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 | 5.28% | 5.28% | 3.42% | 0.30% | 2.74% | 1.32% | 2.85% | 2.21% |
| Sharpe Ratio | 1.12 | 1.12 | 1.22 | 0.04 | 0.99 | 0.25 | 1.08 | 0.50 |
| Max Drawdown | -2.63% | -2.63% | -3.50% | -17.19% | -4.32% | -17.65% | -4.32% | -17.65% |
| % Time Invested | 100.0% | 100.0% | 38.3% | 100.0% | 45.7% | 100.0% | 59.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-11-25 | Open | Open | 100% | $87.66 | $94.61 | 7.93% | Mark-to-Market |
| 2024-09-16 | 2024-11-25 | Interest | 100% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2024-09-12 | 2024-09-16 | Completed | 100% | $90.31 | $90.43 | 0.13% | Signal |
| 2024-08-07 | 2024-09-12 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $89.28 | $88.08 | -1.35% | Signal |
| 2021-10-20 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 10.00% | Interest Income |
| 2019-08-19 | 2021-10-20 | Completed | 100% | $89.42 | $92.91 | 3.91% | Signal |
| 2019-06-05 | 2019-08-19 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-05-31 | 2019-06-05 | Completed | 100% | $87.79 | $87.98 | 0.21% | Signal |
| 2018-12-12 | 2019-05-31 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2018-12-06 | 2018-12-12 | Completed | 100% | $84.01 | $84.08 | 0.08% | Signal |
| 2017-04-03 | 2018-12-06 | Interest | 100% | $1.00 | $1.04 | 4.47% | Interest Income |
| 2014-12-18 | 2017-04-03 | Completed | 100% | $80.29 | $82.80 | 3.14% | Signal |
| 2014-04-16 | 2014-12-18 | Interest | 100% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2014-04-14 | 2014-04-16 | Completed | 100% | $77.53 | $77.43 | -0.13% | Signal |
| 2013-07-15 | 2014-04-14 | Interest | 100% | $1.00 | $1.02 | 2.05% | Interest Income |
| 2009-03-11 | 2013-07-15 | Completed | 100% | $65.02 | $75.07 | 15.45% | Signal |
| 2009-03-09 | 2009-03-11 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
