OEF
ISHARES S&P 100 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
OEF Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.39% | 32.01% | 11.10% | 14.35% | 13.75% | 16.19% | 9.23% | 11.14% |
| Sharpe Ratio | 1.36 | 2.08 | 0.83 | 0.76 | 0.98 | 0.81 | 0.73 | 0.57 |
| Max Drawdown | -11.06% | -11.06% | -21.57% | -26.47% | -21.57% | -31.44% | -21.65% | -54.11% |
| % Time Invested | 83.3% | 100.0% | 75.8% | 100.0% | 82.4% | 100.0% | 77.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-06-30 | Open | Open | 100% | $302.07 | $352.08 | 16.55% | Mark-to-Market |
| 2025-04-07 | 2025-06-30 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2023-02-21 | 2025-04-07 | Completed | 100% | $174.24 | $232.78 | 33.60% | Stop |
| 2022-02-25 | 2023-02-21 | Interest | 100% | $1.00 | $1.03 | 3.14% | Interest Income |
| 2020-06-22 | 2022-02-25 | Completed | 100% | $132.12 | $187.95 | 42.25% | Stop |
| 2020-04-06 | 2020-06-22 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-03-24 | 2020-04-06 | Completed | 100% | $101.65 | $110.70 | 8.91% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-03-29 | 2020-03-02 | Completed | 100% | $113.85 | $123.97 | 8.88% | Stop |
| 2018-12-18 | 2019-03-29 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2016-04-20 | 2018-12-18 | Completed | 100% | $80.10 | $103.15 | 28.78% | Signal |
| 2016-01-27 | 2016-04-20 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2015-12-03 | 2016-01-27 | Completed | 100% | $79.19 | $72.24 | -8.78% | Signal |
| 2015-08-25 | 2015-12-03 | Interest | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2012-01-12 | 2015-08-25 | Completed | 100% | $46.11 | $71.10 | 54.18% | Stop |
| 2011-08-09 | 2012-01-12 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2010-10-25 | 2011-08-09 | Completed | 100% | $41.09 | $40.33 | -1.85% | Stop |
| 2010-07-01 | 2010-10-25 | Interest | 100% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2009-06-26 | 2010-07-01 | Completed | 100% | $31.94 | $35.55 | 11.31% | Stop |
| 2008-01-10 | 2009-06-26 | Interest | 100% | $1.00 | $1.05 | 5.08% | Interest Income |
| 2005-12-06 | 2008-01-10 | Completed | 100% | $39.94 | $46.93 | 17.51% | Signal |
| 2005-10-24 | 2005-12-06 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2004-11-22 | 2005-10-24 | Completed | 100% | $37.76 | $37.50 | -0.71% | Signal |
| 2004-08-17 | 2004-11-22 | Interest | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2003-05-12 | 2004-08-17 | Completed | 100% | $30.97 | $35.46 | 14.48% | Signal |
| 2003-03-25 | 2003-05-12 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2003-03-21 | 2003-03-25 | Completed | 100% | $29.70 | $28.92 | -2.62% | Signal |
| 2002-10-25 | 2003-03-21 | Interest | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
Return Distribution Analysis
