MTUM iShares MSCI USA Momentum Factor ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for MTUM (iShares MSCI USA Momentum Factor ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.4% (compared to the benchmark's drawdown of -34.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.5%, compared to a Buy-and-Hold benchmark return of 16.3%. The strategy executed 103 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
MTUM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 24.57% | 38.25% | 4.93% | 14.28% | 10.36% | 16.94% | 9.52% | 16.27% |
| Sharpe Ratio | 1.60 | 1.73 | 0.37 | 0.65 | 0.75 | 0.74 | 0.72 | 0.76 |
| Max Drawdown | -7.29% | -11.54% | -25.41% | -32.28% | -25.41% | -34.08% | -25.41% | -34.08% |
| % Time Invested | 92.9% | 100.0% | 88.5% | 100.0% | 91.6% | 100.0% | 92.1% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 9.0 | 0.0 | 7.8 | 0.0 | 8.2 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-10 | Open | Open | 33.33% | $263.64 | $315.81 | 19.79% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $263.64 | $315.81 | 19.79% | Mark-to-Market |
| 2026-04-09 | Open | Open | 33.33% | $259.53 | $315.81 | 21.69% | Mark-to-Market |
| 2026-03-13 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-03-10 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2026-03-09 | 2026-04-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2026-02-26 | 2026-03-13 | Completed | 33.33% | $255.72 | $245.38 | -4.04% | Signal |
| 2026-01-13 | 2026-03-10 | Completed | 33.33% | $259.43 | $247.17 | -4.73% | Signal |
| 2026-03-04 | 2026-03-09 | Completed | 33.33% | $248.95 | $238.45 | -4.22% | Signal |
| 2026-03-03 | 2026-03-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2026-02-05 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2026-02-03 | 2026-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-01-23 | 2026-02-05 | Completed | 33.33% | $255.00 | $244.52 | -4.11% | Signal |
| 2025-05-01 | 2026-02-03 | Completed | 33.33% | $210.56 | $260.52 | 23.72% | Signal |
| 2025-12-30 | 2026-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-11-26 | 2026-01-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2025-12-08 | 2025-12-30 | Completed | 33.33% | $253.33 | $253.38 | 0.02% | Signal |
| 2025-11-11 | 2025-12-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-05-01 | 2025-11-26 | Completed | 33.33% | $210.56 | $245.07 | 16.39% | Signal |
| 2025-11-04 | 2025-11-11 | Completed | 33.33% | $249.55 | $251.03 | 0.59% | Signal |
| 2025-10-13 | 2025-11-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-09-24 | 2025-10-13 | Completed | 33.33% | $256.22 | $252.39 | -1.49% | Signal |
| 2025-09-02 | 2025-09-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-04-30 | 2025-09-02 | Completed | 33.33% | $203.86 | $239.09 | 17.28% | Signal |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-03-11 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-01 | 2025-04-08 | Completed | 33.33% | $199.56 | $188.80 | -5.39% | Stop |
| 2025-03-27 | 2025-04-07 | Completed | 33.33% | $203.92 | $171.94 | -15.68% | Stop |
| 2025-03-10 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2025-03-05 | 2025-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-09-24 | 2025-03-11 | Completed | 33.33% | $199.61 | $193.24 | -3.19% | Stop |
| 2024-08-28 | 2025-03-10 | Completed | 33.33% | $192.83 | $197.81 | 2.58% | Stop |
| 2025-01-17 | 2025-03-05 | Completed | 33.33% | $214.23 | $208.27 | -2.78% | Stop |
| 2024-12-20 | 2025-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2024-11-27 | 2024-12-20 | Completed | 33.33% | $213.47 | $202.41 | -5.18% | Signal |
| 2024-11-05 | 2024-11-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-10-07 | 2024-11-05 | Completed | 33.33% | $200.50 | $199.18 | -0.66% | Signal |
| 2024-10-02 | 2024-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2024-09-13 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-08-06 | 2024-09-24 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2024-08-20 | 2024-09-13 | Completed | 33.33% | $193.75 | $192.57 | -0.61% | Signal |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-02 | 2024-08-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-06-12 | 2024-08-06 | Completed | 33.33% | $189.81 | $173.72 | -8.48% | Stop |
| 2023-12-26 | 2024-08-06 | Completed | 33.33% | $153.68 | $173.72 | 13.04% | Stop |
| 2024-07-26 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2024-05-08 | 2024-07-26 | Completed | 33.33% | $179.27 | $184.93 | 3.16% | Signal |
| 2024-05-16 | 2024-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2023-11-08 | 2024-05-16 | Completed | 33.33% | $141.94 | $185.84 | 30.93% | Signal |
| 2024-04-16 | 2024-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2023-11-21 | 2024-04-16 | Completed | 33.33% | $147.90 | $177.75 | 20.19% | Signal |
| 2023-10-31 | 2023-12-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2023-10-30 | 2023-11-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2023-09-21 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2023-08-01 | 2023-10-31 | Completed | 33.33% | $142.92 | $134.10 | -6.17% | Signal |
| 2023-10-18 | 2023-10-30 | Completed | 33.33% | $138.67 | $133.30 | -3.87% | Signal |
| 2023-09-22 | 2023-10-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-09-05 | 2023-09-22 | Completed | 33.33% | $143.82 | $137.21 | -4.60% | Signal |
| 2023-07-18 | 2023-09-21 | Completed | 33.33% | $142.71 | $138.20 | -3.16% | Signal |
| 2023-08-10 | 2023-09-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-06-15 | 2023-08-10 | Completed | 33.33% | $138.24 | $141.59 | 2.42% | Signal |
| 2023-06-02 | 2023-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2023-06-13 | 2023-07-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2023-06-02 | 2023-06-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2023-04-04 | 2023-06-13 | Completed | 33.33% | $138.14 | $137.42 | -0.52% | Signal |
| 2023-05-03 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-05-03 | Completed | 33.33% | $138.14 | $136.18 | -1.42% | Signal |
| 2023-01-25 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2022-12-16 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2023-03-20 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2022-10-27 | 2023-03-20 | Completed | 33.33% | $140.14 | $129.06 | -7.91% | Signal |
| 2022-11-14 | 2023-01-25 | Completed | 33.33% | $142.46 | $139.20 | -2.29% | Signal |
| 2022-10-17 | 2022-12-16 | Completed | 33.33% | $131.36 | $139.22 | 5.99% | Signal |
| 2022-10-11 | 2022-11-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-10-04 | 2022-10-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-10-04 | 2022-10-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-08-16 | 2022-10-11 | Completed | 33.33% | $138.91 | $128.24 | -7.68% | Signal |
| 2022-09-22 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.22% | Interest Income |
| 2022-09-08 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.22% | Interest Income |
| 2022-08-16 | 2022-09-22 | Completed | 33.33% | $138.91 | $131.42 | -5.39% | Stop |
| 2022-07-11 | 2022-09-08 | Completed | 33.33% | $130.74 | $134.35 | 2.77% | Signal |
| 2022-05-10 | 2022-08-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2022-03-02 | 2022-08-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-06-15 | 2022-07-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-05-31 | 2022-06-15 | Completed | 33.33% | $140.68 | $129.88 | -7.68% | Stop |
| 2022-04-19 | 2022-05-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-04-22 | 2022-05-10 | Completed | 33.33% | $150.34 | $135.30 | -10.01% | Signal |
| 2022-03-02 | 2022-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-22 | 2022-04-19 | Completed | 33.33% | $157.75 | $151.48 | -3.97% | Signal |
| 2022-03-02 | 2022-03-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-24 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-01-19 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-10 | 2022-02-24 | Completed | 33.33% | $160.28 | $140.94 | -12.07% | Stop |
| 2022-01-14 | 2022-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-03-29 | 2022-01-19 | Completed | 33.33% | $148.86 | $160.61 | 7.89% | Stop |
| 2021-12-31 | 2022-01-14 | Completed | 33.33% | $172.92 | $162.36 | -6.11% | Signal |
| 2021-04-27 | 2022-01-04 | Completed | 33.33% | $166.36 | $173.70 | 4.41% | Signal |
| 2021-11-23 | 2021-12-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-10-18 | 2021-11-23 | Completed | 33.33% | $173.76 | $178.26 | 2.59% | Signal |
| 2021-09-23 | 2021-10-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2021-08-16 | 2021-09-23 | Completed | 33.33% | $170.18 | $170.65 | 0.28% | Signal |
| 2021-08-03 | 2021-08-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-07-23 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2021-07-19 | 2021-07-23 | Completed | 33.33% | $157.90 | $164.72 | 4.32% | Signal |
| 2021-06-24 | 2021-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-06-03 | 2021-06-24 | Completed | 33.33% | $160.33 | $161.96 | 1.02% | Signal |
| 2021-05-11 | 2021-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-03-24 | 2021-05-11 | Completed | 33.33% | $151.54 | $151.68 | 0.09% | Signal |
| 2021-04-05 | 2021-04-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-31 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-03-29 | 2021-03-31 | Completed | 33.33% | $148.86 | $150.02 | 0.78% | Signal |
| 2021-03-05 | 2021-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-03-05 | 2021-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-02-24 | 2021-03-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2020-06-23 | 2021-03-05 | Completed | 33.33% | $123.95 | $146.92 | 18.53% | Stop |
| 2020-05-11 | 2021-03-05 | Completed | 33.33% | $113.73 | $146.92 | 29.18% | Stop |
| 2020-11-24 | 2021-02-24 | Completed | 33.33% | $143.66 | $156.83 | 9.17% | Stop |
| 2020-11-03 | 2020-11-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-02 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-02 | 2020-11-02 | Completed | 33.33% | $137.67 | $134.14 | -2.56% | Stop |
| 2020-09-08 | 2020-10-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-04-06 | 2020-09-08 | Completed | 33.33% | $98.96 | $133.37 | 34.77% | Stop |
| 2020-06-02 | 2020-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2020-04-22 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-26 | 2020-05-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-24 | 2020-04-22 | Completed | 33.33% | $88.68 | $108.13 | 21.93% | Signal |
| 2020-03-03 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2020-03-24 | 2020-03-26 | Completed | 33.33% | $88.68 | $97.41 | 9.85% | Signal |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2019-11-22 | 2020-03-02 | Completed | 33.33% | $113.86 | $113.06 | -0.71% | Stop |
| 2019-03-20 | 2020-03-02 | Completed | 33.33% | $102.76 | $113.06 | 10.03% | Stop |
| 2019-10-24 | 2020-02-28 | Completed | 33.33% | $110.00 | $109.70 | -0.27% | Stop |
| 2019-09-13 | 2019-11-22 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2019-09-24 | 2019-10-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2019-08-28 | 2019-09-24 | Completed | 33.33% | $110.37 | $112.25 | 1.70% | Signal |
| 2019-02-14 | 2019-09-13 | Completed | 33.33% | $99.34 | $112.09 | 12.83% | Signal |
| 2019-08-05 | 2019-08-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2019-06-13 | 2019-08-05 | Completed | 33.33% | $109.46 | $108.79 | -0.61% | Signal |
| 2019-05-21 | 2019-06-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2019-01-16 | 2019-05-21 | Completed | 33.33% | $95.50 | $105.26 | 10.22% | Signal |
| 2019-03-04 | 2019-03-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-02-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-17 | 2018-12-21 | Completed | 33.33% | $94.24 | $90.03 | -4.46% | Signal |
| 2018-12-04 | 2018-12-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-27 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-11-21 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-20 | 2018-11-27 | Completed | 33.33% | $92.69 | $94.99 | 2.48% | Signal |
| 2018-11-09 | 2018-11-21 | Completed | 33.33% | $102.27 | $94.72 | -7.38% | Stop |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-10-30 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-12 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-05-14 | 2018-10-30 | Completed | 33.33% | $101.63 | $94.41 | -7.11% | Stop |
| 2017-02-07 | 2018-10-29 | Completed | 33.33% | $71.10 | $97.71 | 37.44% | Stop |
| 2018-09-04 | 2018-10-12 | Completed | 33.33% | $107.95 | $101.50 | -5.97% | Stop |
| 2018-08-10 | 2018-09-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-07-25 | 2018-08-10 | Completed | 33.33% | $104.02 | $103.97 | -0.04% | Signal |
| 2018-07-02 | 2018-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-04-20 | 2018-07-02 | Completed | 33.33% | $98.60 | $99.41 | 0.82% | Signal |
| 2018-04-12 | 2018-05-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-03-28 | 2018-04-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2017-01-03 | 2018-04-12 | Completed | 33.33% | $68.44 | $96.59 | 41.14% | Signal |
| 2018-03-01 | 2018-03-28 | Completed | 33.33% | $100.12 | $95.59 | -4.52% | Signal |
| 2018-02-06 | 2018-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2017-09-18 | 2018-02-06 | Completed | 33.33% | $85.50 | $91.86 | 7.44% | Stop |
| 2017-08-24 | 2017-09-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2017-07-26 | 2017-08-24 | Completed | 33.33% | $83.67 | $83.68 | 0.02% | Signal |
| 2017-07-03 | 2017-07-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2016-11-23 | 2017-07-03 | Completed | 33.33% | $67.87 | $80.80 | 19.06% | Signal |
| 2016-11-22 | 2017-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2016-11-02 | 2017-01-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2016-11-02 | 2016-11-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-05-09 | 2016-11-22 | Completed | 33.33% | $65.14 | $67.98 | 4.37% | Signal |
| 2016-10-14 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-29 | 2016-10-14 | Completed | 33.33% | $69.50 | $68.21 | -1.87% | Signal |
| 2016-10-03 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-03-29 | 2016-10-03 | Completed | 33.33% | $63.97 | $69.06 | 7.96% | Signal |
| 2016-08-25 | 2016-09-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-07-21 | 2016-08-25 | Completed | 33.33% | $69.79 | $68.82 | -1.39% | Signal |
| 2016-06-28 | 2016-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-05-26 | 2016-06-28 | Completed | 33.33% | $66.06 | $66.05 | -0.01% | Signal |
| 2016-05-04 | 2016-05-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-04-04 | 2016-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2016-03-07 | 2016-05-04 | Completed | 33.33% | $62.52 | $64.53 | 3.22% | Signal |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-03-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-03-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-10 | 2016-03-02 | Completed | 33.33% | $58.38 | $63.00 | 7.91% | Signal |
| 2016-02-11 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-05 | 2016-02-11 | Completed | 33.33% | $60.46 | $57.53 | -4.85% | Signal |
| 2016-02-02 | 2016-02-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-02-02 | 2016-02-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-19 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-01-19 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-12-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-12-08 | 2016-01-19 | Completed | 33.33% | $64.91 | $60.93 | -6.13% | Stop |
| 2015-11-02 | 2016-01-19 | Completed | 33.33% | $64.80 | $60.93 | -5.97% | Stop |
| 2015-12-17 | 2015-12-21 | Completed | 33.33% | $65.78 | $64.35 | -2.16% | Signal |
| 2015-11-24 | 2015-12-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-11-03 | 2015-12-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-27 | 2015-11-24 | Completed | 33.33% | $63.89 | $64.96 | 1.66% | Signal |
| 2015-10-15 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-10-05 | 2015-10-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-09-17 | 2015-10-15 | Completed | 33.33% | $62.95 | $62.03 | -1.46% | Signal |
| 2015-09-14 | 2015-10-05 | Completed | 33.33% | $62.41 | $62.08 | -0.53% | Signal |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-11 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-12-05 | 2015-08-25 | Completed | 33.33% | $60.46 | $59.17 | -2.13% | Stop |
| 2013-10-16 | 2015-08-25 | Completed | 33.33% | $47.50 | $59.17 | 24.56% | Stop |
| 2015-07-07 | 2015-08-11 | Completed | 33.33% | $63.51 | $64.20 | 1.08% | Signal |
| 2015-07-02 | 2015-07-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-06-12 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-06-02 | 2015-06-12 | Completed | 33.33% | $63.10 | $62.79 | -0.49% | Signal |
| 2015-05-08 | 2015-06-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2015-04-21 | 2015-05-08 | Completed | 33.33% | $62.43 | $62.14 | -0.46% | Signal |
| 2015-03-17 | 2015-04-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-01-23 | 2015-03-17 | Completed | 33.33% | $61.32 | $61.82 | 0.81% | Signal |
| 2015-01-05 | 2015-01-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-12-23 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-10-29 | 2014-12-23 | Completed | 33.33% | $57.14 | $60.75 | 6.33% | Signal |
| 2014-12-02 | 2014-12-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-11-12 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-06-09 | 2014-11-12 | Completed | 33.33% | $54.57 | $58.40 | 7.01% | Signal |
| 2014-10-02 | 2014-10-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income |
| 2014-09-26 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-08-21 | 2014-09-26 | Completed | 33.33% | $55.84 | $56.57 | 1.32% | Signal |
| 2014-07-22 | 2014-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-05-01 | 2014-07-22 | Completed | 33.33% | $51.99 | $55.49 | 6.73% | Signal |
| 2014-05-02 | 2014-06-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2013-10-16 | 2014-05-02 | Completed | 33.33% | $47.50 | $52.18 | 9.86% | Signal |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-03-25 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-02-25 | 2014-03-25 | Completed | 33.33% | $54.09 | $52.81 | -2.35% | Signal |
| 2014-02-04 | 2014-02-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-01-31 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2013-10-18 | 2014-01-31 | Completed | 33.33% | $48.68 | $50.01 | 2.74% | Signal |
| 2013-10-14 | 2013-10-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2013-10-14 | 2013-10-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-10-14 | 2013-10-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |