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% | 5.27% | 3.76% | 3.84% | 4.94% | 5.17% | 6.97% |
| Sharpe Ratio | 1.85 | 1.85 | 1.05 | 0.49 | 0.67 | 0.58 | 0.80 | 0.78 |
| Max Drawdown | -2.34% | -2.34% | -4.91% | -15.79% | -14.43% | -22.03% | -14.43% | -22.03% |
| % Time Invested | 100.0% | 100.0% | 81.3% | 100.0% | 82.9% | 100.0% | 80.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.7 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-01-17 | Open | Open | 100% | $63.14 | $80.13 | 26.90% | Mark-to-Market |
| 2022-02-08 | 2023-01-17 | Interest | 100% | $1.00 | $1.03 | 2.89% | Interest Income |
| 2020-08-18 | 2022-02-08 | Completed | 100% | $62.46 | $65.96 | 5.60% | Signal |
| 2020-07-27 | 2020-08-18 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-23 | 2020-07-27 | Completed | 100% | $62.17 | $62.29 | 0.19% | Signal |
| 2020-06-05 | 2020-07-23 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-03 | 2020-06-05 | Completed | 100% | $61.41 | $61.91 | 0.82% | Signal |
| 2020-03-17 | 2020-06-03 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-02-20 | 2020-03-17 | Completed | 100% | $58.43 | $54.57 | -6.61% | Stop |
| 2018-12-19 | 2019-02-20 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2018-06-08 | 2018-12-19 | Completed | 100% | $56.44 | $55.89 | -0.97% | Signal |
| 2018-04-20 | 2018-06-08 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2018-04-18 | 2018-04-20 | Completed | 100% | $56.55 | $56.24 | -0.54% | Signal |
| 2018-03-26 | 2018-04-18 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-04-29 | 2018-03-26 | Completed | 100% | $49.33 | $55.55 | 12.62% | Signal |
| 2015-08-07 | 2016-04-29 | Interest | 100% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2015-03-24 | 2015-08-07 | Completed | 100% | $50.20 | $49.28 | -1.85% | Signal |
| 2014-11-17 | 2015-03-24 | Interest | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2013-10-29 | 2014-11-17 | Completed | 100% | $48.05 | $49.91 | 3.89% | Signal |
| 2013-10-07 | 2013-10-29 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-01-04 | 2013-10-07 | Completed | 100% | $41.32 | $46.95 | 13.62% | Signal |
| 2011-12-09 | 2012-01-04 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-12-07 | 2011-12-09 | Completed | 100% | $40.11 | $39.89 | -0.55% | Signal |
| 2011-09-12 | 2011-12-07 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2009-05-26 | 2011-09-12 | Completed | 100% | $28.24 | $38.34 | 35.78% | Signal |
| 2009-04-01 | 2009-05-26 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
Return Distribution Analysis
