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 | 4.90% | 4.90% | 4.00% | 4.10% | 1.60% | 2.98% | 1.70% | 2.40% |
| Sharpe Ratio | 6.44 | 6.44 | 3.71 | 2.27 | 0.42 | 0.70 | 0.50 | 0.64 |
| Max Drawdown | -0.43% | -0.43% | -1.57% | -2.37% | -15.10% | -13.54% | -15.10% | -13.54% |
| % Time Invested | 100.0% | 100.0% | 65.4% | 100.0% | 46.8% | 100.0% | 39.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-11-08 | Open | Open | 100% | $44.63 | $50.98 | 14.23% | Mark-to-Market |
| 2023-06-07 | 2023-11-08 | Interest | 100% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2023-06-05 | 2023-06-07 | Completed | 100% | $43.48 | $43.52 | 0.10% | Signal |
| 2022-02-14 | 2023-06-05 | Interest | 100% | $1.00 | $1.04 | 4.26% | Interest Income |
| 2021-03-17 | 2022-02-14 | Completed | 100% | $41.70 | $41.81 | 0.26% | Signal |
| 2021-02-23 | 2021-03-17 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-04-13 | 2021-02-23 | Completed | 100% | $40.33 | $41.72 | 3.44% | Signal |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-10-23 | 2020-03-19 | Completed | 100% | $41.05 | $35.20 | -14.25% | Stop |
| 2019-04-08 | 2019-10-23 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2019-04-04 | 2019-04-08 | Completed | 100% | $40.34 | $40.33 | -0.02% | Signal |
| 2019-01-28 | 2019-04-04 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-01-23 | 2019-01-28 | Completed | 100% | $39.92 | $39.96 | 0.10% | Signal |
| 2013-11-21 | 2019-01-23 | Interest | 100% | $1.00 | $1.13 | 12.81% | Interest Income |
| 2013-06-14 | 2013-11-21 | Completed | 100% | $37.56 | $37.64 | 0.21% | Signal |
| 2013-06-12 | 2013-06-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
