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 | 2.67% | 1.01% | -1.16% | -3.71% | 1.47% | -0.68% | 2.61% | 1.79% |
| Sharpe Ratio | 0.41 | 0.12 | -0.16 | -0.30 | 0.19 | -0.06 | 0.32 | 0.17 |
| Max Drawdown | -4.96% | -5.33% | -13.93% | -35.41% | -17.24% | -41.14% | -17.24% | -41.14% |
| % Time Invested | 71.8% | 100.0% | 48.3% | 100.0% | 55.3% | 100.0% | 62.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-11 | Open | Open | 100% | $98.35 | $99.78 | 1.45% | Mark-to-Market |
| 2024-12-30 | 2025-08-11 | Interest | 100% | $1.00 | $1.03 | 2.63% | Interest Income |
| 2024-01-25 | 2024-12-30 | Completed | 100% | $95.17 | $94.66 | -0.54% | Signal |
| 2023-08-03 | 2024-01-25 | Interest | 100% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2023-04-25 | 2023-08-03 | Completed | 100% | $101.28 | $93.26 | -7.91% | Signal |
| 2023-03-31 | 2023-04-25 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-27 | 2023-03-31 | Completed | 100% | $99.96 | $100.02 | 0.06% | Signal |
| 2022-02-08 | 2023-03-27 | Interest | 100% | $1.00 | $1.04 | 3.60% | Interest Income |
| 2021-08-19 | 2022-02-08 | Completed | 100% | $129.29 | $120.12 | -7.09% | Signal |
| 2020-11-18 | 2021-08-19 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2019-01-02 | 2020-11-18 | Completed | 100% | $106.94 | $135.05 | 26.29% | Signal |
| 2018-11-23 | 2019-01-02 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 100% | $102.27 | $102.50 | 0.23% | Signal |
| 2018-09-20 | 2018-11-20 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2018-09-06 | 2018-09-20 | Completed | 100% | $103.69 | $101.77 | -1.85% | Signal |
| 2018-01-24 | 2018-09-06 | Interest | 100% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2017-06-14 | 2018-01-24 | Completed | 100% | $107.00 | $104.31 | -2.52% | Signal |
| 2016-11-18 | 2017-06-14 | Interest | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2015-10-09 | 2016-11-18 | Completed | 100% | $102.43 | $103.54 | 1.09% | Signal |
| 2015-09-17 | 2015-10-09 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-09-15 | 2015-09-17 | Completed | 100% | $101.20 | $100.32 | -0.87% | Signal |
| 2015-07-01 | 2015-09-15 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2014-03-06 | 2015-07-01 | Completed | 100% | $90.81 | $98.61 | 8.58% | Signal |
| 2013-06-19 | 2014-03-06 | Interest | 100% | $1.00 | $1.02 | 1.93% | Interest Income |
| 2013-05-13 | 2013-06-19 | Completed | 100% | $95.06 | $92.75 | -2.43% | Signal |
| 2013-02-01 | 2013-05-13 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2011-06-13 | 2013-02-01 | Completed | 100% | $79.57 | $93.92 | 18.04% | Signal |
| 2011-01-14 | 2011-06-13 | Interest | 100% | $1.00 | $1.01 | 1.35% | Interest Income |
| 2009-10-16 | 2011-01-14 | Completed | 100% | $70.82 | $75.74 | 6.95% | Signal |
| 2009-06-16 | 2009-10-16 | Interest | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2009-01-06 | 2009-06-16 | Completed | 100% | $73.07 | $67.42 | -7.72% | Signal |
| 2009-01-02 | 2009-01-06 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
