TLH
ISHARES 10-20 YEAR TREASURY BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
TLH Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 6.07% | 1.01% | 4.79% | -3.71% | 3.46% | -0.68% | 3.25% | 1.79% |
| Sharpe Ratio | 1.33 | 0.12 | 1.50 | -0.30 | 0.53 | -0.06 | 0.42 | 0.17 |
| Max Drawdown | -2.73% | -5.33% | -3.01% | -35.41% | -15.86% | -41.14% | -15.86% | -41.14% |
| % Time Invested | 22.2% | 100.0% | 10.0% | 100.0% | 33.7% | 100.0% | 52.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-18 | Open | Interest | 100% | $1.00 | $1.00 | 2.89% | Mark-to-Market |
| 2025-05-28 | 2025-08-18 | Completed | 100% | $94.90 | $97.50 | 2.74% | Signal |
| 2024-08-07 | 2025-05-28 | Interest | 100% | $1.00 | $1.03 | 3.37% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $102.90 | $99.79 | -3.03% | Signal |
| 2021-08-04 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 10.33% | Interest Income |
| 2021-03-22 | 2021-08-04 | Completed | 100% | $118.20 | $130.26 | 10.20% | Signal |
| 2021-02-26 | 2021-03-22 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-08-01 | 2021-02-26 | Completed | 100% | $116.50 | $121.63 | 4.40% | Stop |
| 2019-06-05 | 2019-08-01 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 100% | $114.75 | $114.37 | -0.32% | Signal |
| 2018-11-23 | 2019-06-03 | Interest | 100% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 100% | $102.27 | $102.50 | 0.23% | Signal |
| 2017-06-29 | 2018-11-20 | Interest | 100% | $1.00 | $1.04 | 3.78% | Interest Income |
| 2014-12-18 | 2017-06-29 | Completed | 100% | $99.89 | $105.77 | 5.88% | Signal |
| 2013-08-30 | 2014-12-18 | Interest | 100% | $1.00 | $1.03 | 3.40% | Interest Income |
| 2010-07-23 | 2013-08-30 | Completed | 100% | $77.33 | $88.62 | 14.60% | Signal |
| 2010-04-20 | 2010-07-23 | Interest | 100% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2009-01-06 | 2010-04-20 | Completed | 100% | $73.07 | $70.73 | -3.19% | Signal |
| 2009-01-02 | 2009-01-06 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
