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 | 2.96% | 2.37% | 3.33% | -0.35% | 2.47% | 0.96% | 2.50% | 1.38% |
| Sharpe Ratio | 0.87 | 0.62 | 1.67 | -0.06 | 0.83 | 0.18 | 0.84 | 0.27 |
| Max Drawdown | -2.30% | -2.30% | -2.30% | -16.62% | -6.37% | -19.07% | -6.37% | -19.07% |
| % Time Invested | 65.1% | 100.0% | 20.6% | 100.0% | 37.5% | 100.0% | 40.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-01-27 | Open | Open | 100% | $22.85 | $22.80 | -0.24% | Mark-to-Market |
| 2025-09-22 | 2026-01-27 | Interest | 100% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2025-04-30 | 2025-09-22 | Completed | 100% | $22.25 | $22.64 | 1.78% | Signal |
| 2024-08-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.03 | 3.04% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $22.16 | $21.85 | -1.41% | Signal |
| 2021-09-10 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 10.18% | Interest Income |
| 2019-08-19 | 2021-09-10 | Completed | 100% | $22.56 | $23.71 | 5.10% | Signal |
| 2018-11-23 | 2019-08-19 | Interest | 100% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 100% | $20.44 | $20.48 | 0.16% | Signal |
| 2017-06-07 | 2018-11-20 | Interest | 100% | $1.00 | $1.04 | 3.92% | Interest Income |
| 2017-06-05 | 2017-06-07 | Completed | 100% | $20.74 | $20.77 | 0.12% | Signal |
| 2017-05-02 | 2017-06-05 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2015-03-06 | 2017-05-02 | Completed | 100% | $20.05 | $20.55 | 2.45% | Signal |
| 2014-04-17 | 2015-03-06 | Interest | 100% | $1.00 | $1.02 | 2.07% | Interest Income |
| 2014-04-15 | 2014-04-17 | Completed | 100% | $19.45 | $19.45 | -0.04% | Signal |
| 2014-02-19 | 2014-04-15 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
Return Distribution Analysis
