TIP
iShares TIPS Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
TIP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.77% | 3.77% | 3.07% | 1.19% | 3.08% | 2.57% | 3.14% | 3.42% |
| Sharpe Ratio | 1.03 | 1.03 | 0.79 | 0.19 | 0.68 | 0.44 | 0.64 | 0.54 |
| Max Drawdown | -1.98% | -1.98% | -5.00% | -14.51% | -11.20% | -14.51% | -12.82% | -14.51% |
| % Time Invested | 100.0% | 100.0% | 67.4% | 100.0% | 73.4% | 100.0% | 73.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2024-01-09 | Open | Open | 100% | $100.74 | $111.39 | 10.58% | Mark-to-Market |
| 2023-08-18 | 2024-01-09 | Interest | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2023-05-03 | 2023-08-18 | Completed | 100% | $101.15 | $97.81 | -3.30% | Signal |
| 2023-04-11 | 2023-05-03 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-06 | 2023-04-11 | Completed | 100% | $101.93 | $101.43 | -0.50% | Signal |
| 2022-02-24 | 2023-04-06 | Interest | 100% | $1.00 | $1.04 | 3.62% | Interest Income |
| 2021-05-20 | 2022-02-24 | Completed | 100% | $105.44 | $109.04 | 3.42% | Signal |
| 2021-04-28 | 2021-05-20 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-02-22 | 2021-04-28 | Completed | 100% | $88.86 | $104.91 | 18.07% | Signal |
| 2018-12-12 | 2019-02-22 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2018-12-10 | 2018-12-12 | Completed | 100% | $87.68 | $87.12 | -0.64% | Signal |
| 2018-10-30 | 2018-12-10 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2018-07-02 | 2018-10-30 | Completed | 100% | $88.95 | $87.04 | -2.14% | Signal |
| 2018-03-05 | 2018-07-02 | Interest | 100% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2017-05-19 | 2018-03-05 | Completed | 100% | $87.64 | $87.58 | -0.07% | Signal |
| 2016-12-22 | 2017-05-19 | Interest | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2016-03-10 | 2016-12-22 | Completed | 100% | $84.66 | $85.36 | 0.82% | Signal |
| 2015-06-18 | 2016-03-10 | Interest | 100% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2015-04-28 | 2015-06-18 | Completed | 100% | $85.98 | $84.06 | -2.24% | Signal |
| 2015-03-31 | 2015-04-28 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-03-27 | 2015-03-31 | Completed | 100% | $85.29 | $84.87 | -0.48% | Signal |
| 2014-12-24 | 2015-03-27 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2014-03-14 | 2014-12-24 | Completed | 100% | $83.33 | $83.43 | 0.11% | Signal |
| 2013-05-29 | 2014-03-14 | Interest | 100% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2013-04-18 | 2013-05-29 | Completed | 100% | $88.94 | $85.79 | -3.54% | Signal |
| 2013-03-26 | 2013-04-18 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2011-03-11 | 2013-03-26 | Completed | 100% | $75.00 | $88.09 | 17.45% | Signal |
| 2011-02-16 | 2011-03-11 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-04-16 | 2011-02-16 | Completed | 100% | $65.48 | $72.35 | 10.49% | Signal |
| 2008-12-09 | 2009-04-16 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2008-12-05 | 2008-12-09 | Completed | 100% | $62.73 | $61.51 | -1.93% | Signal |
| 2008-10-13 | 2008-12-05 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2006-08-14 | 2008-10-13 | Completed | 100% | $56.90 | $60.85 | 6.94% | Stop |
| 2006-04-07 | 2006-08-14 | Interest | 100% | $1.00 | $1.02 | 1.74% | Interest Income |
| 2005-11-30 | 2006-04-07 | Completed | 100% | $56.01 | $55.10 | -1.64% | Signal |
| 2005-11-28 | 2005-11-30 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
