STIP
ISHARES 0-5 YEAR TIPS BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
STIP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.09% | 4.09% | 4.07% | 3.50% | 3.40% | 3.18% | 2.81% | 2.27% |
| Sharpe Ratio | 2.50 | 2.50 | 1.84 | 1.25 | 1.57 | 1.28 | 1.46 | 0.98 |
| Max Drawdown | -0.84% | -0.84% | -2.64% | -5.50% | -5.29% | -5.50% | -5.29% | -5.50% |
| % Time Invested | 100.0% | 100.0% | 84.2% | 100.0% | 90.8% | 100.0% | 78.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-03-30 | Open | Open | 100% | $89.70 | $104.01 | 15.95% | Mark-to-Market |
| 2022-06-14 | 2023-03-30 | Interest | 100% | $1.00 | $1.03 | 2.76% | Interest Income |
| 2019-01-31 | 2022-06-14 | Completed | 100% | $78.27 | $89.75 | 14.68% | Signal |
| 2018-12-13 | 2019-01-31 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2016-03-21 | 2018-12-13 | Completed | 100% | $75.74 | $77.52 | 2.35% | Signal |
| 2015-08-24 | 2016-03-21 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2015-06-24 | 2015-08-24 | Completed | 100% | $75.37 | $74.89 | -0.64% | Signal |
| 2014-10-21 | 2015-06-24 | Interest | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2014-03-05 | 2014-10-21 | Completed | 100% | $76.16 | $76.09 | -0.09% | Signal |
| 2013-05-24 | 2014-03-05 | Interest | 100% | $1.00 | $1.02 | 2.07% | Interest Income |
| 2012-11-29 | 2013-05-24 | Completed | 100% | $76.99 | $76.49 | -0.64% | Signal |
| 2012-11-27 | 2012-11-29 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
