GOVT
ISHARES U.S. TREASURY BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
GOVT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 1.97% | 2.37% | 2.69% | -0.35% | 2.66% | 0.96% | 2.56% | 1.38% |
| Sharpe Ratio | 0.79 | 0.62 | 1.36 | -0.06 | 0.94 | 0.18 | 0.91 | 0.27 |
| Max Drawdown | -1.72% | -2.30% | -2.48% | -16.62% | -4.60% | -19.07% | -4.60% | -19.07% |
| % Time Invested | 98.4% | 100.0% | 65.8% | 100.0% | 71.2% | 100.0% | 74.6% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.6 | 0.0 | 2.4 | 0.0 | 2.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-01-06 | Open | Open | 33% | $22.84 | $22.80 | -0.20% | Mark-to-Market |
| 2025-09-11 | Open | Open | 34% | $22.73 | $22.80 | 0.27% | Mark-to-Market |
| 2026-02-05 | Open | Interest | 33% | $1.00 | $1.00 | 0.96% | Mark-to-Market |
| 2025-09-12 | 2026-02-05 | Completed | 33% | $22.70 | $22.86 | 0.68% | Signal |
| 2025-09-05 | 2026-01-06 | Interest | 33% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2025-07-23 | 2025-09-12 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2025-07-01 | 2025-09-11 | Interest | 34% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2025-04-16 | 2025-09-05 | Completed | 33% | $22.03 | $22.65 | 2.85% | Signal |
| 2025-04-25 | 2025-07-23 | Completed | 33% | $22.11 | $22.20 | 0.38% | Signal |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $22.25 | $22.32 | 0.29% | Signal |
| 2025-05-05 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 34% | $22.29 | $22.07 | -1.00% | Signal |
| 2025-03-07 | 2025-05-01 | Interest | 34% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2024-12-18 | 2025-04-25 | Interest | 33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2024-08-07 | 2025-04-16 | Interest | 33% | $1.00 | $1.03 | 2.88% | Interest Income |
| 2024-04-26 | 2025-03-07 | Completed | 34% | $20.70 | $22.06 | 6.55% | Signal |
| 2024-08-05 | 2024-12-18 | Completed | 33% | $22.16 | $21.64 | -2.33% | Signal |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $22.16 | $21.85 | -1.41% | Signal |
| 2024-05-03 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2021-08-17 | 2024-08-05 | Interest | 33% | $1.00 | $1.10 | 10.28% | Interest Income |
| 2024-01-23 | 2024-05-03 | Completed | 33% | $21.10 | $20.94 | -0.74% | Signal |
| 2023-09-06 | 2024-04-26 | Interest | 34% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2023-07-12 | 2024-01-23 | Interest | 33% | $1.00 | $1.02 | 2.26% | Interest Income |
| 2023-08-14 | 2023-09-06 | Completed | 34% | $20.56 | $20.54 | -0.08% | Signal |
| 2022-01-25 | 2023-08-14 | Interest | 34% | $1.00 | $1.05 | 5.12% | Interest Income |
| 2023-02-21 | 2023-07-12 | Completed | 33% | $20.58 | $20.82 | 1.19% | Signal |
| 2021-11-18 | 2023-02-21 | Interest | 33% | $1.00 | $1.04 | 3.60% | Interest Income |
| 2021-12-03 | 2022-01-25 | Completed | 34% | $23.57 | $23.12 | -1.91% | Signal |
| 2021-01-22 | 2021-12-03 | Interest | 34% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2021-08-05 | 2021-11-18 | Completed | 33% | $23.80 | $23.37 | -1.84% | Signal |
| 2019-08-02 | 2021-08-17 | Completed | 33% | $22.15 | $23.72 | 7.07% | Signal |
| 2020-11-02 | 2021-08-05 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2019-03-25 | 2021-01-22 | Completed | 34% | $21.30 | $23.82 | 11.86% | Signal |
| 2020-02-28 | 2020-11-02 | Completed | 33% | $23.40 | $24.07 | 2.86% | Signal |
| 2020-01-10 | 2020-02-28 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2019-01-28 | 2020-01-10 | Completed | 33% | $20.88 | $22.40 | 7.30% | Signal |
| 2018-11-23 | 2019-08-02 | Interest | 33% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2018-11-23 | 2019-03-25 | Interest | 34% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2018-11-23 | 2019-01-28 | Interest | 33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 33% | $20.44 | $20.48 | 0.16% | Signal |
| 2018-11-20 | 2018-11-23 | Completed | 34% | $20.44 | $20.48 | 0.16% | Signal |
| 2018-11-20 | 2018-11-23 | Completed | 33% | $20.44 | $20.48 | 0.16% | Signal |
| 2018-01-16 | 2018-11-20 | Interest | 34% | $1.00 | $1.02 | 2.50% | Interest Income |
| 2017-11-13 | 2018-11-20 | Interest | 33% | $1.00 | $1.03 | 2.90% | Interest Income |
| 2017-06-07 | 2018-11-20 | Interest | 33% | $1.00 | $1.04 | 3.92% | Interest Income |
| 2017-09-11 | 2018-01-16 | Completed | 34% | $20.96 | $20.65 | -1.49% | Signal |
| 2017-05-24 | 2017-11-13 | Completed | 33% | $20.61 | $20.74 | 0.62% | Signal |
| 2017-06-07 | 2017-09-11 | Interest | 34% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2017-06-05 | 2017-06-07 | Completed | 34% | $20.74 | $20.77 | 0.12% | Signal |
| 2017-06-05 | 2017-06-07 | Completed | 33% | $20.74 | $20.77 | 0.12% | Signal |
| 2017-03-29 | 2017-06-05 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2016-12-20 | 2017-06-05 | Interest | 34% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2016-11-07 | 2017-05-24 | Interest | 33% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2015-02-10 | 2017-03-29 | Completed | 33% | $20.19 | $20.43 | 1.16% | Signal |
| 2016-02-26 | 2016-12-20 | Completed | 34% | $20.78 | $20.14 | -3.08% | Signal |
| 2016-02-23 | 2016-11-07 | Completed | 33% | $20.75 | $20.90 | 0.73% | Signal |
| 2015-08-03 | 2016-02-26 | Interest | 34% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2016-01-05 | 2016-02-23 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2015-10-16 | 2016-01-05 | Completed | 33% | $20.43 | $20.21 | -1.08% | Signal |
| 2015-05-28 | 2015-10-16 | Interest | 33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2014-06-30 | 2015-08-03 | Completed | 34% | $19.58 | $20.20 | 3.15% | Signal |
| 2014-05-12 | 2015-05-28 | Completed | 33% | $19.50 | $20.15 | 3.36% | Signal |
| 2014-04-17 | 2015-02-10 | Interest | 33% | $1.00 | $1.02 | 1.93% | Interest Income |
| 2014-04-17 | 2014-06-30 | Interest | 34% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2014-04-17 | 2014-05-12 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-04-15 | 2014-04-17 | Completed | 33% | $19.45 | $19.45 | -0.04% | Signal |
| 2014-04-15 | 2014-04-17 | Completed | 34% | $19.45 | $19.45 | -0.04% | Signal |
| 2014-04-15 | 2014-04-17 | Completed | 33% | $19.45 | $19.45 | -0.04% | Signal |
| 2014-02-19 | 2014-04-15 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2014-02-19 | 2014-04-15 | Interest | 34% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2014-02-19 | 2014-04-15 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
Return Distribution Analysis
