IVE ISHARES S&P 500 VALUE ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-02
Executive Summary
The quantitative backtest for IVE (ISHARES S&P 500 VALUE ETF) using the Excess Return MMA* strategy in a Trading context generated a Compound Annual Growth Rate (CAGR) of 7.0% over the evaluated period. This compares to a Buy-and-Hold benchmark return of 7.6%. The strategy executed 213 total trades, experiencing a maximum drawdown of -17.2% (compared to the benchmark's drawdown of -61.3%).

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
Trading Style:
Strategy:

IVE Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR14.75%23.60%5.75%10.76%8.04%11.63%7.03%7.62%
Sharpe Ratio1.722.020.630.710.820.650.710.38
Max Drawdown-4.91%-6.19%-11.92%-18.04%-12.02%-37.04%-17.24%-61.32%
% Time Invested100.0%100.0%93.2%100.0%94.3%100.0%90.3%100.0%
Trades / Year4.00.07.80.08.10.08.40.0

Trade History

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2026-04-10 Open Open 33% $217.17 $223.51 2.92% Mark-to-Market
2025-07-23 Open Open 33% $197.02 $223.51 13.44% Mark-to-Market
2026-03-31 Open Interest 34% $1.00 $1.00 0.39% Mark-to-Market
2026-03-06 2026-04-10 Interest 33% $1.00 $1.00 0.40% Interest Income
2025-06-06 2026-03-31 Completed 34% $187.92 $209.41 11.44% Signal
2025-12-11 2026-03-06 Completed 33% $211.25 $215.63 2.08% Signal
2025-11-18 2025-12-11 Interest 33% $1.00 $1.00 0.25% Interest Income
2025-11-14 2025-11-18 Completed 33% $207.33 $204.78 -1.23% Signal
2025-10-23 2025-11-14 Interest 33% $1.00 $1.00 0.25% Interest Income
2025-09-02 2025-10-23 Completed 33% $199.79 $206.73 3.47% Signal
2025-08-08 2025-09-02 Interest 33% $1.00 $1.00 0.27% Interest Income
2025-04-30 2025-08-08 Completed 33% $179.09 $195.18 8.99% Signal
2025-02-19 2025-07-23 Interest 33% $1.00 $1.02 1.81% Interest Income
2025-03-20 2025-06-06 Interest 34% $1.00 $1.01 0.92% Interest Income
2025-04-07 2025-04-30 Interest 33% $1.00 $1.00 0.27% Interest Income
2025-04-01 2025-04-07 Completed 33% $186.79 $165.48 -11.41% Stop
2025-02-18 2025-04-01 Interest 33% $1.00 $1.01 0.50% Interest Income
2025-03-10 2025-03-20 Completed 34% $188.31 $186.42 -1.00% Signal
2025-01-06 2025-03-10 Interest 34% $1.00 $1.01 0.74% Interest Income
2024-01-03 2025-02-19 Completed 33% $167.37 $193.30 15.49% Signal
2025-01-22 2025-02-18 Completed 33% $191.52 $192.67 0.60% Signal
2024-12-17 2025-01-22 Interest 33% $1.00 $1.00 0.39% Interest Income
2024-06-14 2025-01-06 Completed 34% $174.57 $188.26 7.84% Signal
2024-11-26 2024-12-17 Completed 33% $199.73 $191.11 -4.32% Signal
2024-11-04 2024-11-26 Interest 33% $1.00 $1.00 0.27% Interest Income
2024-09-04 2024-11-04 Completed 33% $188.49 $189.94 0.77% Signal
2024-08-12 2024-09-04 Interest 33% $1.00 $1.00 0.24% Interest Income
2024-07-15 2024-08-12 Completed 33% $180.56 $180.31 -0.14% Signal
2024-06-05 2024-07-15 Interest 33% $1.00 $1.00 0.44% Interest Income
2024-05-22 2024-06-14 Interest 34% $1.00 $1.00 0.27% Interest Income
2024-05-08 2024-06-05 Completed 33% $175.04 $176.97 1.10% Signal
2023-12-01 2024-05-22 Completed 34% $157.89 $178.75 13.21% Signal
2024-04-16 2024-05-08 Interest 33% $1.00 $1.00 0.29% Interest Income
2024-02-13 2024-04-16 Completed 33% $168.24 $171.53 1.95% Signal
2024-01-22 2024-02-13 Interest 33% $1.00 $1.00 0.26% Interest Income
2023-11-17 2024-01-22 Completed 33% $155.16 $166.12 7.06% Signal
2023-10-31 2024-01-03 Interest 33% $1.00 $1.01 0.72% Interest Income
2023-09-18 2023-12-01 Interest 34% $1.00 $1.01 0.95% Interest Income
2023-10-26 2023-11-17 Interest 33% $1.00 $1.00 0.29% Interest Income
2023-06-13 2023-10-31 Completed 33% $149.90 $143.30 -4.40% Signal
2023-10-23 2023-10-26 Completed 33% $143.29 $142.69 -0.42% Signal
2023-09-25 2023-10-23 Interest 33% $1.00 $1.00 0.37% Interest Income
2023-09-11 2023-09-25 Completed 33% $153.58 $148.07 -3.59% Signal
2023-05-10 2023-09-18 Completed 34% $144.53 $153.01 5.87% Signal
2023-08-11 2023-09-11 Interest 33% $1.00 $1.00 0.33% Interest Income
2023-05-31 2023-08-11 Completed 33% $143.53 $154.66 7.75% Signal
2023-05-19 2023-06-13 Interest 33% $1.00 $1.00 0.23% Interest Income
2023-05-08 2023-05-31 Interest 33% $1.00 $1.00 0.23% Interest Income
2022-12-28 2023-05-19 Completed 33% $136.43 $145.78 6.85% Signal
2023-03-31 2023-05-10 Interest 34% $1.00 $1.00 0.37% Interest Income
2023-04-03 2023-05-08 Completed 33% $143.50 $144.23 0.51% Signal
2023-02-24 2023-04-03 Interest 33% $1.00 $1.00 0.37% Interest Income
2022-11-18 2023-03-31 Completed 34% $138.28 $142.21 2.84% Signal
2023-01-12 2023-02-24 Completed 33% $143.91 $141.24 -1.85% Signal
2022-12-19 2023-01-12 Interest 33% $1.00 $1.00 0.23% Interest Income
2022-04-18 2022-12-28 Interest 33% $1.00 $1.02 2.30% Interest Income
2022-10-19 2022-12-19 Completed 33% $126.06 $135.67 7.62% Signal
2022-10-03 2022-11-18 Interest 34% $1.00 $1.01 0.53% Interest Income
2022-09-02 2022-10-19 Interest 33% $1.00 $1.00 0.46% Interest Income
2022-08-17 2022-10-03 Completed 34% $139.37 $122.04 -12.43% Stop
2022-07-11 2022-09-02 Completed 33% $128.61 $133.40 3.73% Signal
2022-05-20 2022-08-17 Interest 34% $1.00 $1.01 0.69% Interest Income
2022-06-14 2022-07-11 Interest 33% $1.00 $1.00 0.21% Interest Income
2022-05-31 2022-06-14 Completed 33% $139.71 $128.66 -7.91% Stop
2022-04-26 2022-05-31 Interest 33% $1.00 $1.00 0.27% Interest Income
2022-04-19 2022-05-20 Completed 34% $144.12 $133.26 -7.53% Signal
2022-03-23 2022-04-26 Completed 33% $143.42 $140.91 -1.75% Signal
2022-03-07 2022-04-19 Interest 34% $1.00 $1.00 0.28% Interest Income
2020-07-13 2022-04-18 Completed 33% $97.73 $143.97 47.31% Signal
2022-02-28 2022-03-23 Interest 33% $1.00 $1.00 0.13% Interest Income
2021-11-08 2022-03-07 Completed 34% $142.56 $139.79 -1.94% Signal
2022-02-17 2022-02-28 Completed 33% $141.59 $138.92 -1.89% Signal
2022-01-26 2022-02-17 Interest 33% $1.00 $1.00 0.12% Interest Income
2021-12-21 2022-01-26 Completed 33% $139.74 $140.65 0.65% Signal
2021-11-29 2021-12-21 Interest 33% $1.00 $1.00 0.09% Interest Income
2021-10-08 2021-11-29 Completed 33% $137.06 $139.15 1.52% Signal
2021-10-15 2021-11-08 Interest 34% $1.00 $1.00 0.10% Interest Income
2021-08-18 2021-10-15 Completed 34% $137.53 $138.50 0.71% Signal
2021-09-15 2021-10-08 Interest 33% $1.00 $1.00 0.10% Interest Income
2021-08-16 2021-09-15 Completed 33% $138.00 $135.36 -1.91% Signal
2021-07-27 2021-08-18 Interest 34% $1.00 $1.00 0.08% Interest Income
2021-07-23 2021-08-16 Interest 33% $1.00 $1.00 0.08% Interest Income
2020-11-23 2021-07-27 Completed 34% $110.90 $135.04 21.77% Signal
2021-07-15 2021-07-23 Completed 33% $134.44 $134.77 0.24% Signal
2021-06-22 2021-07-15 Interest 33% $1.00 $1.00 0.09% Interest Income
2021-03-01 2021-06-22 Completed 33% $122.46 $133.70 9.17% Signal
2021-02-04 2021-03-01 Interest 33% $1.00 $1.00 0.08% Interest Income
2021-01-28 2021-02-04 Completed 33% $115.64 $117.35 1.48% Signal
2021-01-05 2021-01-28 Interest 33% $1.00 $1.00 0.07% Interest Income
2020-11-24 2021-01-05 Completed 33% $112.93 $114.25 1.17% Signal
2020-11-02 2020-11-24 Interest 33% $1.00 $1.00 0.06% Interest Income
2020-10-30 2020-11-23 Interest 34% $1.00 $1.00 0.06% Interest Income
2020-10-12 2020-11-02 Completed 33% $105.42 $100.54 -4.62% Signal
2020-05-13 2020-10-30 Completed 34% $90.94 $98.90 8.75% Signal
2020-09-18 2020-10-12 Interest 33% $1.00 $1.00 0.05% Interest Income
2020-07-15 2020-09-18 Completed 33% $100.10 $103.33 3.23% Signal
2020-06-12 2020-07-15 Interest 33% $1.00 $1.00 0.06% Interest Income
2020-03-31 2020-07-13 Interest 33% $1.00 $1.00 0.19% Interest Income
2020-06-09 2020-06-12 Completed 33% $104.86 $98.26 -6.29% Stop
2020-05-15 2020-06-09 Interest 33% $1.00 $1.00 0.05% Interest Income
2020-04-06 2020-05-15 Completed 33% $85.42 $89.82 5.16% Stop
2020-03-02 2020-05-13 Interest 34% $1.00 $1.00 0.15% Interest Income
2020-03-02 2020-04-06 Interest 33% $1.00 $1.00 0.08% 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
2020-02-26 2020-03-02 Completed 33% $108.46 $101.45 -6.47% Stop
2019-10-02 2020-03-02 Completed 34% $102.27 $101.45 -0.81% Stop
2019-02-07 2020-03-02 Completed 33% $94.86 $101.45 6.95% Stop
2020-02-03 2020-02-26 Interest 33% $1.00 $1.00 0.10% Interest Income
2019-10-29 2020-02-03 Completed 33% $107.17 $112.06 4.56% Signal
2019-10-07 2019-10-29 Interest 33% $1.00 $1.00 0.11% Interest Income
2019-09-03 2019-10-07 Completed 33% $99.68 $102.77 3.10% Signal
2019-09-10 2019-10-02 Interest 34% $1.00 $1.00 0.11% Interest Income
2019-07-15 2019-09-10 Completed 34% $103.82 $103.42 -0.39% Signal
2019-08-07 2019-09-03 Interest 33% $1.00 $1.00 0.11% Interest Income
2019-06-12 2019-08-07 Completed 33% $99.04 $98.08 -0.97% Signal
2019-06-13 2019-07-15 Interest 34% $1.00 $1.00 0.17% Interest Income
2019-02-07 2019-06-13 Completed 34% $94.86 $99.14 4.51% Signal
2019-05-13 2019-06-12 Interest 33% $1.00 $1.00 0.19% Interest Income
2019-04-05 2019-05-13 Completed 33% $99.69 $97.64 -2.06% Signal
2019-03-14 2019-04-05 Interest 33% $1.00 $1.00 0.16% Interest Income
2019-01-10 2019-03-14 Completed 33% $89.11 $97.41 9.31% Signal
2018-12-06 2019-02-07 Interest 33% $1.00 $1.00 0.45% Interest Income
2018-10-29 2019-02-07 Interest 34% $1.00 $1.01 0.77% Interest Income
2018-11-29 2019-01-10 Interest 33% $1.00 $1.00 0.30% Interest Income
2018-08-01 2018-12-06 Completed 33% $97.14 $92.86 -4.41% Signal
2018-11-09 2018-11-29 Completed 33% $96.66 $95.31 -1.40% Signal
2018-10-10 2018-11-09 Interest 33% $1.00 $1.00 0.27% Interest Income
2018-06-07 2018-10-29 Completed 34% $94.75 $92.44 -2.44% Signal
2018-07-13 2018-10-10 Completed 33% $95.21 $99.34 4.34% Signal
2018-04-26 2018-08-01 Interest 33% $1.00 $1.01 0.77% Interest Income
2018-06-08 2018-07-13 Interest 33% $1.00 $1.00 0.27% Interest Income
2018-05-30 2018-06-08 Completed 33% $92.81 $94.89 2.24% Signal
2018-03-13 2018-06-07 Interest 34% $1.00 $1.01 0.68% Interest Income
2018-05-07 2018-05-30 Interest 33% $1.00 $1.00 0.19% Interest Income
2018-04-17 2018-05-07 Completed 33% $94.28 $92.46 -1.93% Signal
2016-04-26 2018-04-26 Completed 33% $74.42 $93.13 25.14% Signal
2018-03-15 2018-04-17 Interest 33% $1.00 $1.00 0.24% Interest Income
2018-03-02 2018-03-15 Completed 33% $92.53 $95.07 2.75% Signal
2017-10-05 2018-03-13 Completed 34% $90.97 $96.45 6.02% Signal
2018-02-07 2018-03-02 Interest 33% $1.00 $1.00 0.18% Interest Income
2017-12-05 2018-02-07 Completed 33% $94.14 $94.56 0.45% Stop
2017-11-10 2017-12-05 Interest 33% $1.00 $1.00 0.15% Interest Income
2017-09-12 2017-11-10 Completed 33% $88.03 $90.86 3.22% Signal
2017-09-13 2017-10-05 Interest 34% $1.00 $1.00 0.14% Interest Income
2017-06-19 2017-09-13 Completed 34% $87.48 $88.25 0.88% Signal
2017-08-17 2017-09-12 Interest 33% $1.00 $1.00 0.14% Interest Income
2017-07-31 2017-08-17 Completed 33% $88.22 $87.41 -0.92% Signal
2017-07-07 2017-07-31 Interest 33% $1.00 $1.00 0.15% Interest Income
2017-06-13 2017-07-07 Completed 33% $87.43 $86.91 -0.59% Signal
2017-05-02 2017-06-19 Interest 34% $1.00 $1.00 0.29% Interest Income
2017-05-19 2017-06-13 Interest 33% $1.00 $1.00 0.14% Interest Income
2017-05-03 2017-05-19 Completed 33% $85.53 $84.57 -1.13% Signal
2017-03-20 2017-05-03 Interest 33% $1.00 $1.00 0.28% Interest Income
2016-11-23 2017-05-02 Completed 34% $80.45 $85.75 6.59% Signal
2017-02-07 2017-03-20 Completed 33% $84.23 $86.67 2.89% Signal
2017-01-10 2017-02-07 Interest 33% $1.00 $1.00 0.18% Interest Income
2016-11-11 2017-01-10 Completed 33% $78.85 $83.62 6.06% Signal
2016-10-11 2016-11-23 Interest 34% $1.00 $1.00 0.24% Interest Income
2016-10-18 2016-11-11 Interest 33% $1.00 $1.00 0.13% Interest Income
2016-10-06 2016-10-18 Completed 33% $77.22 $76.66 -0.73% Signal
2016-03-16 2016-10-11 Completed 34% $70.96 $77.30 8.93% Signal
2016-09-12 2016-10-06 Interest 33% $1.00 $1.00 0.12% Interest Income
2016-09-01 2016-09-12 Completed 33% $77.74 $76.13 -2.06% Signal
2016-08-10 2016-09-01 Interest 33% $1.00 $1.00 0.10% Interest Income
2016-07-19 2016-08-10 Completed 33% $77.43 $77.66 0.29% Signal
2016-06-24 2016-07-19 Interest 33% $1.00 $1.00 0.09% Interest Income
2016-06-07 2016-06-24 Completed 33% $75.38 $73.17 -2.94% Signal
2016-05-13 2016-06-07 Interest 33% $1.00 $1.00 0.11% Interest Income
2016-02-05 2016-05-13 Completed 33% $66.82 $73.37 9.80% Signal
2016-02-10 2016-04-26 Interest 33% $1.00 $1.00 0.37% Interest Income
2016-01-11 2016-03-16 Interest 34% $1.00 $1.00 0.34% Interest Income
2015-12-29 2016-02-10 Completed 33% $71.73 $65.61 -8.53% Signal
2016-01-12 2016-02-05 Interest 33% $1.00 $1.00 0.13% Interest Income
2015-12-31 2016-01-12 Completed 33% $71.21 $67.29 -5.50% Signal
2015-11-03 2016-01-11 Completed 34% $72.66 $67.08 -7.67% Signal
2015-11-23 2015-12-31 Interest 33% $1.00 $1.00 0.23% Interest Income
2015-08-10 2015-12-29 Interest 33% $1.00 $1.01 0.84% Interest Income
2015-10-21 2015-11-23 Completed 33% $70.90 $72.19 1.82% Signal
2015-07-09 2015-11-03 Interest 34% $1.00 $1.01 0.70% Interest Income
2015-09-29 2015-10-21 Interest 33% $1.00 $1.00 0.13% Interest Income
2015-09-18 2015-09-29 Completed 33% $68.06 $65.70 -3.47% Signal
2015-08-03 2015-09-18 Interest 33% $1.00 $1.00 0.28% Interest Income
2012-09-05 2015-08-10 Completed 33% $47.33 $72.76 53.74% Signal
2015-07-28 2015-08-03 Completed 33% $72.38 $73.13 1.03% Signal
2015-07-06 2015-07-28 Interest 33% $1.00 $1.00 0.15% Interest Income
2015-03-06 2015-07-09 Completed 34% $73.30 $72.94 -0.49% Signal
2015-07-01 2015-07-06 Completed 33% $73.57 $72.77 -1.08% Signal
2015-06-09 2015-07-01 Interest 33% $1.00 $1.00 0.15% Interest Income
2015-04-06 2015-06-09 Completed 33% $72.50 $73.67 1.62% Signal
2015-03-12 2015-04-06 Interest 33% $1.00 $1.00 0.12% Interest Income
2015-02-10 2015-03-12 Completed 33% $72.94 $72.01 -1.28% Signal
2015-02-03 2015-03-06 Interest 34% $1.00 $1.00 0.17% Interest Income
2015-01-16 2015-02-10 Interest 33% $1.00 $1.00 0.11% Interest Income
2014-11-28 2015-02-03 Completed 34% $73.02 $71.59 -1.96% Signal
2015-01-09 2015-01-16 Completed 33% $73.13 $70.11 -4.14% Signal
2014-12-16 2015-01-09 Interest 33% $1.00 $1.00 0.13% Interest Income
2014-10-30 2014-12-16 Completed 33% $69.84 $69.96 0.18% Signal
2014-10-20 2014-11-28 Interest 34% $1.00 $1.00 0.25% Interest Income
2014-09-23 2014-10-30 Interest 33% $1.00 $1.00 0.25% Interest Income
2014-10-03 2014-10-20 Completed 34% $69.57 $66.96 -3.75% Signal
2014-09-11 2014-10-03 Interest 34% $1.00 $1.00 0.16% Interest Income
2014-08-26 2014-09-23 Completed 33% $70.89 $70.74 -0.21% Signal
2014-03-21 2014-09-11 Completed 34% $66.39 $70.55 6.26% Signal
2014-08-04 2014-08-26 Interest 33% $1.00 $1.00 0.15% Interest Income
2014-05-14 2014-08-04 Completed 33% $67.88 $68.61 1.07% Signal
2014-04-22 2014-05-14 Interest 33% $1.00 $1.00 0.17% Interest Income
2014-02-20 2014-04-22 Completed 33% $64.10 $67.11 4.70% Signal
2014-02-21 2014-03-21 Interest 34% $1.00 $1.00 0.21% Interest Income
2013-10-23 2014-02-21 Completed 34% $62.07 $64.59 4.06% Signal
2014-01-24 2014-02-20 Interest 33% $1.00 $1.00 0.19% Interest Income
2014-01-08 2014-01-24 Completed 33% $65.06 $63.85 -1.86% Signal
2013-12-13 2014-01-08 Interest 33% $1.00 $1.00 0.19% Interest Income
2013-10-30 2013-12-13 Completed 33% $62.83 $62.83 0.01% Signal
2013-10-08 2013-10-30 Interest 33% $1.00 $1.00 0.16% Interest Income
2013-10-01 2013-10-23 Interest 34% $1.00 $1.00 0.17% Interest Income
2013-09-13 2013-10-08 Completed 33% $60.00 $59.38 -1.03% Signal
2013-01-04 2013-10-01 Completed 34% $50.88 $59.53 17.00% Signal
2013-08-19 2013-09-13 Interest 33% $1.00 $1.00 0.20% Interest Income
2013-07-10 2013-08-19 Completed 33% $58.97 $59.09 0.21% Signal
2013-06-11 2013-07-10 Interest 33% $1.00 $1.00 0.19% Interest Income
2013-05-21 2013-06-11 Completed 33% $59.12 $57.91 -2.03% Signal
2013-04-29 2013-05-21 Interest 33% $1.00 $1.00 0.12% Interest Income
2012-12-03 2013-04-29 Completed 33% $48.79 $56.18 15.16% Signal
2012-11-28 2013-01-04 Interest 34% $1.00 $1.00 0.17% Interest Income
2012-10-10 2012-12-03 Interest 33% $1.00 $1.00 0.23% Interest Income
2012-07-25 2012-11-28 Completed 34% $45.08 $47.74 5.91% Signal
2012-09-28 2012-10-10 Completed 33% $48.85 $49.20 0.73% Signal
2012-09-06 2012-09-28 Interest 33% $1.00 $1.00 0.11% Interest Income
2012-06-18 2012-09-06 Completed 33% $45.05 $47.60 5.67% Signal
2012-06-29 2012-09-05 Interest 33% $1.00 $1.00 0.29% Interest Income
2012-05-17 2012-07-25 Interest 34% $1.00 $1.00 0.30% Interest Income
2011-12-28 2012-06-29 Completed 33% $42.54 $45.71 7.47% Signal
2012-05-15 2012-06-18 Interest 33% $1.00 $1.00 0.15% Interest Income
2011-10-31 2012-05-17 Completed 34% $42.30 $44.40 4.96% Signal
2012-05-04 2012-05-15 Completed 33% $46.49 $44.89 -3.44% Signal
2012-04-12 2012-05-04 Interest 33% $1.00 $1.00 0.13% Interest Income
2011-12-15 2012-04-12 Completed 33% $40.84 $46.03 12.72% Signal
2011-07-07 2011-12-28 Interest 33% $1.00 $1.01 1.06% Interest Income
2011-11-22 2011-12-15 Interest 33% $1.00 $1.00 0.13% Interest Income
2011-10-17 2011-11-22 Completed 33% $39.98 $39.50 -1.22% Signal
2011-06-16 2011-10-31 Interest 34% $1.00 $1.01 0.91% Interest Income
2011-09-23 2011-10-17 Interest 33% $1.00 $1.00 0.13% Interest Income
2011-08-31 2011-09-23 Completed 33% $40.48 $36.66 -9.43% Stop
2011-07-26 2011-08-31 Interest 33% $1.00 $1.00 0.25% Interest Income
2011-07-01 2011-07-26 Completed 33% $44.72 $44.67 -0.13% Signal
2010-10-18 2011-07-07 Completed 33% $39.29 $45.48 15.76% Signal
2011-05-19 2011-07-01 Interest 33% $1.00 $1.00 0.36% Interest Income
2010-08-19 2011-06-16 Completed 34% $36.97 $42.92 16.11% Signal
2011-05-17 2011-05-19 Completed 33% $45.04 $45.77 1.62% Signal
2011-04-25 2011-05-17 Interest 33% $1.00 $1.00 0.20% Interest Income
2011-04-01 2011-04-25 Completed 33% $45.72 $45.47 -0.55% Signal
2011-03-08 2011-04-01 Interest 33% $1.00 $1.00 0.24% Interest Income
2010-12-21 2011-03-08 Completed 33% $41.98 $44.90 6.96% Signal
2010-11-29 2010-12-21 Interest 33% $1.00 $1.00 0.20% Interest Income
2010-09-15 2010-11-29 Completed 33% $37.98 $39.24 3.33% Signal
2010-07-15 2010-10-18 Interest 33% $1.00 $1.01 0.70% Interest Income
2010-08-23 2010-09-15 Interest 33% $1.00 $1.00 0.16% Interest Income
2010-07-26 2010-08-23 Completed 33% $37.45 $36.55 -2.39% Signal
2010-06-07 2010-08-19 Interest 34% $1.00 $1.01 0.62% Interest Income
2010-07-01 2010-07-26 Interest 33% $1.00 $1.00 0.19% Interest Income
2010-06-01 2010-07-15 Completed 33% $36.88 $37.19 0.84% Signal
2010-06-21 2010-07-01 Completed 33% $38.38 $34.99 -8.81% Stop
2010-05-07 2010-06-21 Interest 33% $1.00 $1.00 0.39% Interest Income
2010-06-01 2010-06-07 Completed 34% $36.88 $36.27 -1.63% Signal
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
2010-03-24 2010-05-07 Completed 34% $39.55 $38.40 -2.92% Stop
2010-02-24 2010-05-07 Completed 33% $36.98 $38.40 3.82% Stop
2009-06-01 2010-05-07 Completed 33% $30.75 $38.40 24.87% Stop
2010-03-02 2010-03-24 Interest 34% $1.00 $1.00 0.23% Interest Income
2009-04-20 2010-03-02 Completed 34% $28.13 $37.68 33.97% Signal
2010-02-01 2010-02-24 Interest 33% $1.00 $1.00 0.23% Interest Income
2009-11-27 2010-02-01 Completed 33% $35.65 $36.44 2.20% Signal
2009-11-04 2009-11-27 Interest 33% $1.00 $1.00 0.21% Interest Income
2009-11-02 2009-11-04 Completed 33% $34.40 $34.84 1.29% Signal
2009-10-09 2009-11-02 Interest 33% $1.00 $1.00 0.22% Interest Income
2009-07-21 2009-10-09 Completed 33% $31.30 $35.75 14.22% Signal
2009-06-25 2009-07-21 Interest 33% $1.00 $1.00 0.23% Interest Income
2009-03-18 2009-06-25 Completed 33% $24.87 $29.37 18.10% Signal
2007-09-12 2009-06-01 Interest 33% $1.00 $1.06 6.24% Interest Income
2008-10-02 2009-04-20 Interest 34% $1.00 $1.02 1.60% Interest Income
2009-01-15 2009-03-18 Interest 33% $1.00 $1.00 0.46% Interest Income
2008-12-08 2009-01-15 Completed 33% $30.78 $27.96 -9.18% Stop
2008-11-13 2008-12-08 Interest 33% $1.00 $1.00 0.20% Interest Income
2008-11-10 2008-11-13 Completed 33% $32.49 $29.01 -10.72% Stop
2008-08-28 2008-11-10 Interest 33% $1.00 $1.01 0.75% Interest Income
2008-09-12 2008-10-02 Completed 34% $42.31 $40.00 -5.45% Signal
2008-06-24 2008-09-12 Interest 34% $1.00 $1.01 0.86% Interest Income
2008-07-25 2008-08-28 Completed 33% $42.41 $43.14 1.71% Signal
2008-05-27 2008-07-25 Interest 33% $1.00 $1.01 0.66% Interest Income
2008-05-05 2008-06-24 Completed 34% $48.63 $43.36 -10.83% Signal
2008-05-14 2008-05-27 Completed 33% $48.13 $46.56 -3.26% Signal
2008-04-22 2008-05-14 Interest 33% $1.00 $1.00 0.24% Interest Income
2007-11-27 2008-05-05 Interest 34% $1.00 $1.02 1.61% Interest Income
2008-03-27 2008-04-22 Completed 33% $46.72 $46.87 0.34% Signal
2008-02-21 2008-03-27 Interest 33% $1.00 $1.00 0.34% Interest Income
2008-02-06 2008-02-21 Completed 33% $47.19 $47.50 0.65% Signal
2007-12-28 2008-02-06 Interest 33% $1.00 $1.00 0.38% Interest Income
2007-12-07 2007-12-28 Completed 33% $52.12 $50.92 -2.30% Signal
2007-10-25 2007-12-07 Interest 33% $1.00 $1.00 0.49% Interest Income
2007-10-08 2007-11-27 Completed 34% $54.38 $48.72 -10.42% Signal
2007-08-30 2007-10-25 Completed 33% $50.69 $52.41 3.39% Signal
2007-07-30 2007-10-08 Interest 34% $1.00 $1.01 0.88% Interest Income
2006-09-25 2007-09-12 Completed 33% $45.21 $51.09 13.01% Signal
2007-07-31 2007-08-30 Interest 33% $1.00 $1.00 0.40% Interest Income
2007-07-13 2007-07-31 Completed 33% $54.30 $51.79 -4.62% Signal
2007-04-25 2007-07-30 Completed 34% $52.19 $50.97 -2.35% Signal
2007-06-14 2007-07-13 Interest 33% $1.00 $1.00 0.40% Interest Income
2007-03-27 2007-06-14 Completed 33% $50.29 $53.55 6.47% Signal
2007-03-29 2007-04-25 Interest 34% $1.00 $1.00 0.33% Interest Income
2006-08-15 2007-03-29 Completed 34% $43.92 $50.16 14.23% Signal
2007-03-05 2007-03-27 Interest 33% $1.00 $1.00 0.28% Interest Income
2007-02-08 2007-03-05 Completed 33% $50.70 $47.94 -5.44% Signal
2007-01-17 2007-02-08 Interest 33% $1.00 $1.00 0.30% Interest Income
2006-08-15 2007-01-17 Completed 33% $43.92 $49.63 13.02% Signal
2006-07-26 2006-09-25 Interest 33% $1.00 $1.01 0.79% Interest Income
2006-07-24 2006-08-15 Interest 33% $1.00 $1.00 0.31% Interest Income
2006-06-15 2006-08-15 Interest 34% $1.00 $1.01 0.83% Interest Income
2006-01-26 2006-07-26 Completed 33% $41.77 $43.50 4.13% Signal
2006-07-03 2006-07-24 Completed 33% $43.51 $42.72 -1.81% Signal
2006-05-23 2006-07-03 Interest 33% $1.00 $1.01 0.55% Interest Income
2005-11-28 2006-06-15 Completed 34% $41.49 $42.16 1.60% Signal
2006-05-09 2006-05-23 Completed 33% $45.15 $43.27 -4.18% Signal
2006-04-17 2006-05-09 Interest 33% $1.00 $1.00 0.31% Interest Income
2006-02-27 2006-04-17 Completed 33% $42.95 $43.35 0.94% Signal
2006-02-02 2006-02-27 Interest 33% $1.00 $1.00 0.28% Interest Income
2006-01-26 2006-02-02 Completed 33% $41.77 $42.14 0.87% Signal
2006-01-03 2006-01-26 Interest 33% $1.00 $1.00 0.27% Interest Income
2006-01-03 2006-01-26 Interest 33% $1.00 $1.00 0.27% Interest Income
2005-12-29 2006-01-03 Completed 33% $41.13 $40.97 -0.38% Signal
2005-11-02 2006-01-03 Completed 33% $39.32 $40.97 4.21% Signal
2005-11-10 2005-12-29 Interest 33% $1.00 $1.01 0.58% Interest Income
2005-09-29 2005-11-28 Interest 34% $1.00 $1.01 0.72% Interest Income
2005-06-17 2005-11-10 Completed 33% $39.28 $39.84 1.43% Signal
2005-09-29 2005-11-02 Interest 33% $1.00 $1.00 0.42% Interest Income
2005-09-12 2005-09-29 Completed 33% $40.31 $39.51 -1.98% Signal
2005-06-14 2005-09-29 Completed 34% $38.69 $39.51 2.13% Signal
2005-08-18 2005-09-12 Interest 33% $1.00 $1.00 0.26% Interest Income
2005-08-02 2005-08-18 Completed 33% $40.05 $39.49 -1.40% Signal
2005-07-11 2005-08-02 Interest 33% $1.00 $1.00 0.26% Interest Income
2005-05-09 2005-07-11 Completed 33% $37.46 $39.31 4.93% Signal
2005-04-29 2005-06-17 Interest 33% $1.00 $1.01 0.54% Interest Income
2005-04-11 2005-06-14 Interest 34% $1.00 $1.01 0.73% Interest Income
2005-03-22 2005-05-09 Interest 33% $1.00 $1.01 0.56% Interest Income
2004-10-07 2005-04-29 Completed 33% $36.11 $36.74 1.75% Signal
2005-03-15 2005-04-11 Completed 34% $38.79 $37.84 -2.46% Signal
2005-02-08 2005-03-22 Completed 33% $38.43 $37.91 -1.36% Signal
2005-02-18 2005-03-15 Interest 34% $1.00 $1.00 0.27% Interest Income
2004-09-22 2005-02-18 Completed 34% $35.30 $38.38 8.73% Signal
2005-01-13 2005-02-08 Interest 33% $1.00 $1.00 0.28% Interest Income
2004-11-16 2005-01-13 Completed 33% $37.44 $37.71 0.73% Signal
2004-10-25 2004-11-16 Interest 33% $1.00 $1.00 0.26% Interest Income
2004-08-26 2004-10-25 Completed 33% $34.37 $34.48 0.33% Signal
2004-06-07 2004-10-07 Interest 33% $1.00 $1.01 1.46% Interest Income
2004-08-16 2004-09-22 Interest 34% $1.00 $1.00 0.42% Interest Income
2004-07-12 2004-08-26 Interest 33% $1.00 $1.01 0.56% Interest Income
2004-07-09 2004-08-16 Completed 34% $34.22 $33.13 -3.17% Signal
2004-05-28 2004-07-12 Completed 33% $34.19 $34.24 0.15% Signal
2004-04-16 2004-07-09 Interest 34% $1.00 $1.01 1.03% Interest Income
2003-05-28 2004-06-07 Completed 33% $27.98 $34.30 22.60% Signal
2004-04-27 2004-05-28 Interest 33% $1.00 $1.00 0.42% Interest Income
2004-04-08 2004-04-27 Completed 33% $35.15 $34.60 -1.55% Signal
2003-03-24 2004-04-16 Completed 34% $24.84 $34.33 38.23% Signal
2004-03-17 2004-04-08 Interest 33% $1.00 $1.00 0.24% Interest Income
2004-03-04 2004-03-17 Completed 33% $35.21 $34.28 -2.64% Signal
2004-02-10 2004-03-04 Interest 33% $1.00 $1.00 0.25% Interest Income
2003-12-18 2004-02-10 Completed 33% $32.36 $34.39 6.26% Signal
2003-11-25 2003-12-18 Interest 33% $1.00 $1.00 0.27% Interest Income
2003-10-21 2003-11-25 Completed 33% $30.84 $31.13 0.93% Signal
2003-09-29 2003-10-21 Interest 33% $1.00 $1.00 0.26% Interest Income
2003-08-22 2003-09-29 Completed 33% $29.92 $29.28 -2.14% Signal
2003-07-31 2003-08-22 Interest 33% $1.00 $1.00 0.28% Interest Income
2003-07-25 2003-07-31 Completed 33% $28.76 $29.26 1.72% Signal
2003-07-02 2003-07-25 Interest 33% $1.00 $1.00 0.24% Interest Income
2003-03-21 2003-07-02 Completed 33% $25.02 $28.63 14.45% Signal
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
2003-02-04 2003-03-24 Interest 34% $1.00 $1.00 0.49% Interest Income
2003-01-28 2003-03-21 Interest 33% $1.00 $1.01 0.56% 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
2002-11-21 2003-02-04 Completed 34% $26.12 $24.58 -5.89% Signal
2003-01-13 2003-01-28 Completed 33% $26.82 $24.53 -8.55% Stop
2002-12-18 2003-01-13 Interest 33% $1.00 $1.00 0.25% Interest Income
2002-06-06 2003-01-06 Interest 33% $1.00 $1.02 2.44% Interest Income
2002-10-21 2002-12-18 Completed 33% $24.57 $25.89 5.37% Signal
2002-05-17 2002-11-21 Interest 34% $1.00 $1.02 2.24% Interest Income
2002-09-06 2002-10-21 Interest 33% $1.00 $1.00 0.46% Interest Income
2002-08-08 2002-09-06 Completed 33% $24.79 $25.44 2.59% Stop
2002-06-07 2002-08-08 Interest 33% $1.00 $1.01 0.79% Interest Income
2002-05-21 2002-06-07 Completed 33% $31.60 $29.42 -6.89% Signal
2002-05-23 2002-06-06 Completed 33% $31.50 $30.37 -3.59% Signal
2002-04-05 2002-05-23 Interest 33% $1.00 $1.01 0.68% Interest Income
2002-04-04 2002-05-21 Interest 33% $1.00 $1.01 0.66% Interest Income
2002-03-05 2002-05-17 Completed 34% $32.24 $31.80 -1.36% Signal
2002-02-07 2002-04-05 Completed 33% $29.52 $32.20 9.09% Signal
2002-02-27 2002-04-04 Completed 33% $30.97 $32.03 3.43% Signal
2002-02-07 2002-03-05 Interest 34% $1.00 $1.00 0.32% Interest Income
2002-01-23 2002-02-27 Interest 33% $1.00 $1.00 0.46% Interest Income
2001-11-23 2002-02-07 Completed 34% $31.53 $29.52 -6.39% Signal
2001-08-16 2002-02-07 Interest 33% $1.00 $1.02 2.19% Interest Income
2002-01-09 2002-01-23 Completed 33% $32.55 $31.15 -4.28% Signal
2001-12-14 2002-01-09 Interest 33% $1.00 $1.00 0.32% Interest Income
2001-11-26 2001-12-14 Completed 33% $32.14 $31.16 -3.06% Signal
2001-11-01 2001-11-26 Interest 33% $1.00 $1.00 0.28% Interest Income
2001-07-16 2001-11-23 Interest 34% $1.00 $1.02 1.64% Interest Income
2001-10-08 2001-11-01 Completed 33% $30.22 $29.80 -1.42% Signal
2001-08-13 2001-10-08 Interest 33% $1.00 $1.01 0.65% Interest Income
2001-07-16 2001-08-16 Completed 33% $35.28 $33.91 -3.87% Signal
2001-08-09 2001-08-13 Completed 33% $34.14 $34.40 0.76% Signal
2001-06-12 2001-08-09 Interest 33% $1.00 $1.01 0.83% Interest Income
2001-06-15 2001-07-16 Interest 33% $1.00 $1.00 0.41% Interest Income
2001-05-16 2001-07-16 Completed 34% $36.24 $35.28 -2.65% Signal
2001-05-23 2001-06-15 Completed 33% $37.69 $34.94 -7.30% Stop
2001-04-17 2001-06-12 Completed 33% $34.31 $36.14 5.34% Signal
2001-04-18 2001-05-23 Interest 33% $1.00 $1.01 0.52% Interest Income
2001-03-21 2001-05-16 Interest 34% $1.00 $1.01 0.78% Interest Income
2001-04-16 2001-04-18 Completed 33% $34.65 $35.30 1.85% Signal
2001-02-20 2001-04-17 Interest 33% $1.00 $1.01 0.75% Interest Income
2001-03-22 2001-04-16 Interest 33% $1.00 $1.00 0.31% Interest Income
2001-01-23 2001-03-22 Completed 33% $36.91 $32.86 -10.97% Stop
2001-01-19 2001-03-21 Completed 34% $37.31 $33.72 -9.62% Signal
2000-12-13 2001-02-20 Completed 33% $36.09 $36.79 1.95% Signal
2000-12-28 2001-01-23 Interest 33% $1.00 $1.00 0.32% Interest Income
2000-12-26 2001-01-19 Interest 34% $1.00 $1.00 0.32% Interest Income
2000-11-24 2000-12-28 Completed 33% $34.62 $36.48 5.38% Signal
2000-12-13 2000-12-26 Completed 34% $36.09 $35.66 -1.19% Signal
2000-11-21 2000-12-13 Interest 33% $1.00 $1.00 0.30% Interest Income
2000-11-21 2000-12-13 Interest 34% $1.00 $1.00 0.30% Interest Income
2000-11-21 2000-11-24 Interest 33% $1.00 $1.00 0.02% Interest Income

Return Distribution Analysis

Return Distribution