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 | 24.68% | 23.05% | 2.72% | 11.19% | 10.38% | 13.87% | 9.34% | 13.00% |
| Sharpe Ratio | 1.76 | 1.67 | 0.19 | 0.61 | 0.68 | 0.72 | 0.61 | 0.68 |
| Max Drawdown | -9.03% | -9.03% | -35.31% | -28.23% | -35.31% | -34.06% | -35.31% | -34.06% |
| % Time Invested | 99.6% | 100.0% | 74.8% | 100.0% | 86.1% | 100.0% | 86.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.7 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | Open | Open | 100% | $165.06 | $205.76 | 24.66% | Mark-to-Market |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-03 | 2025-04-07 | Completed | 100% | $131.40 | $149.30 | 13.62% | Stop |
| 2023-07-21 | 2023-11-03 | Interest | 100% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2023-07-19 | 2023-07-21 | Completed | 100% | $134.89 | $134.54 | -0.26% | Signal |
| 2022-10-28 | 2023-07-19 | Interest | 100% | $1.00 | $1.03 | 2.60% | Interest Income |
| 2022-10-18 | 2022-10-28 | Completed | 100% | $104.62 | $106.59 | 1.88% | Signal |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-06 | 2022-09-26 | Completed | 100% | $118.22 | $102.23 | -13.53% | Stop |
| 2022-05-12 | 2022-06-06 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-21 | 2022-05-12 | Completed | 100% | $125.99 | $110.38 | -12.39% | Stop |
| 2022-02-25 | 2022-03-21 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-04-01 | 2022-02-25 | Completed | 100% | $72.55 | $121.20 | 67.05% | Stop |
| 2020-03-10 | 2020-04-01 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-15 | 2020-03-10 | Completed | 100% | $71.58 | $82.02 | 14.58% | Stop |
| 2018-12-20 | 2019-01-15 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2018-12-20 | Completed | 100% | $53.12 | $68.84 | 29.57% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-07-14 | 2015-08-25 | Completed | 100% | $55.03 | $50.73 | -7.81% | Stop |
| 2015-07-10 | 2015-07-14 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
