IVE
ISHARES S&P 500 VALUE ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
IVE Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.01% | 22.57% | 7.48% | 10.52% | 10.38% | 11.58% | 9.09% | 8.52% |
| Sharpe Ratio | 1.68 | 1.96 | 0.70 | 0.70 | 0.90 | 0.65 | 0.81 | 0.42 |
| Max Drawdown | -6.19% | -6.19% | -12.40% | -18.04% | -14.84% | -37.04% | -14.93% | -61.32% |
| % Time Invested | 99.6% | 100.0% | 97.2% | 100.0% | 97.6% | 100.0% | 89.9% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 2.4 | 0.0 | 2.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-09 | Open | Open | 34% | $206.84 | $220.91 | 6.80% | Mark-to-Market |
| 2025-07-23 | Open | Open | 33% | $197.02 | $220.91 | 12.12% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33% | $181.25 | $220.91 | 21.88% | Mark-to-Market |
| 2025-05-14 | 2025-10-09 | Interest | 34% | $1.00 | $1.02 | 1.72% | Interest Income |
| 2025-02-20 | 2025-07-23 | Interest | 33% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2025-04-30 | 2025-05-14 | Completed | 34% | $179.09 | $186.28 | 4.02% | 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 |
| 2023-09-18 | 2025-04-08 | Completed | 33% | $153.01 | $173.08 | 13.11% | Stop |
| 2023-03-14 | 2025-04-07 | Completed | 34% | $138.30 | $165.48 | 19.65% | Stop |
| 2024-01-03 | 2025-02-20 | Completed | 33% | $167.37 | $194.14 | 15.99% | Signal |
| 2023-10-31 | 2024-01-03 | Interest | 33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2023-06-13 | 2023-10-31 | Completed | 33% | $149.90 | $143.30 | -4.40% | Signal |
| 2023-06-20 | 2023-09-18 | Interest | 33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2023-06-15 | 2023-06-20 | Completed | 33% | $150.34 | $151.47 | 0.75% | Signal |
| 2022-12-21 | 2023-06-15 | Interest | 33% | $1.00 | $1.02 | 1.71% | Interest Income |
| 2023-05-18 | 2023-06-13 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-12-28 | 2023-05-18 | Completed | 33% | $136.43 | $144.05 | 5.59% | Signal |
| 2022-06-14 | 2023-03-14 | Interest | 34% | $1.00 | $1.03 | 2.59% | Interest Income |
| 2022-04-19 | 2022-12-28 | Interest | 33% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2022-07-14 | 2022-12-21 | Completed | 33% | $125.27 | $135.98 | 8.54% | Signal |
| 2022-06-21 | 2022-07-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-19 | 2022-06-21 | Completed | 33% | $127.81 | $125.99 | -1.43% | Stop |
| 2020-11-03 | 2022-06-14 | Completed | 34% | $102.53 | $128.66 | 25.48% | Stop |
| 2020-07-14 | 2022-04-19 | Completed | 33% | $96.93 | $144.12 | 48.69% | Signal |
| 2021-01-04 | 2021-03-19 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2020-04-01 | 2021-01-04 | Completed | 33% | $82.34 | $116.22 | 41.15% | Signal |
| 2020-05-20 | 2020-11-03 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2020-03-31 | 2020-07-14 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-03-24 | 2020-05-20 | Completed | 34% | $77.08 | $93.82 | 21.72% | 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% | $77.08 | $86.72 | 12.50% | 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% | $90.63 | $96.52 | 6.49% | Stop |
| 2019-07-09 | 2020-03-02 | Completed | 34% | $101.89 | $101.45 | -0.43% | Stop |
| 2019-03-29 | 2020-03-02 | Completed | 33% | $97.42 | $101.45 | 4.14% | 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% | $99.04 | $99.23 | 0.19% | Signal |
| 2019-02-11 | 2019-06-12 | Interest | 34% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2019-02-11 | 2019-03-29 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2019-02-07 | 2019-02-11 | Completed | 33% | $94.86 | $94.55 | -0.33% | Signal |
| 2019-02-07 | 2019-02-11 | Completed | 34% | $94.86 | $94.55 | -0.33% | Signal |
| 2018-12-19 | 2019-02-07 | Interest | 34% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2018-12-06 | 2019-02-07 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2018-12-21 | 2019-01-16 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-11-16 | 2018-12-21 | Completed | 33% | $79.95 | $85.54 | 6.99% | Stop |
| 2018-09-19 | 2018-12-19 | Completed | 34% | $99.52 | $88.04 | -11.54% | Stop |
| 2018-08-01 | 2018-12-06 | Completed | 33% | $97.14 | $92.86 | -4.41% | Signal |
| 2018-08-15 | 2018-09-19 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-06-29 | 2018-08-15 | Completed | 34% | $73.44 | $96.50 | 31.40% | Signal |
| 2018-04-26 | 2018-08-01 | Interest | 33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2016-04-26 | 2018-04-26 | Completed | 33% | $74.42 | $93.13 | 25.14% | Signal |
| 2016-02-29 | 2016-11-16 | Interest | 33% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2015-09-25 | 2016-06-29 | Interest | 34% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2016-02-09 | 2016-04-26 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2015-09-17 | 2016-02-29 | Completed | 33% | $69.25 | $68.34 | -1.32% | Signal |
| 2015-12-29 | 2016-02-09 | Completed | 33% | $71.73 | $64.85 | -9.59% | Signal |
| 2015-08-11 | 2015-12-29 | Interest | 33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2015-09-17 | 2015-09-25 | Completed | 34% | $69.25 | $67.43 | -2.63% | 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 |
| 2012-03-19 | 2015-08-25 | Completed | 34% | $47.70 | $66.72 | 39.87% | Stop |
| 2011-08-30 | 2015-08-25 | Completed | 33% | $39.93 | $66.72 | 67.08% | Stop |
| 2012-09-05 | 2015-08-11 | Completed | 33% | $47.33 | $72.85 | 53.92% | Signal |
| 2012-06-29 | 2012-09-05 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2011-12-28 | 2012-06-29 | Completed | 33% | $42.54 | $45.71 | 7.47% | Signal |
| 2011-09-28 | 2012-03-19 | Interest | 34% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2011-07-07 | 2011-12-28 | Interest | 33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2011-08-29 | 2011-09-28 | Completed | 34% | $39.52 | $38.67 | -2.15% | Signal |
| 2011-08-08 | 2011-08-30 | 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 | 2011-08-08 | Completed | 33% | $36.88 | $38.64 | 4.79% | Stop |
| 2010-12-21 | 2011-08-05 | Completed | 34% | $41.98 | $40.44 | -3.67% | Stop |
| 2010-10-18 | 2011-07-07 | Completed | 33% | $39.29 | $45.48 | 15.76% | Signal |
| 2010-10-05 | 2010-12-21 | Interest | 34% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2010-07-15 | 2010-10-18 | Interest | 33% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2010-06-01 | 2010-10-05 | Completed | 34% | $36.88 | $38.80 | 5.21% | Signal |
| 2010-06-01 | 2010-07-15 | Completed | 33% | $36.88 | $37.19 | 0.84% | 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% | $40.44 | $38.40 | -5.04% | Stop |
| 2009-08-25 | 2010-05-07 | Completed | 34% | $34.62 | $38.40 | 10.91% | Stop |
| 2009-06-01 | 2010-05-07 | Completed | 33% | $30.75 | $38.40 | 24.87% | Stop |
| 2008-06-16 | 2010-04-09 | Interest | 33% | $1.00 | $1.06 | 6.32% | Interest Income |
| 2007-12-11 | 2009-08-25 | Interest | 34% | $1.00 | $1.06 | 6.01% | Interest Income |
| 2007-09-12 | 2009-06-01 | Interest | 33% | $1.00 | $1.06 | 6.24% | Interest Income |
| 2008-02-12 | 2008-06-16 | Completed | 33% | $47.02 | $45.07 | -4.16% | Signal |
| 2008-01-18 | 2008-02-12 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-01-20 | 2008-01-18 | Completed | 33% | $34.39 | $46.31 | 34.66% | Stop |
| 2003-06-16 | 2007-12-11 | Completed | 34% | $29.33 | $52.60 | 79.33% | Signal |
| 2006-09-26 | 2007-09-12 | Completed | 33% | $45.47 | $51.09 | 12.37% | Signal |
| 2006-07-27 | 2006-09-26 | Interest | 33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2005-12-29 | 2006-07-27 | Completed | 33% | $41.13 | $43.82 | 6.54% | Signal |
| 2005-11-11 | 2005-12-29 | Interest | 33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2005-07-21 | 2005-11-11 | Completed | 33% | $39.84 | $40.20 | 0.91% | Signal |
| 2005-06-21 | 2005-07-21 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2005-06-17 | 2005-06-21 | Completed | 33% | $39.28 | $39.34 | 0.14% | Signal |
| 2005-04-29 | 2005-06-17 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2004-10-07 | 2005-04-29 | Completed | 33% | $36.11 | $36.74 | 1.75% | Signal |
| 2004-06-08 | 2004-10-07 | Interest | 33% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2003-05-28 | 2004-06-08 | Completed | 33% | $27.98 | $34.71 | 24.07% | Signal |
| 2003-10-16 | 2004-01-20 | Interest | 33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2003-10-10 | 2003-10-16 | Completed | 33% | $30.59 | $30.92 | 1.08% | Signal |
| 2003-03-26 | 2003-10-10 | Interest | 33% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2003-03-26 | 2003-06-16 | Interest | 34% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2003-03-27 | 2003-05-28 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2003-03-10 | 2003-03-27 | Completed | 33% | $23.39 | $24.35 | 4.11% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 34% | $24.84 | $24.62 | -0.88% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 33% | $24.84 | $24.62 | -0.88% | Signal |
| 2002-05-24 | 2003-03-24 | Interest | 34% | $1.00 | $1.03 | 3.41% | Interest Income |
| 2002-05-24 | 2003-03-24 | Interest | 33% | $1.00 | $1.03 | 3.41% | Interest Income |
| 2003-02-13 | 2003-03-10 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-01-06 | 2003-02-13 | Completed | 33% | $26.31 | $23.40 | -11.07% | Stop |
| 2002-06-07 | 2003-01-06 | Interest | 33% | $1.00 | $1.02 | 2.42% | Interest Income |
| 2002-05-29 | 2002-06-07 | Completed | 33% | $31.10 | $29.42 | -5.39% | Signal |
| 2002-05-24 | 2002-05-29 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
