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 | 16.66% | 30.17% | 7.63% | 11.43% | 12.68% | 14.57% | 10.25% | 10.68% |
| Sharpe Ratio | 1.34 | 2.07 | 0.58 | 0.63 | 0.94 | 0.74 | 0.79 | 0.52 |
| Max Drawdown | -8.90% | -8.90% | -20.70% | -25.36% | -20.70% | -35.00% | -20.70% | -55.20% |
| % Time Invested | 83.7% | 100.0% | 77.5% | 100.0% | 82.5% | 100.0% | 76.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-02 | Open | Open | 100% | $133.87 | $155.62 | 16.24% | Mark-to-Market |
| 2025-05-06 | 2025-07-02 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2025-05-01 | 2025-05-06 | Completed | 100% | $120.88 | $120.47 | -0.34% | Signal |
| 2025-04-07 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-01-31 | 2025-04-07 | Completed | 100% | $85.60 | $105.33 | 23.05% | Stop |
| 2022-03-08 | 2023-01-31 | Interest | 100% | $1.00 | $1.03 | 2.88% | Interest Income |
| 2020-07-08 | 2022-03-08 | Completed | 100% | $65.26 | $88.35 | 35.38% | Signal |
| 2020-03-31 | 2020-07-08 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2020-03-31 | Completed | 100% | $47.80 | $53.19 | 11.27% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-28 | 2020-03-02 | Completed | 100% | $57.46 | $61.45 | 6.96% | Stop |
| 2018-12-07 | 2019-03-28 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2016-04-25 | 2018-12-07 | Completed | 100% | $40.31 | $54.64 | 35.54% | Signal |
| 2016-01-14 | 2016-04-25 | Interest | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2015-12-14 | 2016-01-14 | Completed | 100% | $38.76 | $36.32 | -6.29% | Signal |
| 2015-08-25 | 2015-12-14 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2012-01-26 | 2015-08-25 | Completed | 100% | $23.58 | $36.73 | 55.82% | Stop |
| 2011-12-09 | 2012-01-26 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2011-12-06 | 2011-12-09 | Completed | 100% | $22.17 | $21.91 | -1.17% | Signal |
| 2011-08-09 | 2011-12-06 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2010-10-13 | 2011-08-09 | Completed | 100% | $20.26 | $19.81 | -2.24% | Stop |
| 2010-07-12 | 2010-10-13 | Interest | 100% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2010-06-01 | 2010-07-12 | Completed | 100% | $18.55 | $18.39 | -0.85% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-19 | 2010-05-07 | Completed | 100% | $15.42 | $19.16 | 24.22% | Stop |
| 2007-12-27 | 2009-06-19 | Interest | 100% | $1.00 | $1.05 | 5.15% | Interest Income |
| 2006-09-08 | 2007-12-27 | Completed | 100% | $20.24 | $23.78 | 17.48% | Signal |
| 2006-07-26 | 2006-09-08 | Interest | 100% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2006-01-18 | 2006-07-26 | Completed | 100% | $19.81 | $19.72 | -0.45% | Signal |
| 2006-01-13 | 2006-01-18 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
