HYG
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
HYG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 6.99% | 7.48% | 3.25% | 3.76% | 4.21% | 4.94% | 4.35% | 6.97% |
| Sharpe Ratio | 1.86 | 1.85 | 0.81 | 0.49 | 0.90 | 0.58 | 0.83 | 0.78 |
| Max Drawdown | -2.34% | -2.34% | -6.42% | -15.79% | -7.53% | -22.03% | -13.50% | -22.03% |
| % Time Invested | 100.0% | 100.0% | 85.1% | 100.0% | 89.7% | 100.0% | 87.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 2.9 | 0.0 | 3.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-02-13 | Open | Open | 33% | $67.47 | $80.13 | 18.76% | Mark-to-Market |
| 2023-11-24 | Open | Open | 34% | $65.08 | $80.13 | 23.13% | Mark-to-Market |
| 2026-04-27 | Open | Interest | 33% | $1.00 | $1.00 | 0.05% | Mark-to-Market |
| 2025-07-14 | 2026-04-27 | Completed | 33% | $76.60 | $80.44 | 5.02% | Signal |
| 2025-04-17 | 2025-07-14 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2024-07-30 | 2025-04-17 | Completed | 33% | $70.75 | $73.23 | 3.51% | Signal |
| 2024-07-08 | 2024-07-30 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-12-27 | 2024-07-08 | Completed | 33% | $68.02 | $69.92 | 2.79% | Signal |
| 2022-06-14 | 2024-02-13 | Interest | 33% | $1.00 | $1.06 | 6.37% | Interest Income |
| 2023-10-23 | 2023-12-27 | Interest | 33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2023-11-01 | 2023-11-24 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-04-17 | 2023-11-01 | Completed | 34% | $62.91 | $62.70 | -0.34% | Signal |
| 2023-06-23 | 2023-10-23 | Completed | 33% | $62.76 | $61.92 | -1.33% | Signal |
| 2023-05-18 | 2023-06-23 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-01-26 | 2023-05-18 | Completed | 33% | $63.01 | $62.16 | -1.34% | Signal |
| 2022-02-23 | 2023-04-17 | Interest | 34% | $1.00 | $1.04 | 3.72% | Interest Income |
| 2021-12-10 | 2023-01-26 | Interest | 33% | $1.00 | $1.03 | 3.26% | Interest Income |
| 2022-04-06 | 2022-06-14 | Completed | 33% | $64.22 | $58.73 | -8.55% | Stop |
| 2022-03-15 | 2022-04-06 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-03-03 | 2022-03-15 | Completed | 33% | $65.91 | $63.32 | -3.94% | Stop |
| 2020-09-29 | 2022-02-23 | Completed | 34% | $61.93 | $65.23 | 5.33% | Signal |
| 2020-07-16 | 2021-12-10 | Completed | 33% | $61.14 | $67.67 | 10.69% | Signal |
| 2021-02-08 | 2021-03-03 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-01 | 2021-02-08 | Completed | 33% | $54.57 | $66.24 | 21.39% | Signal |
| 2020-07-27 | 2020-09-29 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-07-23 | 2020-07-27 | Completed | 34% | $62.17 | $62.29 | 0.19% | Signal |
| 2020-06-05 | 2020-07-23 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-05 | 2020-07-16 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-06-03 | 2020-06-05 | Completed | 33% | $61.41 | $61.91 | 0.82% | Signal |
| 2020-06-03 | 2020-06-05 | Completed | 34% | $61.41 | $61.91 | 0.82% | Signal |
| 2020-04-15 | 2020-06-03 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-03-10 | 2020-06-03 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-04-01 | 2020-04-15 | Completed | 34% | $54.57 | $58.25 | 6.74% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-05-10 | 2020-03-10 | Completed | 33% | $59.54 | $59.67 | 0.22% | Stop |
| 2019-04-26 | 2020-03-10 | Completed | 34% | $59.91 | $59.67 | -0.39% | Stop |
| 2019-03-19 | 2020-03-10 | Completed | 33% | $58.93 | $59.67 | 1.26% | Stop |
| 2018-11-09 | 2019-05-10 | Interest | 33% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2018-12-28 | 2019-04-26 | Interest | 34% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2018-11-28 | 2019-03-19 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2018-10-10 | 2018-12-28 | Completed | 34% | $57.11 | $55.12 | -3.48% | Signal |
| 2018-07-27 | 2018-11-28 | Completed | 33% | $56.92 | $56.04 | -1.55% | Signal |
| 2017-01-24 | 2018-11-09 | Completed | 33% | $53.48 | $57.09 | 6.76% | Signal |
| 2018-08-10 | 2018-10-10 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2018-08-08 | 2018-08-10 | Completed | 34% | $57.28 | $57.13 | -0.27% | Signal |
| 2018-04-20 | 2018-08-08 | Interest | 34% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2018-04-20 | 2018-07-27 | Interest | 33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2018-04-18 | 2018-04-20 | Completed | 33% | $56.55 | $56.24 | -0.54% | Signal |
| 2018-04-18 | 2018-04-20 | Completed | 34% | $56.55 | $56.24 | -0.54% | Signal |
| 2018-03-26 | 2018-04-18 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-01-22 | 2018-04-18 | Interest | 33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2016-07-21 | 2018-03-26 | Completed | 34% | $51.31 | $55.55 | 8.27% | Signal |
| 2016-05-03 | 2018-01-22 | Completed | 33% | $49.30 | $56.48 | 14.58% | Signal |
| 2016-12-29 | 2017-01-24 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-12-27 | 2016-12-29 | Completed | 33% | $53.07 | $53.06 | -0.02% | Signal |
| 2016-06-28 | 2016-12-27 | Interest | 33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2016-06-28 | 2016-07-21 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2016-06-24 | 2016-06-28 | Completed | 34% | $49.41 | $49.32 | -0.19% | Signal |
| 2016-06-24 | 2016-06-28 | Completed | 33% | $49.41 | $49.32 | -0.19% | Signal |
| 2015-08-19 | 2016-06-24 | Interest | 34% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2015-08-10 | 2016-06-24 | Interest | 33% | $1.00 | $1.02 | 1.75% | Interest Income |
| 2015-07-24 | 2016-05-03 | Interest | 33% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2015-06-29 | 2015-08-19 | Completed | 34% | $49.85 | $48.91 | -1.88% | Signal |
| 2015-01-12 | 2015-08-10 | Completed | 33% | $49.62 | $49.23 | -0.77% | Signal |
| 2015-04-02 | 2015-07-24 | Completed | 33% | $50.42 | $49.42 | -1.98% | Signal |
| 2014-12-11 | 2015-06-29 | Interest | 34% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2014-09-29 | 2015-04-02 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2014-12-17 | 2015-01-12 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2013-07-18 | 2014-12-17 | Completed | 33% | $47.28 | $47.65 | 0.77% | Stop |
| 2013-12-23 | 2014-12-11 | Completed | 34% | $48.25 | $48.56 | 0.63% | Signal |
| 2013-11-14 | 2014-09-29 | Completed | 33% | $47.84 | $49.23 | 2.89% | Signal |
| 2013-10-25 | 2013-12-23 | Interest | 34% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2013-08-07 | 2013-11-14 | Interest | 33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2013-07-18 | 2013-10-25 | Completed | 34% | $47.28 | $48.07 | 1.67% | Signal |
| 2013-07-18 | 2013-08-07 | Completed | 33% | $47.28 | $46.47 | -1.71% | Signal |
| 2013-06-25 | 2013-07-18 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-06-25 | 2013-07-18 | Interest | 34% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-06-25 | 2013-07-18 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-03-07 | 2013-06-25 | Completed | 34% | $41.91 | $45.02 | 7.43% | Stop |
| 2012-01-04 | 2013-06-25 | Completed | 33% | $41.32 | $45.02 | 8.95% | Stop |
| 2011-12-19 | 2013-06-25 | Completed | 33% | $40.09 | $45.02 | 12.31% | Stop |
| 2012-02-13 | 2012-03-07 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2012-02-09 | 2012-02-13 | Completed | 34% | $42.19 | $41.93 | -0.61% | Signal |
| 2011-12-09 | 2012-02-09 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2011-12-09 | 2012-01-04 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-11-25 | 2011-12-19 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2011-12-07 | 2011-12-09 | Completed | 33% | $40.11 | $39.89 | -0.55% | Signal |
| 2011-12-07 | 2011-12-09 | Completed | 34% | $40.11 | $39.89 | -0.55% | Signal |
| 2011-10-05 | 2011-12-07 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2011-08-08 | 2011-12-07 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2011-10-27 | 2011-11-25 | Completed | 33% | $41.05 | $37.76 | -8.00% | Stop |
| 2011-10-05 | 2011-10-27 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-30 | 2011-10-05 | Completed | 34% | $38.67 | $36.83 | -4.76% | Stop |
| 2011-08-30 | 2011-10-05 | Completed | 33% | $38.67 | $36.83 | -4.76% | Stop |
| 2011-08-08 | 2011-08-30 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-08-26 | 2011-08-08 | Completed | 33% | $36.05 | $37.45 | 3.88% | Stop |
| 2010-06-01 | 2011-08-08 | Completed | 34% | $34.08 | $37.45 | 9.90% | Stop |
| 2010-06-01 | 2011-08-08 | Completed | 33% | $34.08 | $37.45 | 9.90% | Stop |
| 2010-07-15 | 2010-08-26 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2010-06-01 | 2010-07-15 | Completed | 33% | $34.08 | $35.70 | 4.78% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-01-07 | 2010-05-07 | Completed | 33% | $35.09 | $34.16 | -2.66% | Stop |
| 2009-07-10 | 2010-05-07 | Completed | 34% | $28.81 | $34.16 | 18.55% | Stop |
| 2009-04-03 | 2010-05-07 | Completed | 33% | $25.43 | $34.16 | 34.33% | Stop |
| 2009-12-11 | 2010-01-07 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2009-12-09 | 2009-12-11 | Completed | 33% | $33.74 | $33.93 | 0.55% | Signal |
| 2009-08-05 | 2009-12-09 | Interest | 33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2009-07-22 | 2009-08-05 | Completed | 33% | $30.10 | $31.54 | 4.79% | Signal |
| 2009-06-17 | 2009-07-22 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2009-06-17 | 2009-07-10 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-06-15 | 2009-06-17 | Completed | 34% | $29.55 | $28.86 | -2.34% | Signal |
| 2009-06-15 | 2009-06-17 | Completed | 33% | $29.55 | $28.86 | -2.34% | Signal |
| 2009-04-01 | 2009-06-15 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2009-04-01 | 2009-06-15 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2009-04-01 | 2009-04-03 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
