MBB
ISHARES MBS ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
MBB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.67% | 5.28% | 3.29% | 0.30% | 2.83% | 1.32% | 3.01% | 2.21% |
| Sharpe Ratio | 1.16 | 1.12 | 1.23 | 0.04 | 1.07 | 0.25 | 1.23 | 0.50 |
| Max Drawdown | -2.63% | -2.63% | -3.34% | -17.19% | -4.32% | -17.65% | -4.32% | -17.65% |
| % Time Invested | 100.0% | 100.0% | 61.9% | 100.0% | 69.0% | 100.0% | 78.9% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.0 | 0.0 | 2.0 | 0.0 | 2.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-29 | Open | Open | 34% | $91.60 | $94.61 | 3.29% | Mark-to-Market |
| 2025-08-22 | Open | Open | 33% | $91.09 | $94.61 | 3.86% | Mark-to-Market |
| 2024-11-06 | Open | Open | 33% | $87.24 | $94.61 | 8.45% | Mark-to-Market |
| 2025-07-01 | 2025-08-29 | Interest | 34% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2025-07-31 | 2025-08-22 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-23 | 2025-07-31 | Completed | 33% | $89.15 | $90.32 | 1.31% | Signal |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $90.28 | $90.59 | 0.34% | Signal |
| 2025-05-05 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 34% | $90.03 | $89.17 | -0.95% | Signal |
| 2025-03-20 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2024-12-23 | 2025-04-23 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2024-04-16 | 2025-03-20 | Completed | 34% | $82.18 | $89.69 | 9.14% | Signal |
| 2024-08-02 | 2024-12-23 | Completed | 33% | $88.43 | $87.16 | -1.45% | Signal |
| 2024-09-16 | 2024-11-06 | Interest | 33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2024-09-12 | 2024-09-16 | Completed | 33% | $90.31 | $90.43 | 0.13% | Signal |
| 2024-08-07 | 2024-09-12 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $89.28 | $88.08 | -1.35% | Signal |
| 2021-09-28 | 2024-08-05 | Interest | 33% | $1.00 | $1.10 | 10.11% | Interest Income |
| 2024-05-09 | 2024-08-02 | Interest | 33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2024-01-22 | 2024-05-09 | Completed | 33% | $84.86 | $83.87 | -1.17% | Signal |
| 2023-09-07 | 2024-04-16 | Interest | 34% | $1.00 | $1.03 | 2.59% | Interest Income |
| 2023-05-18 | 2024-01-22 | Interest | 33% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2023-07-19 | 2023-09-07 | Completed | 34% | $83.93 | $81.65 | -2.72% | Signal |
| 2021-03-02 | 2023-07-19 | Interest | 34% | $1.00 | $1.06 | 6.26% | Interest Income |
| 2023-02-10 | 2023-05-18 | Completed | 33% | $83.65 | $83.70 | 0.06% | Signal |
| 2021-01-08 | 2023-02-10 | Interest | 33% | $1.00 | $1.05 | 4.81% | Interest Income |
| 2019-07-30 | 2021-09-28 | Completed | 33% | $88.84 | $93.02 | 4.71% | Signal |
| 2019-03-21 | 2021-03-02 | Completed | 34% | $86.43 | $93.39 | 8.05% | Signal |
| 2021-01-06 | 2021-01-08 | Completed | 33% | $93.95 | $93.95 | -0.01% | Signal |
| 2020-11-04 | 2021-01-06 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-01-30 | 2020-11-04 | Completed | 33% | $85.24 | $93.84 | 10.10% | Signal |
| 2019-06-05 | 2019-07-30 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-05-31 | 2019-06-05 | Completed | 33% | $87.79 | $87.98 | 0.21% | Signal |
| 2018-12-12 | 2019-05-31 | Interest | 33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2018-12-12 | 2019-03-21 | Interest | 34% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2018-12-12 | 2019-01-30 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2018-12-06 | 2018-12-12 | Completed | 33% | $84.01 | $84.08 | 0.08% | Signal |
| 2018-12-06 | 2018-12-12 | Completed | 34% | $84.01 | $84.08 | 0.08% | Signal |
| 2018-12-06 | 2018-12-12 | Completed | 33% | $84.01 | $84.08 | 0.08% | Signal |
| 2018-02-01 | 2018-12-06 | Interest | 34% | $1.00 | $1.02 | 2.49% | Interest Income |
| 2017-11-29 | 2018-12-06 | Interest | 33% | $1.00 | $1.03 | 2.92% | Interest Income |
| 2017-03-06 | 2018-12-06 | Interest | 33% | $1.00 | $1.05 | 4.67% | Interest Income |
| 2017-09-07 | 2018-02-01 | Completed | 34% | $84.59 | $83.36 | -1.46% | Signal |
| 2017-05-24 | 2017-11-29 | Completed | 33% | $83.51 | $84.15 | 0.78% | Signal |
| 2016-12-21 | 2017-09-07 | Interest | 34% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2016-11-21 | 2017-05-24 | Interest | 33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2014-12-01 | 2017-03-06 | Completed | 33% | $80.35 | $82.24 | 2.35% | Signal |
| 2016-03-02 | 2016-12-21 | Completed | 34% | $82.49 | $81.70 | -0.96% | Signal |
| 2016-02-25 | 2016-11-21 | Completed | 33% | $82.89 | $82.56 | -0.40% | Signal |
| 2016-01-13 | 2016-03-02 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-01-11 | 2016-02-25 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-01-11 | 2016-01-13 | Completed | 34% | $81.83 | $81.84 | 0.01% | Signal |
| 2015-10-26 | 2016-01-11 | Completed | 33% | $81.86 | $81.83 | -0.04% | Signal |
| 2015-08-21 | 2016-01-11 | Interest | 34% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2015-06-16 | 2015-10-26 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2014-05-09 | 2015-08-21 | Completed | 34% | $78.16 | $81.36 | 4.10% | Signal |
| 2014-04-03 | 2015-06-16 | Completed | 33% | $76.82 | $80.56 | 4.87% | Signal |
| 2014-04-16 | 2014-12-01 | Interest | 33% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2014-04-16 | 2014-05-09 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2014-04-14 | 2014-04-16 | Completed | 34% | $77.53 | $77.43 | -0.13% | Signal |
| 2014-04-14 | 2014-04-16 | Completed | 33% | $77.53 | $77.43 | -0.13% | Signal |
| 2013-06-28 | 2014-04-14 | Interest | 33% | $1.00 | $1.02 | 2.15% | Interest Income |
| 2013-04-10 | 2014-04-14 | Interest | 34% | $1.00 | $1.03 | 2.61% | Interest Income |
| 2014-03-10 | 2014-04-03 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2013-12-04 | 2014-03-10 | Completed | 33% | $75.67 | $76.84 | 1.54% | Signal |
| 2013-04-10 | 2013-12-04 | Interest | 33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2009-03-11 | 2013-06-28 | Completed | 33% | $65.02 | $75.34 | 15.86% | Signal |
| 2013-04-08 | 2013-04-10 | Completed | 33% | $77.59 | $77.40 | -0.24% | Signal |
| 2013-04-08 | 2013-04-10 | Completed | 34% | $77.59 | $77.40 | -0.24% | Signal |
| 2013-02-11 | 2013-04-08 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2012-12-10 | 2013-04-08 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2011-08-01 | 2013-02-11 | Completed | 34% | $73.92 | $76.92 | 4.05% | Signal |
| 2011-05-20 | 2012-12-10 | Completed | 33% | $73.16 | $77.13 | 5.42% | Signal |
| 2011-03-07 | 2011-08-01 | Interest | 34% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2010-12-10 | 2011-05-20 | Interest | 33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2009-03-11 | 2011-03-07 | Completed | 34% | $65.02 | $71.49 | 9.95% | Signal |
| 2009-09-17 | 2010-12-10 | Completed | 33% | $67.16 | $71.33 | 6.21% | Signal |
| 2009-08-05 | 2009-09-17 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2009-03-11 | 2009-08-05 | Completed | 33% | $65.02 | $65.99 | 1.49% | Signal |
| 2009-03-09 | 2009-03-11 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-03-09 | 2009-03-11 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-03-09 | 2009-03-11 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
