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 | 7.48% | 7.48% | 2.01% | 3.76% | 2.84% | 4.94% | 4.26% | 6.97% |
| Sharpe Ratio | 1.85 | 1.85 | 0.39 | 0.49 | 0.45 | 0.58 | 0.63 | 0.78 |
| Max Drawdown | -2.34% | -2.34% | -14.60% | -15.79% | -14.60% | -22.03% | -14.60% | -22.03% |
| % Time Invested | 100.0% | 100.0% | 67.1% | 100.0% | 70.9% | 100.0% | 74.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2024-02-22 | Open | Open | 100% | $67.90 | $80.13 | 18.02% | Mark-to-Market |
| 2022-06-30 | 2024-02-22 | Interest | 100% | $1.00 | $1.06 | 6.33% | Interest Income |
| 2020-04-08 | 2022-06-30 | Completed | 100% | $55.14 | $58.63 | 6.34% | Signal |
| 2020-03-17 | 2020-04-08 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-05-28 | 2020-03-17 | Completed | 100% | $59.40 | $54.57 | -8.13% | Stop |
| 2018-11-29 | 2019-05-28 | Interest | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2017-01-24 | 2018-11-29 | Completed | 100% | $53.48 | $56.37 | 5.40% | Signal |
| 2016-12-29 | 2017-01-24 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-12-27 | 2016-12-29 | Completed | 100% | $53.07 | $53.06 | -0.02% | Signal |
| 2016-06-28 | 2016-12-27 | Interest | 100% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2016-06-24 | 2016-06-28 | Completed | 100% | $49.41 | $49.32 | -0.19% | Signal |
| 2015-08-20 | 2016-06-24 | Interest | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2010-02-05 | 2015-08-20 | Completed | 100% | $33.76 | $48.74 | 44.37% | Signal |
| 2010-01-13 | 2010-02-05 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-01-11 | 2010-01-13 | Completed | 100% | $35.14 | $34.98 | -0.45% | Signal |
| 2009-12-11 | 2010-01-11 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2009-12-09 | 2009-12-11 | Completed | 100% | $33.74 | $33.93 | 0.55% | Signal |
| 2009-08-05 | 2009-12-09 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2009-07-22 | 2009-08-05 | Completed | 100% | $30.10 | $31.54 | 4.79% | Signal |
| 2009-06-17 | 2009-07-22 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2009-06-15 | 2009-06-17 | Completed | 100% | $29.55 | $28.86 | -2.34% | Signal |
| 2009-04-01 | 2009-06-15 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
Return Distribution Analysis
