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 | 12.76% | 23.05% | 8.64% | 11.19% | 10.70% | 13.87% | 8.08% | 13.00% |
| Sharpe Ratio | 1.08 | 1.67 | 0.67 | 0.61 | 0.80 | 0.72 | 0.61 | 0.68 |
| Max Drawdown | -9.03% | -9.03% | -19.35% | -28.23% | -19.35% | -34.06% | -20.44% | -34.06% |
| % Time Invested | 81.7% | 100.0% | 77.1% | 100.0% | 82.5% | 100.0% | 79.8% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.4 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-10 | Open | Open | 100% | $183.47 | $205.76 | 12.15% | Mark-to-Market |
| 2025-05-06 | 2025-07-10 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2025-05-01 | 2025-05-06 | Completed | 100% | $168.94 | $168.55 | -0.23% | Signal |
| 2025-04-07 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-01-23 | 2025-04-07 | Completed | 100% | $114.86 | $149.30 | 29.98% | Stop |
| 2022-02-25 | 2023-01-23 | Interest | 100% | $1.00 | $1.03 | 2.85% | Interest Income |
| 2020-07-06 | 2022-02-25 | Completed | 100% | $91.37 | $121.20 | 32.65% | Stop |
| 2020-03-10 | 2020-07-06 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-03-25 | 2020-03-10 | Completed | 100% | $79.10 | $82.02 | 3.68% | Stop |
| 2018-12-11 | 2019-03-25 | Interest | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-12 | 2018-12-11 | Completed | 100% | $56.20 | $73.93 | 31.55% | Signal |
| 2016-02-04 | 2016-04-12 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2015-11-25 | 2016-02-04 | Completed | 100% | $56.67 | $52.35 | -7.62% | Signal |
| 2015-09-22 | 2015-11-25 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2015-09-17 | 2015-09-22 | Completed | 100% | $53.12 | $51.81 | -2.47% | Signal |
| 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
