ITOT
ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
ITOT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 31.81% | 30.17% | 6.62% | 11.43% | 14.09% | 14.57% | 10.02% | 10.68% |
| Sharpe Ratio | 2.16 | 2.07 | 0.46 | 0.63 | 0.92 | 0.74 | 0.68 | 0.52 |
| Max Drawdown | -8.90% | -8.90% | -20.61% | -25.36% | -20.61% | -35.00% | -26.99% | -55.20% |
| % Time Invested | 99.6% | 100.0% | 74.0% | 100.0% | 82.7% | 100.0% | 81.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 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 |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | Open | Open | 100% | $118.08 | $155.62 | 31.79% | Mark-to-Market |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-12 | 2025-04-07 | Completed | 100% | $98.65 | $105.33 | 6.77% | Stop |
| 2023-11-10 | 2023-12-12 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 100% | $92.96 | $92.37 | -0.64% | Signal |
| 2022-10-31 | 2023-11-08 | Interest | 100% | $1.00 | $1.04 | 3.97% | Interest Income |
| 2022-10-18 | 2022-10-31 | Completed | 100% | $79.46 | $81.97 | 3.17% | Signal |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-05-25 | 2022-09-26 | Completed | 100% | $82.22 | $77.43 | -5.82% | Stop |
| 2022-05-03 | 2022-05-25 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2022-05-03 | Completed | 100% | $47.80 | $87.45 | 82.94% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-15 | 2020-03-02 | Completed | 100% | $52.69 | $61.45 | 16.63% | Stop |
| 2018-12-20 | 2019-01-15 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-21 | 2018-12-20 | Completed | 100% | $42.03 | $50.49 | 20.11% | Stop |
| 2016-06-01 | 2016-09-21 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2015-09-17 | 2016-06-01 | Completed | 100% | $38.30 | $40.50 | 5.75% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $21.41 | $36.73 | 71.60% | Stop |
| 2011-08-09 | 2011-08-31 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $18.55 | $19.81 | 6.77% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-05 | 2010-05-07 | Completed | 100% | $20.11 | $19.16 | -4.75% | Stop |
| 2010-03-11 | 2010-04-05 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2010-03-09 | 2010-03-11 | Completed | 100% | $19.34 | $19.44 | 0.52% | Signal |
| 2009-11-13 | 2010-03-09 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2009-11-11 | 2009-11-13 | Completed | 100% | $18.46 | $18.25 | -1.11% | Signal |
| 2008-07-01 | 2009-11-11 | Interest | 100% | $1.00 | $1.05 | 4.61% | Interest Income |
| 2008-02-13 | 2008-07-01 | Completed | 100% | $21.79 | $20.59 | -5.51% | Signal |
| 2008-01-22 | 2008-02-13 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-01-18 | 2008-01-22 | Completed | 100% | $19.81 | $20.14 | 1.67% | Stop |
| 2006-01-13 | 2006-01-18 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
