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 | 2.37% | 2.37% | 1.32% | -0.35% | 2.13% | 0.96% | 2.23% | 1.38% |
| Sharpe Ratio | 0.62 | 0.62 | 0.31 | -0.06 | 0.53 | 0.18 | 0.56 | 0.27 |
| Max Drawdown | -2.30% | -2.30% | -4.94% | -16.62% | -4.94% | -19.07% | -4.94% | -19.07% |
| % Time Invested | 100.0% | 100.0% | 60.6% | 100.0% | 62.6% | 100.0% | 67.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-14 | Open | Open | 100% | $21.99 | $22.80 | 3.67% | Mark-to-Market |
| 2025-02-18 | 2025-03-14 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2024-01-09 | 2025-02-18 | Completed | 100% | $21.21 | $21.67 | 2.17% | Signal |
| 2023-08-15 | 2024-01-09 | Interest | 100% | $1.00 | $1.02 | 1.73% | Interest Income |
| 2023-03-23 | 2023-08-15 | Completed | 100% | $21.17 | $20.54 | -3.01% | Signal |
| 2022-01-12 | 2023-03-23 | Interest | 100% | $1.00 | $1.04 | 3.71% | Interest Income |
| 2021-08-18 | 2022-01-12 | Completed | 100% | $23.70 | $23.18 | -2.20% | Signal |
| 2020-12-02 | 2021-08-18 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2019-01-08 | 2020-12-02 | Completed | 100% | $20.91 | $23.99 | 14.73% | Signal |
| 2018-12-13 | 2019-01-08 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-11 | 2018-12-13 | Completed | 100% | $20.66 | $20.65 | -0.04% | Signal |
| 2018-10-30 | 2018-12-11 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2018-08-24 | 2018-10-30 | Completed | 100% | $20.58 | $20.34 | -1.16% | Signal |
| 2018-01-18 | 2018-08-24 | Interest | 100% | $1.00 | $1.02 | 1.73% | Interest Income |
| 2017-06-29 | 2018-01-18 | Completed | 100% | $20.70 | $20.56 | -0.67% | Signal |
| 2017-06-07 | 2017-06-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-06-05 | 2017-06-07 | Completed | 100% | $20.74 | $20.77 | 0.12% | Signal |
| 2016-11-21 | 2017-06-05 | Interest | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2015-09-14 | 2016-11-21 | Completed | 100% | $20.23 | $20.38 | 0.77% | Signal |
| 2015-07-02 | 2015-09-14 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2014-02-27 | 2015-07-02 | Completed | 100% | $19.39 | $19.97 | 2.99% | Signal |
| 2014-02-19 | 2014-02-27 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
Return Distribution Analysis
