IUSV
ISHARES CORE S&P U.S. VALUE ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
IUSV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 15.85% | 22.80% | 7.22% | 10.43% | 10.18% | 11.77% | 8.95% | 10.04% |
| Sharpe Ratio | 1.65 | 1.94 | 0.67 | 0.68 | 0.87 | 0.65 | 0.79 | 0.50 |
| Max Drawdown | -6.36% | -6.36% | -12.84% | -17.95% | -14.99% | -37.54% | -16.33% | -60.18% |
| % Time Invested | 99.6% | 100.0% | 97.2% | 100.0% | 97.6% | 100.0% | 90.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 2.5 | 0.0 | 2.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-09 | Open | Open | 34% | $100.02 | $106.96 | 6.94% | Mark-to-Market |
| 2025-07-23 | Open | Open | 33% | $95.49 | $106.96 | 12.01% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33% | $87.63 | $106.96 | 22.05% | Mark-to-Market |
| 2025-05-15 | 2025-10-09 | Interest | 34% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2025-02-25 | 2025-07-23 | Interest | 33% | $1.00 | $1.02 | 1.74% | Interest Income |
| 2025-04-30 | 2025-05-15 | Completed | 34% | $86.51 | $89.48 | 3.43% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-09-19 | 2025-04-08 | Completed | 33% | $73.90 | $83.74 | 13.30% | Stop |
| 2023-03-13 | 2025-04-07 | Completed | 34% | $65.55 | $79.81 | 21.76% | Stop |
| 2024-01-04 | 2025-02-25 | Completed | 33% | $80.55 | $93.33 | 15.87% | Signal |
| 2023-10-31 | 2024-01-04 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2023-06-15 | 2023-10-31 | Completed | 33% | $72.70 | $69.10 | -4.95% | Signal |
| 2023-04-06 | 2023-09-19 | Interest | 33% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2023-05-17 | 2023-06-15 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2022-12-28 | 2023-05-17 | Completed | 33% | $66.14 | $69.14 | 4.55% | Signal |
| 2023-04-04 | 2023-04-06 | Completed | 33% | $69.74 | $68.75 | -1.42% | Signal |
| 2022-12-21 | 2023-04-04 | Interest | 33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2022-06-14 | 2023-03-13 | Interest | 34% | $1.00 | $1.03 | 2.57% | Interest Income |
| 2022-04-18 | 2022-12-28 | Interest | 33% | $1.00 | $1.02 | 2.30% | Interest Income |
| 2022-07-14 | 2022-12-21 | Completed | 33% | $60.81 | $65.92 | 8.40% | Signal |
| 2022-06-21 | 2022-07-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-22 | 2022-06-21 | Completed | 33% | $61.83 | $60.90 | -1.50% | Stop |
| 2020-11-03 | 2022-06-14 | Completed | 34% | $49.23 | $62.32 | 26.59% | Stop |
| 2020-07-13 | 2022-04-18 | Completed | 33% | $46.85 | $69.79 | 48.97% | Signal |
| 2021-02-12 | 2021-03-22 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 33% | $58.57 | $58.32 | -0.43% | Signal |
| 2020-12-28 | 2021-02-10 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-04-01 | 2020-12-28 | Completed | 33% | $39.43 | $55.44 | 40.60% | Signal |
| 2020-05-19 | 2020-11-03 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2020-06-11 | 2020-07-13 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-09 | 2020-06-11 | Completed | 33% | $50.27 | $47.27 | -5.97% | Signal |
| 2020-03-31 | 2020-06-09 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-03-24 | 2020-05-19 | Completed | 34% | $36.84 | $44.91 | 21.91% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-03-31 | Completed | 33% | $36.84 | $41.37 | 12.31% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33% | $43.79 | $46.32 | 5.79% | Stop |
| 2019-07-09 | 2020-03-02 | Completed | 34% | $49.14 | $48.77 | -0.75% | Stop |
| 2019-03-29 | 2020-03-02 | Completed | 33% | $47.03 | $48.77 | 3.70% | Stop |
| 2019-06-14 | 2019-07-09 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-06-12 | 2019-06-14 | Completed | 34% | $47.72 | $47.87 | 0.32% | Signal |
| 2018-12-19 | 2019-06-12 | Interest | 34% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2018-12-03 | 2019-03-29 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2018-12-21 | 2019-01-16 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-12-07 | 2018-12-21 | Completed | 33% | $39.65 | $41.39 | 4.38% | Stop |
| 2018-09-19 | 2018-12-19 | Completed | 34% | $48.14 | $42.47 | -11.79% | Stop |
| 2018-07-31 | 2018-12-03 | Completed | 33% | $47.04 | $46.92 | -0.25% | Signal |
| 2018-08-21 | 2018-09-19 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-07-08 | 2018-08-21 | Completed | 34% | $36.04 | $47.57 | 32.00% | Signal |
| 2018-04-26 | 2018-07-31 | Interest | 33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-04-29 | 2018-04-26 | Completed | 33% | $35.22 | $44.91 | 27.50% | Signal |
| 2016-02-22 | 2016-12-07 | Interest | 33% | $1.00 | $1.01 | 1.41% | Interest Income |
| 2015-09-22 | 2016-07-08 | Interest | 34% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2016-01-21 | 2016-04-29 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2015-09-17 | 2016-02-22 | Completed | 33% | $33.29 | $32.09 | -3.60% | Signal |
| 2015-12-29 | 2016-01-21 | Completed | 33% | $34.30 | $30.54 | -10.96% | Stop |
| 2015-10-12 | 2015-12-29 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2015-10-08 | 2015-10-12 | Completed | 33% | $33.62 | $33.95 | 0.98% | Signal |
| 2015-08-06 | 2015-10-08 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2015-09-17 | 2015-09-22 | Completed | 34% | $33.29 | $32.37 | -2.74% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-21 | 2015-08-25 | Completed | 34% | $22.50 | $32.14 | 42.84% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33% | $19.42 | $32.14 | 65.52% | Stop |
| 2012-08-30 | 2015-08-06 | Completed | 33% | $22.58 | $34.93 | 54.68% | Signal |
| 2012-06-29 | 2012-08-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2011-12-29 | 2012-06-29 | Completed | 33% | $20.19 | $21.79 | 7.97% | Signal |
| 2011-10-03 | 2012-03-21 | Interest | 34% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2011-07-22 | 2011-12-29 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2011-08-29 | 2011-10-03 | Completed | 34% | $18.99 | $17.77 | -6.41% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33% | $17.52 | $17.97 | 2.61% | Stop |
| 2010-12-20 | 2011-08-05 | Completed | 34% | $20.01 | $19.38 | -3.15% | Stop |
| 2010-10-18 | 2011-07-22 | Completed | 33% | $18.75 | $21.62 | 15.31% | Signal |
| 2010-10-08 | 2010-12-20 | Interest | 34% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2010-07-20 | 2010-10-18 | Interest | 33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2010-06-01 | 2010-10-08 | Completed | 34% | $17.52 | $18.66 | 6.53% | Signal |
| 2010-06-01 | 2010-07-20 | Completed | 33% | $17.52 | $17.00 | -2.97% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-09 | 2010-05-07 | Completed | 33% | $19.19 | $18.12 | -5.58% | Stop |
| 2009-08-26 | 2010-05-07 | Completed | 34% | $16.20 | $18.12 | 11.89% | Stop |
| 2009-06-02 | 2010-05-07 | Completed | 33% | $14.59 | $18.12 | 24.24% | Stop |
| 2010-02-25 | 2010-04-09 | Interest | 33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2010-02-23 | 2010-02-25 | Completed | 33% | $17.56 | $17.29 | -1.53% | Signal |
| 2009-08-31 | 2010-02-23 | Interest | 33% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2009-08-27 | 2009-08-31 | Completed | 33% | $16.30 | $16.20 | -0.58% | Signal |
| 2008-05-27 | 2009-08-27 | Interest | 33% | $1.00 | $1.04 | 4.29% | Interest Income |
| 2007-11-19 | 2009-08-26 | Interest | 34% | $1.00 | $1.06 | 6.28% | Interest Income |
| 2008-07-09 | 2009-06-02 | Interest | 33% | $1.00 | $1.03 | 2.90% | Interest Income |
| 2008-06-20 | 2008-07-09 | Completed | 33% | $20.70 | $19.83 | -4.20% | Signal |
| 2007-09-04 | 2008-06-20 | Interest | 33% | $1.00 | $1.03 | 3.17% | Interest Income |
| 2008-02-12 | 2008-05-27 | Completed | 33% | $21.37 | $21.68 | 1.48% | Signal |
| 2008-01-18 | 2008-02-12 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-01-14 | 2008-01-18 | Completed | 33% | $15.47 | $21.01 | 35.76% | Stop |
| 2003-06-17 | 2007-11-19 | Completed | 34% | $13.48 | $22.71 | 68.50% | Signal |
| 2006-09-15 | 2007-09-04 | Completed | 33% | $21.30 | $23.60 | 10.83% | Signal |
| 2006-07-21 | 2006-09-15 | Interest | 33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2006-01-11 | 2006-07-21 | Completed | 33% | $19.75 | $20.20 | 2.25% | Signal |
| 2005-11-11 | 2006-01-11 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2005-07-20 | 2005-11-11 | Completed | 33% | $18.57 | $18.68 | 0.63% | Signal |
| 2005-06-22 | 2005-07-20 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2005-06-20 | 2005-06-22 | Completed | 33% | $18.47 | $18.54 | 0.40% | Signal |
| 2005-05-24 | 2005-06-20 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2004-09-15 | 2005-05-24 | Completed | 33% | $16.19 | $17.88 | 10.40% | Signal |
| 2004-06-07 | 2004-09-15 | Interest | 33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2003-05-29 | 2004-06-07 | Completed | 33% | $12.72 | $15.67 | 23.16% | Signal |
| 2003-03-26 | 2004-01-14 | Interest | 33% | $1.00 | $1.03 | 3.25% | Interest Income |
| 2003-03-26 | 2003-06-17 | Interest | 34% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2003-03-27 | 2003-05-29 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2003-03-11 | 2003-03-27 | Completed | 33% | $10.63 | $11.20 | 5.34% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 34% | $11.38 | $11.37 | -0.09% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 33% | $11.38 | $11.37 | -0.09% | Signal |
| 2002-08-02 | 2003-03-24 | Interest | 34% | $1.00 | $1.02 | 2.50% | Interest Income |
| 2002-08-02 | 2003-03-24 | Interest | 33% | $1.00 | $1.02 | 2.50% | Interest Income |
| 2003-02-14 | 2003-03-11 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-01-08 | 2003-02-14 | Completed | 33% | $12.09 | $10.86 | -10.21% | Stop |
| 2002-08-02 | 2003-01-08 | Interest | 33% | $1.00 | $1.02 | 1.70% | Interest Income |
Return Distribution Analysis
