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 | 23.37% | 22.57% | 5.49% | 10.52% | 9.68% | 11.58% | 7.63% | 8.52% |
| Sharpe Ratio | 2.01 | 1.96 | 0.43 | 0.70 | 0.70 | 0.65 | 0.57 | 0.42 |
| Max Drawdown | -6.19% | -6.19% | -19.26% | -18.04% | -19.26% | -37.04% | -24.53% | -61.32% |
| % Time Invested | 99.6% | 100.0% | 82.0% | 100.0% | 81.9% | 100.0% | 76.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.8 | 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% | $179.09 | $220.91 | 23.35% | Mark-to-Market |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-09-18 | 2025-04-07 | Completed | 100% | $153.01 | $165.48 | 8.15% | Stop |
| 2023-06-20 | 2023-09-18 | Interest | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2023-06-15 | 2023-06-20 | Completed | 100% | $150.34 | $151.47 | 0.75% | Signal |
| 2022-12-28 | 2023-06-15 | Interest | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2022-11-07 | 2022-12-28 | Completed | 100% | $133.83 | $136.43 | 1.94% | Signal |
| 2022-10-14 | 2022-11-07 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-07-13 | 2022-10-14 | Completed | 100% | $126.75 | $125.64 | -0.88% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-19 | 2022-06-17 | Completed | 100% | $127.81 | $124.63 | -2.49% | Stop |
| 2020-12-31 | 2021-03-19 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2020-03-24 | 2020-12-31 | Completed | 100% | $77.08 | $114.91 | 49.07% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-15 | 2020-03-02 | Completed | 100% | $89.78 | $101.45 | 12.99% | Stop |
| 2018-12-20 | 2019-01-15 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-11-21 | 2018-12-20 | Completed | 100% | $80.18 | $86.30 | 7.63% | Stop |
| 2016-02-29 | 2016-11-21 | Interest | 100% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2015-09-17 | 2016-02-29 | Completed | 100% | $69.25 | $68.34 | -1.32% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-08-17 | 2015-08-25 | Completed | 100% | $47.82 | $66.72 | 39.53% | Stop |
| 2012-07-26 | 2012-08-17 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2011-08-30 | 2012-07-26 | Completed | 100% | $39.93 | $45.64 | 14.29% | Signal |
| 2011-08-08 | 2011-08-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-08 | Completed | 100% | $36.88 | $38.64 | 4.79% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-09 | 2010-05-07 | Completed | 100% | $40.44 | $38.40 | -5.04% | Stop |
| 2008-06-12 | 2010-04-09 | Interest | 100% | $1.00 | $1.06 | 6.35% | Interest Income |
| 2008-02-12 | 2008-06-12 | Completed | 100% | $47.02 | $44.63 | -5.09% | Signal |
| 2008-01-18 | 2008-02-12 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2004-01-16 | 2008-01-18 | Completed | 100% | $34.33 | $46.31 | 34.90% | Stop |
| 2003-10-16 | 2004-01-16 | Interest | 100% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2003-10-10 | 2003-10-16 | Completed | 100% | $30.59 | $30.92 | 1.08% | Signal |
| 2003-03-26 | 2003-10-10 | Interest | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2003-03-24 | 2003-03-26 | Completed | 100% | $24.84 | $24.62 | -0.88% | Signal |
| 2002-05-24 | 2003-03-24 | Interest | 100% | $1.00 | $1.03 | 3.41% | Interest Income |
Return Distribution Analysis
