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 | 17.74% | 26.94% | 5.26% | 9.51% | 8.25% | 10.82% | 8.95% | 8.46% |
| Sharpe Ratio | 1.66 | 2.17 | 0.44 | 0.62 | 0.69 | 0.59 | 0.75 | 0.42 |
| Max Drawdown | -6.79% | -6.79% | -14.53% | -19.04% | -15.68% | -38.51% | -18.57% | -60.10% |
| % Time Invested | 81.7% | 100.0% | 79.8% | 100.0% | 81.7% | 100.0% | 75.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-07 | Open | Open | 100% | $194.37 | $227.07 | 16.82% | Mark-to-Market |
| 2025-04-08 | 2025-07-07 | Interest | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2023-12-20 | 2025-04-08 | Completed | 100% | $157.74 | $171.20 | 8.53% | Stop |
| 2023-10-27 | 2023-12-20 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2022-12-30 | 2023-10-27 | Completed | 100% | $142.01 | $139.01 | -2.11% | Signal |
| 2022-05-17 | 2022-12-30 | Interest | 100% | $1.00 | $1.02 | 2.09% | Interest Income |
| 2020-09-14 | 2022-05-17 | Completed | 100% | $107.82 | $144.62 | 34.13% | Signal |
| 2020-03-02 | 2020-09-14 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2019-03-26 | 2020-03-02 | Completed | 100% | $105.89 | $107.07 | 1.12% | Stop |
| 2018-12-11 | 2019-03-26 | Interest | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2016-04-25 | 2018-12-11 | Completed | 100% | $81.55 | $101.66 | 24.66% | Signal |
| 2015-10-12 | 2016-04-25 | Interest | 100% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2015-10-08 | 2015-10-12 | Completed | 100% | $77.52 | $78.31 | 1.02% | Signal |
| 2015-08-25 | 2015-10-08 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2012-02-01 | 2015-08-25 | Completed | 100% | $48.64 | $74.19 | 52.54% | Stop |
| 2011-08-08 | 2012-02-01 | Interest | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2010-10-21 | 2011-08-08 | Completed | 100% | $43.36 | $42.47 | -2.07% | Stop |
| 2010-07-13 | 2010-10-21 | Interest | 100% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2010-06-01 | 2010-07-13 | Completed | 100% | $39.95 | $40.31 | 0.92% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-07-01 | 2010-05-07 | Completed | 100% | $32.86 | $41.48 | 26.23% | Stop |
| 2007-11-26 | 2009-07-01 | Interest | 100% | $1.00 | $1.06 | 5.63% | Interest Income |
| 2007-10-17 | 2007-11-26 | Completed | 100% | $57.22 | $52.27 | -8.66% | Signal |
| 2007-09-24 | 2007-10-17 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2003-05-15 | 2007-09-24 | Completed | 100% | $28.86 | $56.68 | 96.42% | Signal |
| 2003-03-26 | 2003-05-15 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2003-03-24 | 2003-03-26 | Completed | 100% | $26.40 | $26.29 | -0.43% | Signal |
| 2002-07-10 | 2003-03-24 | Interest | 100% | $1.00 | $1.03 | 2.82% | Interest Income |
| 2002-05-29 | 2002-07-10 | Completed | 100% | $32.47 | $29.48 | -9.21% | Signal |
| 2002-05-24 | 2002-05-29 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
