LQD
ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
LQD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.85% | 4.85% | 1.91% | 0.08% | 0.21% | 2.51% | 2.42% | 4.11% |
| Sharpe Ratio | 0.86 | 0.86 | 0.40 | 0.01 | 0.04 | 0.29 | 0.46 | 0.48 |
| Max Drawdown | -3.34% | -3.34% | -9.24% | -24.95% | -22.02% | -24.95% | -22.02% | -24.95% |
| % Time Invested | 100.0% | 100.0% | 50.3% | 100.0% | 60.9% | 100.0% | 63.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.8 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-08-29 | Open | Open | 100% | $103.52 | $108.73 | 5.04% | Mark-to-Market |
| 2024-08-07 | 2024-08-29 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $102.65 | $101.71 | -0.92% | Signal |
| 2022-03-03 | 2024-08-05 | Interest | 100% | $1.00 | $1.09 | 9.34% | Interest Income |
| 2020-04-13 | 2022-03-03 | Completed | 100% | $105.76 | $104.35 | -1.34% | Signal |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-09 | 2020-03-19 | Completed | 100% | $99.70 | $87.72 | -12.02% | Stop |
| 2019-06-06 | 2019-08-09 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2019-05-31 | 2019-06-06 | Completed | 100% | $94.38 | $94.94 | 0.59% | Signal |
| 2019-03-15 | 2019-05-31 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2019-03-13 | 2019-03-15 | Completed | 100% | $90.65 | $90.82 | 0.19% | Signal |
| 2019-01-29 | 2019-03-13 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-01-25 | 2019-01-29 | Completed | 100% | $88.83 | $89.03 | 0.23% | Signal |
| 2018-12-17 | 2019-01-25 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-12-13 | 2018-12-17 | Completed | 100% | $86.88 | $86.91 | 0.03% | Signal |
| 2018-06-22 | 2018-12-13 | Interest | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2016-08-08 | 2018-06-22 | Completed | 100% | $87.24 | $86.09 | -1.32% | Signal |
| 2016-01-29 | 2016-08-08 | Interest | 100% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2014-10-03 | 2016-01-29 | Completed | 100% | $79.51 | $79.88 | 0.46% | Signal |
| 2014-09-04 | 2014-10-03 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2014-09-02 | 2014-09-04 | Completed | 100% | $80.07 | $79.93 | -0.18% | Signal |
| 2014-04-21 | 2014-09-02 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2014-04-14 | 2014-04-21 | Completed | 100% | $77.69 | $77.60 | -0.12% | Signal |
| 2013-12-20 | 2014-04-14 | Interest | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2009-10-30 | 2013-12-20 | Completed | 100% | $57.34 | $74.70 | 30.27% | Signal |
| 2009-01-06 | 2009-10-30 | Interest | 100% | $1.00 | $1.03 | 2.64% | Interest Income |
| 2009-01-02 | 2009-01-06 | Completed | 100% | $53.01 | $52.88 | -0.25% | Signal |
| 2008-05-28 | 2009-01-02 | Interest | 100% | $1.00 | $1.02 | 2.18% | Interest Income |
| 2007-07-24 | 2008-05-28 | Completed | 100% | $50.13 | $52.24 | 4.21% | Signal |
| 2006-12-01 | 2007-07-24 | Interest | 100% | $1.00 | $1.03 | 2.98% | Interest Income |
| 2006-11-29 | 2006-12-01 | Completed | 100% | $50.36 | $50.50 | 0.28% | Signal |
| 2006-11-06 | 2006-11-29 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-11-02 | 2006-11-06 | Completed | 100% | $49.76 | $49.41 | -0.71% | Signal |
| 2005-12-19 | 2006-11-02 | Interest | 100% | $1.00 | $1.04 | 4.19% | Interest Income |
| 2004-07-26 | 2005-12-19 | Completed | 100% | $45.21 | $47.75 | 5.62% | Signal |
| 2004-07-22 | 2004-07-26 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
