IWB
ISHARES RUSSELL 1000 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
IWB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.11% | 29.16% | 8.22% | 11.76% | 12.19% | 14.74% | 10.33% | 10.16% |
| Sharpe Ratio | 1.32 | 2.06 | 0.63 | 0.65 | 0.91 | 0.76 | 0.83 | 0.51 |
| Max Drawdown | -8.86% | -8.86% | -20.40% | -25.20% | -20.40% | -34.60% | -20.40% | -55.38% |
| % Time Invested | 84.1% | 100.0% | 77.8% | 100.0% | 82.8% | 100.0% | 75.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-01 | Open | Open | 100% | $336.06 | $388.87 | 15.71% | Mark-to-Market |
| 2025-05-06 | 2025-07-01 | Interest | 100% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2025-05-01 | 2025-05-06 | Completed | 100% | $304.44 | $303.41 | -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% | $212.93 | $265.34 | 24.61% | Stop |
| 2022-03-10 | 2023-01-31 | Interest | 100% | $1.00 | $1.03 | 2.87% | Interest Income |
| 2020-07-07 | 2022-03-10 | Completed | 100% | $162.97 | $221.83 | 36.12% | Signal |
| 2020-04-01 | 2020-07-07 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2020-04-01 | Completed | 100% | $119.42 | $126.18 | 5.66% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-27 | 2020-03-02 | Completed | 100% | $141.75 | $152.39 | 7.51% | Stop |
| 2018-12-11 | 2019-03-27 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-04-25 | 2018-12-11 | Completed | 100% | $99.27 | $133.30 | 34.28% | Signal |
| 2016-01-12 | 2016-04-25 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2015-12-17 | 2016-01-12 | Completed | 100% | $98.15 | $91.78 | -6.49% | Signal |
| 2015-08-25 | 2015-12-17 | Interest | 100% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2012-01-27 | 2015-08-25 | Completed | 100% | $57.50 | $92.33 | 60.58% | Stop |
| 2011-08-09 | 2012-01-27 | Interest | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2010-10-14 | 2011-08-09 | Completed | 100% | $50.28 | $49.30 | -1.96% | Stop |
| 2010-07-12 | 2010-10-14 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2010-06-01 | 2010-07-12 | Completed | 100% | $45.86 | $45.60 | -0.58% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-18 | 2010-05-07 | Completed | 100% | $37.66 | $47.54 | 26.26% | Stop |
| 2007-12-31 | 2009-06-18 | Interest | 100% | $1.00 | $1.05 | 5.10% | Interest Income |
| 2006-09-06 | 2007-12-31 | Completed | 100% | $50.66 | $58.48 | 15.43% | Signal |
| 2006-07-25 | 2006-09-06 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2004-11-01 | 2006-07-25 | Completed | 100% | $41.83 | $48.56 | 16.10% | Signal |
| 2004-08-23 | 2004-11-01 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2003-05-12 | 2004-08-23 | Completed | 100% | $33.17 | $40.39 | 21.78% | Signal |
| 2002-05-29 | 2003-05-12 | Interest | 100% | $1.00 | $1.04 | 3.93% | Interest Income |
| 2002-05-21 | 2002-05-29 | Completed | 100% | $38.55 | $37.68 | -2.26% | Signal |
| 2002-05-17 | 2002-05-21 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
