IWR
ISHARES RUSSELL MID-CAP ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
IWR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.66% | 23.36% | 1.00% | 6.92% | 7.01% | 11.21% | 8.93% | 10.63% |
| Sharpe Ratio | 0.89 | 1.52 | 0.08 | 0.37 | 0.54 | 0.55 | 0.67 | 0.50 |
| Max Drawdown | -8.17% | -8.17% | -21.55% | -26.18% | -21.55% | -40.59% | -23.82% | -58.83% |
| % Time Invested | 81.7% | 100.0% | 72.1% | 100.0% | 78.6% | 100.0% | 76.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-07 | Open | Open | 100% | $92.48 | $102.47 | 10.80% | Mark-to-Market |
| 2025-04-07 | 2025-07-07 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2023-12-20 | 2025-04-07 | Completed | 100% | $75.20 | $73.85 | -1.80% | Stop |
| 2023-10-24 | 2023-12-20 | Interest | 100% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2023-06-08 | 2023-10-24 | Completed | 100% | $67.78 | $64.41 | -4.97% | Signal |
| 2023-05-16 | 2023-06-08 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2023-01-17 | 2023-05-16 | Completed | 100% | $68.13 | $65.58 | -3.74% | Signal |
| 2022-02-09 | 2023-01-17 | Interest | 100% | $1.00 | $1.03 | 2.88% | Interest Income |
| 2020-07-29 | 2022-02-09 | Completed | 100% | $52.01 | $73.79 | 41.88% | Signal |
| 2020-03-02 | 2020-07-29 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-03-25 | 2020-03-02 | Completed | 100% | $47.94 | $49.77 | 3.82% | Stop |
| 2018-11-21 | 2019-03-25 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2016-04-28 | 2018-11-21 | Completed | 100% | $35.77 | $44.82 | 25.30% | Signal |
| 2015-08-25 | 2016-04-28 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2012-02-09 | 2015-08-25 | Completed | 100% | $21.79 | $34.09 | 56.48% | Stop |
| 2011-08-08 | 2012-02-09 | Interest | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2010-09-20 | 2011-08-08 | Completed | 100% | $17.46 | $18.28 | 4.70% | Stop |
| 2010-08-26 | 2010-09-20 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2010-06-01 | 2010-08-26 | Completed | 100% | $16.61 | $16.22 | -2.33% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-06-12 | 2010-05-07 | Completed | 100% | $12.92 | $16.99 | 31.51% | Stop |
| 2008-07-15 | 2009-06-12 | Interest | 100% | $1.00 | $1.03 | 2.96% | Interest Income |
| 2008-06-18 | 2008-07-15 | Completed | 100% | $19.10 | $16.88 | -11.66% | Signal |
| 2007-12-12 | 2008-06-18 | Interest | 100% | $1.00 | $1.02 | 1.92% | Interest Income |
| 2007-10-19 | 2007-12-12 | Completed | 100% | $20.52 | $20.16 | -1.77% | Signal |
| 2007-09-27 | 2007-10-19 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-10-09 | 2007-09-27 | Completed | 100% | $17.48 | $20.27 | 15.98% | Signal |
| 2006-09-08 | 2006-10-09 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2006-09-06 | 2006-09-08 | Completed | 100% | $16.94 | $16.81 | -0.76% | Signal |
| 2006-07-28 | 2006-09-06 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2004-10-18 | 2006-07-28 | Completed | 100% | $12.55 | $16.39 | 30.64% | Signal |
| 2004-09-02 | 2004-10-18 | Interest | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2003-08-27 | 2004-09-02 | Completed | 100% | $10.39 | $12.30 | 18.43% | Signal |
| 2003-08-25 | 2003-08-27 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
