FXY
Invesco CurrencyShares Japanese Yen Trust
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-06
Executive Summary
The quantitative backtest for FXY (Invesco CurrencyShares Japanese Yen Trust) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -13.6% (compared to the benchmark's drawdown of -57.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 0.8%, compared to a Buy-and-Hold benchmark return of -3.1%. The strategy executed 55 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for FXY:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active Model
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for FXY:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ FXY Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-13.6% (vs -57.0% B&H)
+43.4% shallower drawdown
Downside Efficiency
0.16 Sortino
Downside risk-adjusted return
Capital Sheltered from Risk
60.0% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 FXY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -1.38% | -10.86% | -8.50% | -34.93% | -12.18% | -41.87% | -13.58% | -56.95% |
| Sharpe Ratio | 2.26 | -0.66 | 0.43 | -0.73 | 0.01 | -0.53 | 0.14 | -0.33 |
| Sortino Ratio | 1.66 | -1.17 | 0.42 | -1.21 | 0.01 | -0.81 | 0.16 | -0.50 |
| CAGR | 2.81% | -5.34% | 1.93% | -7.22% | 0.05% | -4.68% | 0.80% | -3.11% |
| % Time Invested | 5.8% | 100.0% | 17.9% | 100.0% | 33.8% | 100.0% | 40.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.5 | 0.0 | 3.1 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Loading...
Loading Top Diversifiers for FXY... Top Diversifiers for FXY
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2025-11-05 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2025-08-14 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.47% | Interest Income | |
| 2025-06-03 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.67% | Interest Income | |
| 2025-07-15 | 2025-11-05 | Completed | 33.33% | $62.09 | $59.71 | -3.88% | Signal | |
| 2025-04-10 | 2025-08-14 | Completed | 33.33% | $63.55 | $62.51 | -1.69% | Signal | |
| 2025-06-03 | 2025-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2025-02-05 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2024-10-02 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.77% | Interest Income | |
| 2024-12-19 | 2025-04-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2024-12-27 | 2025-02-05 | Completed | 33.33% | $58.44 | $60.28 | 3.10% | Signal | |
| 2024-10-02 | 2024-12-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 2024-09-11 | 2024-12-19 | Completed | 33.33% | $64.97 | $58.75 | -9.62% | Signal | |
| 2024-08-02 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2024-08-02 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2024-08-02 | 2024-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2024-03-14 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.40% | Interest Income | |
| 2023-07-21 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.07 | 6.91% | Interest Income | |
| 2023-06-23 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.07 | 7.44% | Interest Income | |
| 2024-02-22 | 2024-03-14 | Completed | 33.33% | $61.55 | $62.72 | 1.85% | Signal | |
| 2023-06-02 | 2024-02-22 | Interest (FLOT) | 33.33% | $1.00 | $1.05 | 4.85% | Interest Income | |
| 2023-05-23 | 2023-07-21 | Completed | 33.33% | $67.19 | $65.77 | -2.16% | Signal | |
| 2022-12-02 | 2023-06-23 | Completed | 33.33% | $68.98 | $65.10 | -5.67% | Stop | |
| 2023-05-11 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-05-01 | 2023-05-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-12-02 | 2023-05-11 | Completed | 33.33% | $68.98 | $69.45 | 0.63% | Signal | |
| 2022-12-02 | 2023-05-01 | Completed | 33.33% | $68.98 | $68.04 | -1.41% | Stop | |
| 2022-10-04 | 2022-12-02 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-02 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-02 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2021-09-21 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-09-02 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-09-02 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-04-08 | 2021-09-21 | Completed | 33.33% | $86.37 | $86.04 | -0.43% | Signal | |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-08-03 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-05-04 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2021-05-04 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2021-05-03 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-08 | 2021-05-03 | Completed | 33.33% | $86.37 | $86.30 | -0.13% | Signal | |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-04-05 | 2021-04-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-04-05 | 2021-04-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-03-16 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2021-03-16 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2021-03-15 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2020-04-30 | 2021-03-16 | Completed | 33.33% | $88.91 | $86.63 | -2.61% | Stop | |
| 2020-04-15 | 2021-03-16 | Completed | 33.33% | $87.97 | $86.63 | -1.57% | Stop | |
| 2020-04-24 | 2021-03-15 | Completed | 33.33% | $88.17 | $86.33 | -2.14% | Signal | |
| 2020-03-03 | 2020-04-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2020-03-03 | 2020-04-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2020-03-03 | 2020-04-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income | |
| 2020-02-07 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income | |
| 2019-11-13 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2019-03-04 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.01% | Interest Income | |
| 2019-06-04 | 2020-02-07 | Completed | 33.33% | $88.06 | $86.52 | -1.80% | Signal | |
| 2019-07-11 | 2019-11-13 | Completed | 33.33% | $87.94 | $87.40 | -0.66% | Signal | |
| 2019-04-30 | 2019-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2019-03-04 | 2019-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2019-02-07 | 2019-04-30 | Completed | 33.33% | $86.93 | $85.51 | -1.68% | Signal | |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2018-12-04 | 2019-02-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-09-10 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2018-06-25 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2017-10-06 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.25% | Interest Income | |
| 2018-04-05 | 2018-09-10 | Completed | 33.33% | $89.48 | $86.05 | -3.88% | Signal | |
| 2018-02-16 | 2018-06-25 | Completed | 33.33% | $90.27 | $87.34 | -3.29% | Signal | |
| 2017-12-05 | 2018-04-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2017-11-06 | 2018-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income | |
| 2017-09-13 | 2017-12-05 | Completed | 33.33% | $87.26 | $85.16 | -2.46% | Signal | |
| 2017-10-09 | 2017-11-06 | Completed | 33.33% | $85.24 | $84.13 | -1.35% | Signal | |
| 2017-09-15 | 2017-10-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-12-06 | 2017-10-06 | Completed | 33.33% | $84.64 | $84.80 | 0.14% | Signal | |
| 2017-08-24 | 2017-09-15 | Completed | 33.33% | $87.89 | $86.71 | -1.39% | Signal | |
| 2017-05-02 | 2017-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2017-08-02 | 2017-08-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2017-04-27 | 2017-08-02 | Completed | 33.33% | $86.43 | $86.83 | 0.41% | Signal | |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2017-04-04 | 2017-04-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2017-02-06 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2016-11-25 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2016-12-06 | 2017-02-06 | Completed | 33.33% | $84.64 | $85.88 | 1.41% | Signal | |
| 2016-11-11 | 2016-12-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2016-11-11 | 2016-12-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2015-10-15 | 2016-11-25 | Completed | 33.33% | $81.75 | $85.53 | 4.57% | Stop | |
| 2016-08-12 | 2016-11-11 | Completed | 33.33% | $95.62 | $90.72 | -5.17% | Stop | |
| 2016-04-12 | 2016-11-11 | Completed | 33.33% | $89.29 | $90.72 | 1.55% | Stop | |
| 2016-07-21 | 2016-08-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2016-01-22 | 2016-07-21 | Completed | 33.33% | $81.84 | $90.82 | 10.92% | Stop | |
| 2016-04-04 | 2016-04-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-11-03 | 2016-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-09-02 | 2015-10-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2015-03-03 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2015-03-03 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2015-03-03 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-02 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income | |
| 2014-10-02 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income | |
| 2014-10-02 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income | |
| 2014-09-03 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-09-03 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2014-09-03 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2014-08-27 | 2014-09-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2014-05-02 | 2014-09-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2014-05-02 | 2014-09-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2014-05-08 | 2014-08-27 | Completed | 33.33% | $95.91 | $93.80 | -2.25% | Signal | |
| 2014-05-02 | 2014-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2013-11-22 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income | |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2013-10-07 | 2013-11-22 | Completed | 33.33% | $100.95 | $96.65 | -4.31% | Signal | |
| 2013-09-13 | 2013-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2013-09-06 | 2013-09-13 | Completed | 33.33% | $98.67 | $98.27 | -0.46% | Signal | |
| 2013-08-02 | 2013-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2013-01-07 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2013-01-03 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2013-01-03 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2013-01-03 | 2013-01-07 | Completed | 33.33% | $112.86 | $111.61 | -1.16% | Signal | |
| 2012-12-10 | 2013-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2013-01-02 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2012-12-17 | 2013-01-02 | Completed | 33.33% | $117.15 | $112.48 | -4.03% | Signal | |
| 2012-12-04 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-12-04 | 2012-12-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-09-28 | 2012-12-10 | Completed | 33.33% | $126.24 | $119.32 | -5.53% | Stop | |
| 2012-11-26 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.56% | Interest Income | |
| 2012-11-23 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.47% | Interest Income | |
| 2012-07-11 | 2012-11-26 | Completed | 33.33% | $124.05 | $119.43 | -3.77% | Signal | |
| 2012-03-20 | 2012-11-23 | Completed | 33.33% | $117.53 | $119.02 | 1.22% | Stop | |
| 2012-07-03 | 2012-09-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2012-07-03 | 2012-07-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2012-04-11 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.34% | Interest Income | |
| 2012-01-11 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.95% | Interest Income | |
| 2012-03-20 | 2012-04-11 | Completed | 33.33% | $117.53 | $121.68 | 3.48% | Signal | |
| 2012-02-27 | 2012-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income | |
| 2012-02-27 | 2012-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income | |
| 2011-04-27 | 2012-02-27 | Completed | 33.33% | $120.01 | $122.67 | 2.17% | Stop | |
| 2011-04-27 | 2012-02-27 | Completed | 33.33% | $120.01 | $122.67 | 2.17% | Stop | |
| 2011-03-18 | 2012-01-11 | Completed | 33.33% | $121.72 | $127.89 | 5.02% | Signal | |
| 2011-04-04 | 2011-04-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2011-04-04 | 2011-04-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2010-08-27 | 2011-04-04 | Completed | 33.33% | $116.49 | $117.74 | 1.02% | Stop | |
| 2010-04-27 | 2011-04-04 | Completed | 33.33% | $106.08 | $117.74 | 10.94% | Stop | |
| 2011-03-02 | 2011-03-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2011-02-24 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-20 | 2011-02-24 | Completed | 33.33% | $113.90 | $120.77 | 5.98% | Signal | |
| 2010-07-09 | 2010-08-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-04-05 | 2010-07-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-07-06 | 2010-07-09 | Completed | 33.33% | $112.80 | $111.88 | -0.87% | Signal | |
| 2010-06-11 | 2010-07-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-04-27 | 2010-06-11 | Completed | 33.33% | $106.08 | $108.35 | 2.09% | Signal | |
| 2010-04-05 | 2010-04-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-04-05 | 2010-04-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-01-25 | 2010-04-05 | Completed | 33.33% | $110.07 | $105.04 | -4.62% | Stop | |
| 2010-01-25 | 2010-04-05 | Completed | 33.33% | $110.07 | $105.04 | -4.62% | Stop | |
| 2010-03-08 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2009-07-27 | 2010-03-08 | Completed | 33.33% | $104.53 | $109.81 | 5.00% | Signal | |
| 2009-12-30 | 2010-01-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2009-12-30 | 2010-01-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2009-10-12 | 2009-12-30 | Completed | 33.33% | $110.46 | $107.44 | -2.78% | Stop | |
| 2009-04-30 | 2009-12-30 | Completed | 33.33% | $101.08 | $107.44 | 6.24% | Stop | |
| 2009-10-02 | 2009-10-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2009-08-06 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-04-30 | 2009-08-06 | Completed | 33.33% | $101.08 | $103.91 | 2.75% | Signal | |
| 2009-07-02 | 2009-07-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income | |
| 2009-04-21 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2009-04-07 | 2009-04-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2009-04-07 | 2009-04-30 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2009-03-13 | 2009-04-21 | Completed | 33.33% | $101.26 | $101.72 | 0.40% | Signal | |
| 2009-03-13 | 2009-04-07 | Completed | 33.33% | $101.26 | $99.15 | -2.13% | Stop | |
| 2009-03-13 | 2009-04-07 | Completed | 33.33% | $101.26 | $99.15 | -2.13% | Stop | |
| 2009-03-11 | 2009-03-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2009-03-11 | 2009-03-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2009-03-11 | 2009-03-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |