USIG
ISHARES BROAD USD INVESTMENT GRADE CORPORATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
USIG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.16% | 5.16% | 1.65% | 0.81% | 0.36% | 2.67% | 1.69% | 4.13% |
| Sharpe Ratio | 1.19 | 1.19 | 0.43 | 0.12 | 0.08 | 0.39 | 0.38 | 0.64 |
| Max Drawdown | -2.79% | -2.79% | -10.21% | -21.45% | -19.16% | -21.45% | -19.16% | -21.45% |
| % Time Invested | 100.0% | 100.0% | 51.0% | 100.0% | 60.4% | 100.0% | 65.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.7 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-08-29 | Open | Open | 100% | $48.12 | $51.18 | 6.36% | Mark-to-Market |
| 2024-08-07 | 2024-08-29 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $47.82 | $47.49 | -0.70% | Signal |
| 2022-03-15 | 2024-08-05 | Interest | 100% | $1.00 | $1.09 | 9.27% | Interest Income |
| 2020-04-13 | 2022-03-15 | Completed | 100% | $47.17 | $46.10 | -2.27% | Signal |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-09 | 2020-03-19 | Completed | 100% | $45.57 | $40.50 | -11.12% | Stop |
| 2019-03-15 | 2019-08-09 | Interest | 100% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2019-03-13 | 2019-03-15 | Completed | 100% | $42.14 | $42.20 | 0.13% | Signal |
| 2019-01-29 | 2019-03-13 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2019-01-25 | 2019-01-29 | Completed | 100% | $41.35 | $41.38 | 0.07% | Signal |
| 2018-12-20 | 2019-01-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2018-12-12 | 2018-12-20 | Completed | 100% | $40.49 | $40.80 | 0.78% | Signal |
| 2018-06-11 | 2018-12-12 | Interest | 100% | $1.00 | $1.02 | 1.51% | Interest Income |
| 2016-08-24 | 2018-06-11 | Completed | 100% | $40.90 | $40.33 | -1.38% | Signal |
| 2016-01-25 | 2016-08-24 | Interest | 100% | $1.00 | $1.01 | 1.01% | Interest Income |
| 2014-10-23 | 2016-01-25 | Completed | 100% | $37.65 | $37.37 | -0.74% | Signal |
| 2014-04-02 | 2014-10-23 | Interest | 100% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2014-03-31 | 2014-04-02 | Completed | 100% | $36.13 | $36.05 | -0.24% | Signal |
| 2014-03-06 | 2014-03-31 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2014-03-04 | 2014-03-06 | Completed | 100% | $36.20 | $36.04 | -0.45% | Signal |
| 2013-12-02 | 2014-03-04 | Interest | 100% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2009-11-04 | 2013-12-02 | Completed | 100% | $28.35 | $35.14 | 23.94% | Signal |
| 2009-01-02 | 2009-11-04 | Interest | 100% | $1.00 | $1.03 | 2.69% | Interest Income |
Return Distribution Analysis
