QUAL
ISHARES MSCI USA QUALITY FACTOR ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
QUAL Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.11% | 23.05% | 7.20% | 11.19% | 12.35% | 13.87% | 10.84% | 13.00% |
| Sharpe Ratio | 1.44 | 1.67 | 0.62 | 0.61 | 0.94 | 0.72 | 0.84 | 0.68 |
| Max Drawdown | -9.03% | -9.03% | -19.43% | -28.23% | -19.43% | -34.06% | -19.43% | -34.06% |
| % Time Invested | 99.6% | 100.0% | 91.6% | 100.0% | 94.9% | 100.0% | 94.6% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.4 | 0.0 | 2.6 | 0.0 | 3.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-10-02 | Open | Open | 34% | $195.14 | $205.76 | 5.44% | Mark-to-Market |
| 2025-07-17 | Open | Open | 33% | $182.03 | $205.76 | 13.04% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33% | $165.06 | $205.76 | 24.66% | Mark-to-Market |
| 2025-05-15 | 2025-10-02 | Interest | 34% | $1.00 | $1.02 | 1.62% | Interest Income |
| 2025-05-06 | 2025-07-17 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2025-04-30 | 2025-05-15 | Completed | 34% | $165.06 | $174.29 | 5.59% | Signal |
| 2025-05-01 | 2025-05-06 | Completed | 33% | $168.94 | $168.55 | -0.23% | Signal |
| 2025-03-13 | 2025-05-01 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-07 | 2025-04-07 | Completed | 33% | $131.93 | $149.30 | 13.16% | Stop |
| 2023-04-06 | 2025-04-07 | Completed | 34% | $119.18 | $149.30 | 25.27% | Stop |
| 2023-12-22 | 2025-03-13 | Completed | 33% | $143.40 | $168.74 | 17.67% | Signal |
| 2023-11-28 | 2023-12-22 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-01-18 | 2023-11-28 | Completed | 33% | $115.18 | $136.78 | 18.76% | Signal |
| 2023-07-21 | 2023-11-07 | Interest | 33% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2023-07-19 | 2023-07-21 | Completed | 33% | $134.89 | $134.54 | -0.26% | Signal |
| 2022-10-25 | 2023-07-19 | Interest | 33% | $1.00 | $1.03 | 2.65% | Interest Income |
| 2022-05-04 | 2023-04-06 | Interest | 34% | $1.00 | $1.03 | 3.16% | Interest Income |
| 2022-02-25 | 2023-01-18 | Interest | 33% | $1.00 | $1.03 | 2.81% | Interest Income |
| 2022-10-18 | 2022-10-25 | Completed | 33% | $104.62 | $105.61 | 0.95% | Signal |
| 2022-09-26 | 2022-10-18 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-07 | 2022-09-26 | Completed | 33% | $116.11 | $102.23 | -11.95% | Stop |
| 2022-05-13 | 2022-06-07 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-21 | 2022-05-13 | Completed | 33% | $125.99 | $113.04 | -10.28% | Stop |
| 2022-02-16 | 2022-05-04 | Completed | 34% | $124.76 | $119.33 | -4.35% | Signal |
| 2022-02-25 | 2022-03-21 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-02-16 | 2022-02-25 | Completed | 33% | $124.76 | $121.20 | -2.85% | Signal |
| 2020-04-01 | 2022-02-25 | Completed | 33% | $72.55 | $121.20 | 67.05% | Stop |
| 2022-01-25 | 2022-02-16 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-01-25 | 2022-02-16 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-09-11 | 2022-01-25 | Completed | 34% | $96.44 | $123.75 | 28.32% | Stop |
| 2020-06-25 | 2022-01-25 | Completed | 33% | $87.95 | $123.75 | 40.71% | Stop |
| 2020-08-13 | 2020-09-11 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-08-11 | 2020-08-13 | Completed | 34% | $96.94 | $96.77 | -0.17% | Signal |
| 2020-06-30 | 2020-08-11 | Interest | 34% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2020-06-30 | Completed | 34% | $67.56 | $87.88 | 30.09% | Signal |
| 2020-04-08 | 2020-06-25 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-03-24 | 2020-04-08 | Completed | 33% | $67.56 | $78.73 | 16.54% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-15 | 2020-03-10 | Completed | 33% | $71.58 | $82.02 | 14.58% | Stop |
| 2019-06-13 | 2020-03-02 | Completed | 34% | $82.42 | $85.97 | 4.30% | Stop |
| 2019-03-27 | 2020-03-02 | Completed | 33% | $79.95 | $85.97 | 7.53% | Stop |
| 2019-04-10 | 2019-06-13 | Interest | 34% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-04-08 | 2019-04-10 | Completed | 34% | $81.93 | $81.93 | -0.00% | Signal |
| 2019-01-29 | 2019-04-08 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2018-12-07 | 2019-03-27 | Interest | 33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2019-01-11 | 2019-01-29 | Completed | 34% | $71.68 | $73.30 | 2.26% | Signal |
| 2018-12-20 | 2019-01-15 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2018-12-20 | Completed | 33% | $53.12 | $68.84 | 29.57% | Stop |
| 2016-04-01 | 2018-12-18 | Completed | 34% | $56.09 | $70.87 | 26.37% | Stop |
| 2018-07-23 | 2018-12-07 | Completed | 33% | $77.07 | $74.42 | -3.44% | Signal |
| 2018-05-09 | 2018-07-23 | Interest | 33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2016-12-30 | 2018-05-09 | Completed | 33% | $60.68 | $74.18 | 22.25% | Signal |
| 2016-12-07 | 2016-12-30 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-04-29 | 2016-12-07 | Completed | 33% | $56.42 | $59.27 | 5.05% | Signal |
| 2016-03-01 | 2016-04-29 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2015-11-17 | 2016-04-01 | Interest | 34% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2015-12-23 | 2016-03-01 | Completed | 33% | $55.79 | $53.67 | -3.79% | Signal |
| 2015-12-01 | 2015-12-23 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-11-25 | 2015-12-01 | Completed | 33% | $56.67 | $56.66 | -0.02% | Signal |
| 2015-08-25 | 2015-11-25 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2015-09-17 | 2015-11-17 | Completed | 34% | $53.12 | $55.58 | 4.62% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-07-14 | 2015-08-25 | Completed | 33% | $55.03 | $50.73 | -7.81% | Stop |
| 2015-07-14 | 2015-08-25 | Completed | 34% | $55.03 | $50.73 | -7.81% | Stop |
| 2015-07-14 | 2015-08-25 | Completed | 33% | $55.03 | $50.73 | -7.81% | Stop |
| 2015-07-10 | 2015-07-14 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-07-10 | 2015-07-14 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-07-10 | 2015-07-14 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
