IAGG
ISHARES CORE INTERNATIONAL AGGREGATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
IAGG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 1.79% | 1.79% | 2.42% | 1.02% | 2.45% | 2.24% | 2.90% | 2.12% |
| Sharpe Ratio | 0.65 | 0.65 | 0.82 | 0.23 | 0.83 | 0.55 | 0.90 | 0.51 |
| Max Drawdown | -2.32% | -2.32% | -2.74% | -13.57% | -5.93% | -13.88% | -5.93% | -13.88% |
| % Time Invested | 100.0% | 100.0% | 66.7% | 100.0% | 66.2% | 100.0% | 78.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.7 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-11-22 | Open | Open | 100% | $44.59 | $49.79 | 11.66% | Mark-to-Market |
| 2023-10-26 | 2023-11-22 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-03-24 | 2023-10-26 | Completed | 100% | $43.96 | $43.40 | -1.26% | Signal |
| 2022-08-03 | 2023-03-24 | Interest | 100% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2022-07-29 | 2022-08-03 | Completed | 100% | $44.62 | $44.75 | 0.29% | Signal |
| 2022-01-20 | 2022-07-29 | Interest | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2021-12-27 | 2022-01-20 | Completed | 100% | $47.69 | $47.14 | -1.15% | Signal |
| 2021-11-04 | 2021-12-27 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2021-08-13 | 2021-11-04 | Completed | 100% | $48.22 | $47.53 | -1.43% | Signal |
| 2021-07-12 | 2021-08-13 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-07-08 | 2021-07-12 | Completed | 100% | $47.89 | $47.88 | -0.04% | Signal |
| 2021-03-17 | 2021-07-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2020-06-11 | 2021-03-17 | Completed | 100% | $47.51 | $47.36 | -0.31% | Signal |
| 2020-05-19 | 2020-06-11 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2017-11-07 | 2020-05-19 | Completed | 100% | $41.72 | $47.20 | 13.13% | Signal |
| 2017-11-03 | 2017-11-07 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
