TLT
ISHARES 20+ YEAR TREASURY BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
TLT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.22% | -0.68% | 4.00% | -6.10% | 2.09% | -1.36% | 3.19% | 3.37% |
| Sharpe Ratio | 497.05 | -0.07 | 1.23 | -0.40 | 0.25 | -0.09 | 0.29 | 0.23 |
| Max Drawdown | 0.00% | -6.56% | -3.74% | -43.70% | -25.93% | -48.35% | -28.08% | -48.35% |
| % Time Invested | 0.0% | 100.0% | 6.1% | 100.0% | 30.9% | 100.0% | 49.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2024-08-07 | Open | Interest | 100% | $1.00 | $1.00 | 7.38% | Mark-to-Market |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $92.78 | $89.30 | -3.75% | Signal |
| 2021-08-13 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 10.29% | Interest Income |
| 2021-03-11 | 2021-08-13 | Completed | 100% | $117.97 | $125.31 | 6.22% | Signal |
| 2021-02-17 | 2021-03-11 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-04-13 | 2021-02-17 | Completed | 100% | $137.91 | $123.57 | -10.40% | Stop |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-06 | 2020-03-19 | Completed | 100% | $114.17 | $122.83 | 7.58% | Stop |
| 2019-06-05 | 2019-08-06 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-06-03 | 2019-06-05 | Completed | 100% | $108.55 | $107.41 | -1.05% | Signal |
| 2018-12-13 | 2019-06-03 | Interest | 100% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2018-12-11 | 2018-12-13 | Completed | 100% | $96.63 | $96.21 | -0.43% | Signal |
| 2017-11-09 | 2018-12-11 | Interest | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 2017-11-07 | 2017-11-09 | Completed | 100% | $99.63 | $99.35 | -0.29% | Signal |
| 2017-07-18 | 2017-11-07 | Interest | 100% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2016-12-08 | 2017-07-18 | Completed | 100% | $91.86 | $97.39 | 6.02% | Signal |
| 2016-11-15 | 2016-12-08 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-07-02 | 2016-11-15 | Completed | 100% | $86.69 | $94.04 | 8.48% | Stop |
| 2015-06-10 | 2015-07-02 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2014-11-26 | 2015-06-10 | Completed | 100% | $89.14 | $86.20 | -3.30% | Stop |
| 2013-08-22 | 2014-11-26 | Interest | 100% | $1.00 | $1.03 | 3.34% | Interest Income |
| 2013-07-16 | 2013-08-22 | Completed | 100% | $76.22 | $72.20 | -5.27% | Signal |
| 2013-06-21 | 2013-07-16 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2010-12-30 | 2013-06-21 | Completed | 100% | $60.44 | $77.25 | 27.81% | Stop |
| 2010-02-08 | 2010-12-30 | Interest | 100% | $1.00 | $1.03 | 2.82% | Interest Income |
| 2009-06-30 | 2010-02-08 | Completed | 100% | $57.54 | $57.63 | 0.14% | Signal |
| 2009-06-08 | 2009-06-30 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-02-25 | 2009-06-08 | Completed | 100% | $63.53 | $55.23 | -13.06% | Stop |
| 2009-02-02 | 2009-02-25 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2007-09-12 | 2009-02-02 | Completed | 100% | $51.56 | $62.80 | 21.79% | Stop |
| 2006-12-01 | 2007-09-12 | Interest | 100% | $1.00 | $1.04 | 3.64% | Interest Income |
| 2006-11-29 | 2006-12-01 | Completed | 100% | $49.85 | $50.03 | 0.35% | Signal |
| 2006-09-06 | 2006-11-29 | Interest | 100% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2006-08-29 | 2006-09-06 | Completed | 100% | $47.08 | $47.07 | -0.02% | Signal |
| 2006-07-06 | 2006-08-29 | Interest | 100% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2005-01-14 | 2006-07-06 | Completed | 100% | $45.14 | $44.79 | -0.79% | Signal |
| 2004-08-10 | 2005-01-14 | Interest | 100% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2004-08-06 | 2004-08-10 | Completed | 100% | $42.53 | $42.45 | -0.17% | Signal |
| 2004-07-22 | 2004-08-06 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
Return Distribution Analysis
