EMB
ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
EMB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.97% | 10.97% | 2.44% | 1.95% | 2.20% | 3.28% | 2.55% | 4.42% |
| Sharpe Ratio | 1.89 | 1.89 | 0.43 | 0.20 | 0.32 | 0.32 | 0.37 | 0.48 |
| Max Drawdown | -4.51% | -4.51% | -17.69% | -28.74% | -17.69% | -28.74% | -21.74% | -28.74% |
| % Time Invested | 100.0% | 100.0% | 60.6% | 100.0% | 67.5% | 100.0% | 72.3% | 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 |
|---|---|---|---|---|---|---|---|
| 2024-03-18 | Open | Open | 100% | $79.14 | $95.50 | 20.67% | Mark-to-Market |
| 2022-07-28 | 2024-03-18 | Interest | 100% | $1.00 | $1.06 | 6.40% | Interest Income |
| 2022-07-26 | 2022-07-28 | Completed | 100% | $70.66 | $71.65 | 1.39% | Signal |
| 2022-06-02 | 2022-07-26 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2022-05-31 | 2022-06-02 | Completed | 100% | $74.92 | $74.81 | -0.15% | Signal |
| 2022-04-13 | 2022-05-31 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-03-29 | 2022-04-13 | Completed | 100% | $79.18 | $76.94 | -2.83% | Signal |
| 2022-03-07 | 2022-03-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-04-06 | 2022-03-07 | Completed | 100% | $72.98 | $76.74 | 5.15% | Stop |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-09-06 | 2020-03-13 | Completed | 100% | $84.37 | $74.95 | -11.17% | Stop |
| 2019-01-29 | 2019-09-06 | Interest | 100% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2019-01-25 | 2019-01-29 | Completed | 100% | $76.60 | $76.12 | -0.62% | Signal |
| 2018-09-17 | 2019-01-25 | Interest | 100% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2016-08-02 | 2018-09-17 | Completed | 100% | $72.72 | $73.68 | 1.31% | Signal |
| 2016-07-11 | 2016-08-02 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-07-07 | 2016-07-11 | Completed | 100% | $72.65 | $73.19 | 0.73% | Signal |
| 2016-04-22 | 2016-07-07 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2016-04-19 | 2016-04-22 | Completed | 100% | $69.27 | $69.11 | -0.23% | Signal |
| 2015-12-24 | 2016-04-19 | Interest | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2014-11-24 | 2015-12-24 | Completed | 100% | $66.06 | $64.88 | -1.79% | Signal |
| 2014-08-21 | 2014-11-24 | Interest | 100% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2014-08-19 | 2014-08-21 | Completed | 100% | $66.17 | $65.92 | -0.38% | Signal |
| 2014-06-05 | 2014-08-19 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2014-06-03 | 2014-06-05 | Completed | 100% | $65.46 | $65.15 | -0.47% | Signal |
| 2014-01-23 | 2014-06-03 | Interest | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2014-01-21 | 2014-01-23 | Completed | 100% | $60.99 | $60.66 | -0.55% | Signal |
| 2013-12-26 | 2014-01-21 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2013-07-18 | 2013-12-26 | Completed | 100% | $60.85 | $60.82 | -0.06% | Signal |
| 2013-06-25 | 2013-07-18 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2009-12-14 | 2013-06-25 | Completed | 100% | $47.11 | $57.49 | 22.02% | Stop |
| 2009-12-10 | 2009-12-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
