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% | 3.32% | 1.95% | 2.20% | 3.28% | 3.27% | 4.42% |
| Sharpe Ratio | 1.89 | 1.89 | 0.53 | 0.20 | 0.32 | 0.32 | 0.50 | 0.48 |
| Max Drawdown | -4.51% | -4.51% | -7.40% | -28.74% | -18.04% | -28.74% | -18.04% | -28.74% |
| % Time Invested | 100.0% | 100.0% | 71.6% | 100.0% | 70.7% | 100.0% | 71.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.8 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-12-18 | Open | Open | 100% | $78.86 | $95.50 | 21.09% | Mark-to-Market |
| 2023-10-11 | 2023-12-18 | Interest | 100% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2023-01-18 | 2023-10-11 | Completed | 100% | $75.27 | $71.78 | -4.65% | Signal |
| 2022-07-28 | 2023-01-18 | Interest | 100% | $1.00 | $1.02 | 1.66% | 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 |
| 2021-11-29 | 2022-05-31 | Interest | 100% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2021-06-10 | 2021-11-29 | Completed | 100% | $88.47 | $85.49 | -3.38% | Signal |
| 2021-04-08 | 2021-06-10 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2020-07-21 | 2021-04-08 | Completed | 100% | $85.06 | $85.71 | 0.77% | Signal |
| 2020-03-13 | 2020-07-21 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2019-02-21 | 2020-03-13 | Completed | 100% | $77.30 | $74.95 | -3.04% | Stop |
| 2019-01-29 | 2019-02-21 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-01-25 | 2019-01-29 | Completed | 100% | $76.60 | $76.12 | -0.62% | Signal |
| 2018-03-21 | 2019-01-25 | Interest | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2017-03-06 | 2018-03-21 | Completed | 100% | $73.25 | $75.47 | 3.04% | Signal |
| 2016-12-27 | 2017-03-06 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2016-03-21 | 2016-12-27 | Completed | 100% | $68.07 | $70.61 | 3.73% | Signal |
| 2015-12-22 | 2016-03-21 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2015-12-11 | 2015-12-22 | Completed | 100% | $64.90 | $64.50 | -0.62% | Signal |
| 2015-10-15 | 2015-12-11 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2015-10-13 | 2015-10-15 | Completed | 100% | $65.54 | $65.77 | 0.36% | Signal |
| 2015-07-31 | 2015-10-13 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2015-04-06 | 2015-07-31 | Completed | 100% | $66.70 | $65.52 | -1.77% | Signal |
| 2015-01-08 | 2015-04-06 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2014-02-20 | 2015-01-08 | Completed | 100% | $60.77 | $64.38 | 5.93% | Signal |
| 2014-01-23 | 2014-02-20 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2014-01-21 | 2014-01-23 | Completed | 100% | $60.99 | $60.66 | -0.55% | Signal |
| 2013-06-12 | 2014-01-21 | Interest | 100% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2011-05-16 | 2013-06-12 | Completed | 100% | $53.84 | $60.32 | 12.04% | Signal |
| 2011-03-10 | 2011-05-16 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2009-12-14 | 2011-03-10 | Completed | 100% | $47.11 | $52.37 | 11.16% | Signal |
| 2009-12-10 | 2009-12-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
