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% | 4.50% | 4.10% | 1.57% | 2.98% | 1.37% | 2.40% |
| Sharpe Ratio | 6.44 | 6.44 | 2.74 | 2.27 | 0.40 | 0.70 | 0.39 | 0.64 |
| Max Drawdown | -0.43% | -0.43% | -2.37% | -2.37% | -15.10% | -13.54% | -15.10% | -13.54% |
| % Time Invested | 100.0% | 100.0% | 86.2% | 100.0% | 90.6% | 100.0% | 86.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2022-09-28 | Open | Open | 100% | $41.76 | $50.98 | 22.07% | Mark-to-Market |
| 2022-01-20 | 2022-09-28 | Interest | 100% | $1.00 | $1.02 | 1.85% | Interest Income |
| 2020-06-19 | 2022-01-20 | Completed | 100% | $41.27 | $41.80 | 1.30% | Signal |
| 2020-03-19 | 2020-06-19 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-04-29 | 2020-03-19 | Completed | 100% | $37.95 | $35.20 | -7.24% | Stop |
| 2015-10-09 | 2016-04-29 | Interest | 100% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2015-04-13 | 2015-10-09 | Completed | 100% | $37.86 | $37.79 | -0.18% | Signal |
| 2014-12-30 | 2015-04-13 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2013-06-14 | 2014-12-30 | Completed | 100% | $37.56 | $37.70 | 0.37% | Signal |
| 2013-06-12 | 2013-06-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
