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 | 4.65% | 4.90% | 4.24% | 4.10% | 3.02% | 2.98% | 2.85% | 2.48% |
| Sharpe Ratio | 8.91 | 6.44 | 3.24 | 2.27 | 1.88 | 0.70 | 2.06 | 0.69 |
| Max Drawdown | -0.14% | -0.43% | -2.37% | -2.37% | -4.35% | -13.54% | -4.35% | -13.54% |
| % Time Invested | 97.6% | 100.0% | 72.9% | 100.0% | 68.6% | 100.0% | 56.5% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 2.8 | 0.0 | 4.3 | 0.0 | 3.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-27 | Open | Open | 33% | $50.98 | $50.98 | 0.00% | Mark-to-Market |
| 2026-04-17 | Open | Interest | 33% | $1.00 | $1.00 | 0.15% | Mark-to-Market |
| 2026-03-18 | Open | Interest | 34% | $1.00 | $1.00 | 0.51% | Mark-to-Market |
| 2026-03-10 | 2026-04-27 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2025-07-30 | 2026-04-17 | Completed | 33% | $49.35 | $50.87 | 3.09% | Signal |
| 2025-05-23 | 2026-03-18 | Completed | 34% | $48.80 | $50.70 | 3.90% | Signal |
| 2025-11-26 | 2026-03-10 | Completed | 33% | $50.13 | $50.71 | 1.15% | Signal |
| 2025-11-04 | 2025-11-26 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-05-09 | 2025-11-04 | Completed | 33% | $48.67 | $49.93 | 2.59% | Signal |
| 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 |
| 2025-05-15 | 2025-07-01 | Interest | 33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-04-07 | 2025-05-23 | Interest | 34% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2023-01-10 | 2025-05-15 | Completed | 33% | $42.43 | $48.72 | 14.83% | Signal |
| 2025-03-24 | 2025-05-09 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2023-05-04 | 2025-04-07 | Completed | 34% | $43.18 | $47.56 | 10.15% | Signal |
| 2024-09-05 | 2025-03-24 | Completed | 33% | $47.06 | $48.49 | 3.02% | Signal |
| 2024-08-13 | 2024-09-05 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-04-19 | 2024-08-13 | Completed | 33% | $43.00 | $46.83 | 8.90% | Signal |
| 2023-03-28 | 2023-05-04 | Interest | 34% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-03-17 | 2023-04-19 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2022-12-07 | 2023-03-28 | Completed | 34% | $42.06 | $42.52 | 1.09% | Signal |
| 2022-11-15 | 2023-03-17 | Completed | 33% | $41.91 | $42.25 | 0.80% | Signal |
| 2021-01-26 | 2023-01-10 | Interest | 33% | $1.00 | $1.04 | 4.44% | Interest Income |
| 2022-10-17 | 2022-12-07 | Interest | 34% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2022-10-06 | 2022-11-15 | Interest | 33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2022-08-22 | 2022-10-17 | Completed | 34% | $41.63 | $41.63 | 0.01% | Signal |
| 2022-08-03 | 2022-10-06 | Completed | 33% | $41.52 | $41.75 | 0.55% | Signal |
| 2021-03-12 | 2022-08-22 | Interest | 34% | $1.00 | $1.03 | 2.82% | Interest Income |
| 2021-06-15 | 2022-08-03 | Interest | 33% | $1.00 | $1.02 | 2.25% | Interest Income |
| 2021-06-09 | 2021-06-15 | Completed | 33% | $41.77 | $41.75 | -0.04% | Signal |
| 2021-03-02 | 2021-06-09 | Interest | 33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2020-12-15 | 2021-03-12 | Completed | 34% | $41.59 | $41.71 | 0.29% | Signal |
| 2021-01-29 | 2021-03-02 | Completed | 33% | $41.69 | $41.72 | 0.06% | Signal |
| 2021-01-06 | 2021-01-29 | Interest | 33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-07-01 | 2021-01-26 | Completed | 33% | $41.34 | $41.69 | 0.86% | Signal |
| 2020-11-30 | 2021-01-06 | Completed | 33% | $41.58 | $41.63 | 0.13% | Signal |
| 2020-11-03 | 2020-12-15 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-10-19 | 2020-11-30 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-05-05 | 2020-11-03 | Completed | 34% | $40.72 | $41.51 | 1.94% | Signal |
| 2020-05-05 | 2020-10-19 | Completed | 33% | $40.72 | $41.52 | 1.96% | Signal |
| 2020-04-13 | 2020-07-01 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-04-13 | 2020-05-05 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-13 | 2020-05-05 | Interest | 34% | $1.00 | $1.00 | 0.04% | 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 |
| 2020-04-08 | 2020-04-13 | Completed | 33% | $40.16 | $40.33 | 0.43% | Signal |
| 2020-03-13 | 2020-04-08 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-10 | 2020-04-08 | Interest | 33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-10 | 2020-04-08 | Interest | 34% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2019-04-04 | 2020-03-13 | Completed | 33% | $40.34 | $38.62 | -4.27% | Stop |
| 2019-09-16 | 2020-03-10 | Completed | 33% | $40.92 | $40.74 | -0.44% | Stop |
| 2019-02-20 | 2020-03-10 | Completed | 34% | $40.07 | $40.74 | 1.66% | Stop |
| 2019-08-22 | 2019-09-16 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-06-26 | 2019-08-22 | Completed | 33% | $40.60 | $40.77 | 0.40% | Signal |
| 2019-06-04 | 2019-06-26 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-01-23 | 2019-06-04 | Completed | 33% | $39.92 | $40.54 | 1.56% | Signal |
| 2019-01-28 | 2019-04-04 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-01-28 | 2019-02-20 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 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 |
| 2018-10-02 | 2019-01-23 | Interest | 34% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2018-09-18 | 2019-01-23 | Interest | 33% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2016-12-02 | 2019-01-23 | Interest | 33% | $1.00 | $1.06 | 5.65% | Interest Income |
| 2018-08-22 | 2018-10-02 | Completed | 34% | $39.75 | $39.84 | 0.24% | Signal |
| 2018-08-03 | 2018-09-18 | Completed | 33% | $39.69 | $39.81 | 0.30% | Signal |
| 2018-06-12 | 2018-08-22 | Interest | 34% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2018-05-30 | 2018-08-03 | Interest | 33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2018-05-22 | 2018-06-12 | Completed | 34% | $39.50 | $39.51 | 0.01% | Signal |
| 2018-05-01 | 2018-05-30 | Completed | 33% | $39.43 | $39.51 | 0.20% | Signal |
| 2018-03-15 | 2018-05-22 | Interest | 34% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2018-03-05 | 2018-05-01 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2018-02-20 | 2018-03-15 | Completed | 34% | $39.28 | $39.31 | 0.07% | Signal |
| 2018-01-29 | 2018-03-05 | Completed | 33% | $39.23 | $39.30 | 0.17% | Signal |
| 2017-11-10 | 2018-02-20 | Interest | 34% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2017-11-03 | 2018-01-29 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2017-11-08 | 2017-11-10 | Completed | 34% | $39.06 | $39.04 | -0.06% | Signal |
| 2017-04-07 | 2017-11-08 | Interest | 34% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2017-10-12 | 2017-11-03 | Completed | 33% | $38.98 | $39.06 | 0.20% | Signal |
| 2017-03-31 | 2017-10-12 | Interest | 33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2017-03-23 | 2017-04-07 | Completed | 34% | $38.65 | $38.65 | 0.01% | Signal |
| 2017-03-02 | 2017-03-31 | Completed | 33% | $38.62 | $38.64 | 0.06% | Signal |
| 2016-10-25 | 2017-03-23 | Interest | 34% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2016-12-14 | 2017-03-02 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2016-11-18 | 2016-12-14 | Completed | 33% | $38.40 | $38.42 | 0.06% | Signal |
| 2016-06-22 | 2016-12-02 | Completed | 33% | $38.08 | $38.43 | 0.92% | Signal |
| 2016-10-11 | 2016-11-18 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2016-04-15 | 2016-10-25 | Completed | 34% | $37.91 | $38.33 | 1.09% | Signal |
| 2016-08-26 | 2016-10-11 | Completed | 33% | $38.24 | $38.29 | 0.13% | Signal |
| 2016-08-04 | 2016-08-26 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-03-30 | 2016-08-04 | Completed | 33% | $37.86 | $38.15 | 0.78% | Signal |
| 2013-02-22 | 2016-06-22 | Interest | 33% | $1.00 | $1.08 | 7.83% | Interest Income |
| 2013-03-05 | 2016-04-15 | Interest | 34% | $1.00 | $1.07 | 7.42% | Interest Income |
| 2015-03-26 | 2016-03-30 | Interest | 33% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2015-03-17 | 2015-03-26 | Completed | 33% | $37.88 | $37.85 | -0.08% | Signal |
| 2013-02-08 | 2015-03-17 | Interest | 33% | $1.00 | $1.05 | 5.15% | Interest Income |
| 2013-01-23 | 2013-03-05 | Completed | 34% | $37.45 | $37.51 | 0.15% | Signal |
| 2012-08-28 | 2013-02-22 | Completed | 33% | $37.07 | $37.48 | 1.11% | Signal |
| 2013-01-07 | 2013-02-08 | Completed | 33% | $37.45 | $37.47 | 0.06% | Signal |
| 2012-12-06 | 2013-01-23 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2012-11-26 | 2013-01-07 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2012-07-10 | 2012-12-06 | Completed | 34% | $36.82 | $37.29 | 1.28% | Signal |
| 2012-06-25 | 2012-11-26 | Completed | 33% | $36.80 | $37.31 | 1.39% | Signal |
| 2012-08-02 | 2012-08-28 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2012-03-09 | 2012-08-02 | Completed | 33% | $36.65 | $37.01 | 0.96% | Signal |
| 2012-05-08 | 2012-07-10 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2012-04-27 | 2012-06-25 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2012-01-27 | 2012-05-08 | Completed | 34% | $36.38 | $36.73 | 0.98% | Signal |
| 2012-01-13 | 2012-04-27 | Completed | 33% | $36.07 | $36.74 | 1.87% | Signal |
| 2011-12-23 | 2012-03-09 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2011-12-23 | 2012-01-27 | Interest | 34% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2011-12-23 | 2012-01-13 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
Return Distribution Analysis
