FLOT
ISHARES FLOATING RATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
FLOT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.77% | 4.90% | 4.35% | 4.10% | 2.65% | 2.98% | 2.57% | 2.40% |
| Sharpe Ratio | 6.44 | 6.44 | 3.75 | 2.27 | 0.94 | 0.70 | 1.04 | 0.64 |
| Max Drawdown | -0.43% | -0.43% | -1.57% | -2.37% | -9.58% | -13.54% | -9.58% | -13.54% |
| % Time Invested | 100.0% | 100.0% | 81.9% | 100.0% | 66.8% | 100.0% | 54.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.8 | 0.0 | 2.1 | 0.0 | 1.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-30 | Pending | Pending Sell | 33% | $49.35 | — | — | Signal |
| 2023-11-13 | Open | Open | 33% | $44.67 | $50.98 | 14.14% | Mark-to-Market |
| 2023-03-30 | Open | Open | 34% | $42.75 | $50.98 | 19.26% | Mark-to-Market |
| 2025-07-08 | 2025-07-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-07-01 | 2025-07-08 | Completed | 33% | $49.11 | $49.17 | 0.12% | Signal |
| 2025-05-13 | 2025-07-01 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2023-01-24 | 2025-05-13 | Completed | 33% | $42.52 | $48.69 | 14.52% | Signal |
| 2023-06-07 | 2023-11-13 | Interest | 33% | $1.00 | $1.02 | 1.83% | Interest Income |
| 2023-06-05 | 2023-06-07 | Completed | 33% | $43.48 | $43.52 | 0.10% | Signal |
| 2022-02-11 | 2023-06-05 | Interest | 33% | $1.00 | $1.04 | 4.26% | Interest Income |
| 2021-05-06 | 2023-03-30 | Interest | 34% | $1.00 | $1.05 | 4.83% | Interest Income |
| 2022-12-29 | 2023-01-24 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-14 | 2022-12-29 | Completed | 33% | $42.11 | $42.21 | 0.24% | Signal |
| 2021-04-13 | 2022-12-14 | Interest | 33% | $1.00 | $1.04 | 3.87% | Interest Income |
| 2021-03-05 | 2022-02-11 | Completed | 33% | $41.69 | $41.80 | 0.26% | Signal |
| 2020-09-11 | 2021-05-06 | Completed | 34% | $41.51 | $41.69 | 0.44% | Signal |
| 2020-07-01 | 2021-04-13 | Completed | 33% | $41.34 | $41.69 | 0.87% | Signal |
| 2021-01-28 | 2021-03-05 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-04-06 | 2021-01-28 | Completed | 33% | $40.00 | $41.69 | 4.24% | Signal |
| 2020-04-13 | 2020-09-11 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2020-04-13 | 2020-07-01 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-04-08 | 2020-04-13 | Completed | 33% | $40.16 | $40.33 | 0.43% | Signal |
| 2020-04-08 | 2020-04-13 | Completed | 34% | $40.16 | $40.33 | 0.43% | Signal |
| 2020-03-13 | 2020-04-08 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-13 | 2020-04-08 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-20 | 2020-03-13 | Completed | 33% | $40.76 | $38.62 | -5.26% | Stop |
| 2019-06-18 | 2020-03-13 | Completed | 34% | $40.58 | $38.62 | -4.84% | Stop |
| 2019-05-01 | 2020-03-13 | Completed | 33% | $40.45 | $38.62 | -4.53% | Stop |
| 2019-04-08 | 2019-08-20 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2019-04-08 | 2019-06-18 | Interest | 34% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2019-04-08 | 2019-05-01 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-04-04 | 2019-04-08 | Completed | 33% | $40.34 | $40.33 | -0.02% | Signal |
| 2019-04-04 | 2019-04-08 | Completed | 34% | $40.34 | $40.33 | -0.02% | Signal |
| 2019-04-04 | 2019-04-08 | Completed | 33% | $40.34 | $40.33 | -0.02% | Signal |
| 2019-01-28 | 2019-04-04 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-01-28 | 2019-04-04 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-01-28 | 2019-04-04 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-01-23 | 2019-01-28 | Completed | 33% | $39.92 | $39.96 | 0.10% | Signal |
| 2019-01-23 | 2019-01-28 | Completed | 34% | $39.92 | $39.96 | 0.10% | Signal |
| 2019-01-23 | 2019-01-28 | Completed | 33% | $39.92 | $39.96 | 0.10% | Signal |
| 2017-02-10 | 2019-01-23 | Interest | 34% | $1.00 | $1.05 | 5.17% | Interest Income |
| 2016-12-22 | 2019-01-23 | Interest | 33% | $1.00 | $1.06 | 5.51% | Interest Income |
| 2013-10-15 | 2019-01-23 | Interest | 33% | $1.00 | $1.13 | 13.12% | Interest Income |
| 2016-09-20 | 2017-02-10 | Completed | 34% | $38.34 | $38.53 | 0.49% | Signal |
| 2016-06-24 | 2016-12-22 | Completed | 33% | $38.06 | $38.45 | 1.05% | Signal |
| 2013-06-20 | 2016-09-20 | Interest | 34% | $1.00 | $1.08 | 7.57% | Interest Income |
| 2013-06-12 | 2016-06-24 | Interest | 33% | $1.00 | $1.07 | 7.22% | Interest Income |
| 2013-06-14 | 2013-10-15 | Completed | 33% | $37.56 | $37.65 | 0.24% | Signal |
| 2013-06-14 | 2013-06-20 | Completed | 34% | $37.56 | $37.57 | 0.04% | Signal |
| 2013-06-12 | 2013-06-14 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-06-12 | 2013-06-14 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
