IWD
ISHARES RUSSELL 1000 VALUE ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
IWD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.62% | 26.94% | 5.92% | 9.51% | 8.89% | 10.82% | 8.36% | 8.46% |
| Sharpe Ratio | 2.03 | 2.17 | 0.56 | 0.62 | 0.79 | 0.59 | 0.76 | 0.42 |
| Max Drawdown | -6.79% | -6.79% | -12.00% | -19.04% | -15.04% | -38.51% | -16.10% | -60.10% |
| % Time Invested | 99.6% | 100.0% | 93.5% | 100.0% | 95.7% | 100.0% | 89.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 2.4 | 0.0 | 2.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-30 | Open | Open | 34% | $201.19 | $227.07 | 12.86% | Mark-to-Market |
| 2025-07-18 | Open | Open | 33% | $194.11 | $227.07 | 16.98% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33% | $178.98 | $227.07 | 26.87% | Mark-to-Market |
| 2025-06-05 | 2025-09-30 | Interest | 34% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2025-03-07 | 2025-07-18 | Interest | 33% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2025-04-30 | 2025-06-05 | Completed | 34% | $177.75 | $186.34 | 4.83% | 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 |
| 2024-03-01 | 2025-04-08 | Completed | 33% | $164.71 | $171.20 | 3.94% | Stop |
| 2023-11-15 | 2025-04-07 | Completed | 34% | $146.69 | $163.17 | 11.24% | Stop |
| 2024-01-17 | 2025-03-07 | Completed | 33% | $155.26 | $183.88 | 18.43% | Signal |
| 2023-04-06 | 2024-03-01 | Interest | 33% | $1.00 | $1.04 | 3.66% | Interest Income |
| 2023-10-30 | 2024-01-17 | Interest | 33% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2023-10-24 | 2023-11-15 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-07-24 | 2023-10-30 | Completed | 33% | $154.32 | $137.93 | -10.62% | Signal |
| 2023-03-31 | 2023-10-24 | Completed | 34% | $142.56 | $140.33 | -1.56% | Signal |
| 2023-04-28 | 2023-07-24 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2023-01-04 | 2023-04-28 | Completed | 33% | $143.18 | $144.37 | 0.83% | Signal |
| 2023-04-04 | 2023-04-06 | Completed | 33% | $144.81 | $143.81 | -0.69% | Signal |
| 2022-11-30 | 2023-04-04 | Interest | 33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2022-06-14 | 2023-03-31 | Interest | 34% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2022-04-07 | 2023-01-04 | Interest | 33% | $1.00 | $1.02 | 2.43% | Interest Income |
| 2022-11-07 | 2022-11-30 | Completed | 33% | $139.43 | $145.50 | 4.35% | Signal |
| 2022-10-14 | 2022-11-07 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-07-13 | 2022-10-14 | Completed | 33% | $133.42 | $132.15 | -0.95% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-03-26 | 2022-06-17 | Completed | 33% | $137.10 | $131.34 | -4.20% | Stop |
| 2020-10-29 | 2022-06-14 | Completed | 34% | $104.09 | $135.67 | 30.34% | Stop |
| 2020-07-10 | 2022-04-07 | Completed | 33% | $99.51 | $152.54 | 53.29% | Signal |
| 2021-02-19 | 2021-03-26 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-02-10 | 2021-02-19 | Completed | 33% | $130.44 | $130.90 | 0.35% | Signal |
| 2020-11-02 | 2021-02-10 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2020-04-01 | 2020-11-02 | Completed | 33% | $85.08 | $106.48 | 25.16% | Signal |
| 2020-05-01 | 2020-10-29 | Interest | 34% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2020-03-27 | 2020-07-10 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-03-24 | 2020-05-01 | Completed | 34% | $79.72 | $96.47 | 21.01% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-24 | 2020-03-27 | Completed | 33% | $79.72 | $87.11 | 9.27% | 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 |
| 2019-01-17 | 2020-03-10 | Completed | 33% | $99.26 | $100.37 | 1.12% | Stop |
| 2019-06-24 | 2020-03-02 | Completed | 34% | $110.47 | $107.07 | -3.08% | Stop |
| 2019-03-29 | 2020-03-02 | Completed | 33% | $106.71 | $107.07 | 0.34% | Stop |
| 2018-12-20 | 2019-06-24 | Interest | 34% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2018-12-03 | 2019-03-29 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2018-12-24 | 2019-01-17 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-12-07 | 2018-12-24 | Completed | 33% | $90.67 | $92.06 | 1.53% | Stop |
| 2018-09-20 | 2018-12-20 | Completed | 34% | $109.30 | $94.99 | -13.09% | Stop |
| 2018-07-31 | 2018-12-03 | Completed | 33% | $106.26 | $106.68 | 0.40% | Signal |
| 2018-08-21 | 2018-09-20 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-07-07 | 2018-08-21 | Completed | 34% | $82.91 | $107.50 | 29.65% | Signal |
| 2018-04-26 | 2018-07-31 | Interest | 33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2016-04-28 | 2018-04-26 | Completed | 33% | $82.02 | $102.07 | 24.44% | Signal |
| 2016-02-23 | 2016-12-07 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2015-09-21 | 2016-07-07 | Interest | 34% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2016-01-21 | 2016-04-28 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2016-02-12 | 2016-02-23 | Completed | 33% | $70.71 | $74.38 | 5.20% | Signal |
| 2016-01-21 | 2016-02-12 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-12-29 | 2016-01-21 | Completed | 33% | $79.28 | $70.77 | -10.73% | Stop |
| 2011-08-31 | 2016-01-21 | Completed | 33% | $44.54 | $70.77 | 58.90% | 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% | $77.52 | $78.31 | 1.02% | Signal |
| 2015-08-07 | 2015-10-08 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2015-09-17 | 2015-09-21 | Completed | 34% | $76.77 | $75.56 | -1.58% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-21 | 2015-08-25 | Completed | 34% | $51.70 | $74.19 | 43.52% | Stop |
| 2012-08-30 | 2015-08-07 | Completed | 33% | $51.96 | $80.74 | 55.38% | Signal |
| 2012-06-29 | 2012-08-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2011-12-28 | 2012-06-29 | Completed | 33% | $46.81 | $50.23 | 7.30% | Signal |
| 2011-10-03 | 2012-03-21 | Interest | 34% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2011-07-25 | 2011-12-28 | Interest | 33% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2011-08-29 | 2011-10-03 | Completed | 34% | $43.40 | $40.96 | -5.62% | 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% | $39.95 | $41.27 | 3.30% | Stop |
| 2010-12-20 | 2011-08-05 | Completed | 34% | $45.71 | $44.40 | -2.88% | Stop |
| 2010-10-18 | 2011-07-25 | Completed | 33% | $42.97 | $48.93 | 13.89% | Signal |
| 2010-10-06 | 2010-12-20 | Interest | 34% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2010-07-16 | 2010-10-18 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2010-06-01 | 2010-10-06 | Completed | 34% | $39.95 | $42.68 | 6.84% | Signal |
| 2010-06-01 | 2010-07-16 | Completed | 33% | $39.95 | $40.24 | 0.74% | 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 |
| 2010-04-12 | 2010-05-07 | Completed | 33% | $44.26 | $41.48 | -6.27% | Stop |
| 2009-08-26 | 2010-05-07 | Completed | 34% | $37.31 | $41.48 | 11.18% | Stop |
| 2009-06-02 | 2010-05-07 | Completed | 33% | $33.56 | $41.48 | 23.62% | Stop |
| 2008-06-02 | 2010-04-12 | Interest | 33% | $1.00 | $1.07 | 6.50% | Interest Income |
| 2007-11-23 | 2009-08-26 | Interest | 34% | $1.00 | $1.06 | 6.23% | Interest Income |
| 2008-07-07 | 2009-06-02 | Interest | 33% | $1.00 | $1.03 | 2.94% | Interest Income |
| 2008-06-26 | 2008-07-07 | Completed | 33% | $47.10 | $45.53 | -3.32% | Signal |
| 2007-09-05 | 2008-06-26 | Interest | 33% | $1.00 | $1.03 | 3.22% | Interest Income |
| 2008-02-12 | 2008-06-02 | Completed | 33% | $49.64 | $50.77 | 2.27% | 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% | $36.04 | $48.82 | 35.44% | Stop |
| 2003-06-17 | 2007-11-23 | Completed | 34% | $31.37 | $51.82 | 65.15% | Signal |
| 2006-09-13 | 2007-09-05 | Completed | 33% | $48.60 | $54.92 | 13.01% | Signal |
| 2006-07-24 | 2006-09-13 | Interest | 33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2006-01-11 | 2006-07-24 | Completed | 33% | $45.34 | $46.51 | 2.56% | 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% | $42.65 | $42.90 | 0.60% | Signal |
| 2005-05-31 | 2005-07-20 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2004-09-14 | 2005-05-31 | Completed | 33% | $37.30 | $41.41 | 11.04% | Signal |
| 2004-06-07 | 2004-09-14 | Interest | 33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2003-05-29 | 2004-06-07 | Completed | 33% | $29.54 | $35.91 | 21.59% | Signal |
| 2003-09-08 | 2004-01-20 | Interest | 33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2003-09-04 | 2003-09-08 | Completed | 33% | $31.57 | $31.50 | -0.21% | Signal |
| 2003-03-26 | 2003-09-04 | Interest | 33% | $1.00 | $1.02 | 1.70% | 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% | $24.79 | $25.97 | 4.77% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 34% | $26.40 | $26.29 | -0.43% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 33% | $26.40 | $26.29 | -0.43% | Signal |
| 2002-07-02 | 2003-03-24 | Interest | 34% | $1.00 | $1.03 | 2.92% | Interest Income |
| 2002-05-24 | 2003-03-24 | Interest | 33% | $1.00 | $1.03 | 3.41% | Interest Income |
| 2003-02-14 | 2003-03-11 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2003-01-07 | 2003-02-14 | Completed | 33% | $28.59 | $25.12 | -12.12% | Stop |
| 2002-06-25 | 2003-01-07 | Interest | 33% | $1.00 | $1.02 | 2.20% | Interest Income |
| 2002-06-12 | 2002-07-02 | Completed | 34% | $30.94 | $29.88 | -3.41% | Signal |
| 2002-05-29 | 2002-06-25 | Completed | 33% | $32.47 | $30.76 | -5.27% | Signal |
| 2002-05-24 | 2002-06-12 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2002-05-24 | 2002-05-29 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
