | $38.99 | 2.19% | Signal |
| 2018-06-27 | 2018-09-19 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2016-08-25 | 2018-06-27 | Completed | 100% | $31.37 | $37.87 | 20.70% | Signal |
| 2015-10-13 | 2016-08-25 | Interest | 100% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2015-10-08 | 2015-10-13 | Completed | 100% | $32.51 | $32.42 | -0.27% | Signal |
| 2015-08-25 | 2015-10-08 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2015-04-17 | 2015-08-25 | Completed | 100% | $35.53 | $31.83 | -10.40% | Stop |
| 2014-10-08 | 2015-04-17 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2012-09-06 | 2014-10-08 | Completed | 100% | $25.99 | $33.99 | 30.78% | Signal |
| 2012-05-21 | 2012-09-06 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2012-03-12 | 2012-05-21 | Completed | 100% | $26.73 | $23.49 | -12.09% | Stop |
| 2011-08-03 | 2012-03-12 | Interest | 100% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2010-10-04 | 2011-08-03 | Completed | 100% | $26.50 | $27.69 | 4.50% | Signal |
| 2010-05-07 | 2010-10-04 | Interest | 100% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2009-06-10 | 2010-05-07 | Completed | 100% | $23.16 | $23.83 | 2.92% | Stop |
| 2009-03-23 | 2009-06-10 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2009-03-19 | 2009-03-23 | Completed | 100% | $17.41 | $17.45 | 0.21% | Signal |
| 2008-01-07 | 2009-03-19 | Interest | 100% | $1.00 | $1.04 | 4.21% | Interest Income |
| 2007-10-24 | 2008-01-07 | Completed | 100% | $37.29 | $35.34 | -5.21% | Signal |
| 2007-10-02 | 2007-10-24 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2007-08-02 | 2007-10-02 | Completed | 100% | $36.25 | $37.65 | 3.87% | Signal |
| 2007-07-31 | 2007-08-02 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
