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% | 1.99% | 0.81% | 0.92% | 2.67% | 2.93% | 4.13% |
| Sharpe Ratio | 1.19 | 1.19 | 0.42 | 0.12 | 0.19 | 0.39 | 0.58 | 0.64 |
| Max Drawdown | -2.79% | -2.79% | -4.93% | -21.45% | -20.49% | -21.45% | -20.49% | -21.45% |
| % Time Invested | 100.0% | 100.0% | 69.7% | 100.0% | 70.2% | 100.0% | 75.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.9 | 0.0 | 0.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-12-26 | Open | Open | 100% | $46.07 | $51.18 | 11.09% | Mark-to-Market |
| 2023-09-13 | 2023-12-26 | Interest | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2023-01-26 | 2023-09-13 | Completed | 100% | $44.36 | $43.42 | -2.12% | Signal |
| 2022-01-19 | 2023-01-26 | Interest | 100% | $1.00 | $1.03 | 3.09% | Interest Income |
| 2021-07-14 | 2022-01-19 | Completed | 100% | $50.49 | $48.94 | -3.07% | Signal |
| 2021-03-19 | 2021-07-14 | Interest | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2020-06-18 | 2021-03-19 | Completed | 100% | $48.59 | $48.26 | -0.68% | Signal |
| 2020-05-27 | 2020-06-18 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-05-21 | 2020-05-27 | Completed | 100% | $47.51 | $47.58 | 0.15% | Signal |
| 2020-04-22 | 2020-05-21 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-13 | 2020-04-22 | Completed | 100% | $47.17 | $46.87 | -0.65% | Signal |
| 2020-03-19 | 2020-04-13 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-25 | 2020-03-19 | Completed | 100% | $41.35 | $40.50 | -2.06% | Stop |
| 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 |
| 2018-11-05 | 2018-12-12 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2018-09-19 | 2018-11-05 | Completed | 100% | $40.67 | $40.19 | -1.19% | Signal |
| 2018-03-02 | 2018-09-19 | Interest | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2017-05-15 | 2018-03-02 | Completed | 100% | $40.42 | $40.63 | 0.52% | Signal |
| 2016-12-16 | 2017-05-15 | Interest | 100% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2016-03-10 | 2016-12-16 | Completed | 100% | $38.10 | $38.98 | 2.31% | Signal |
| 2015-06-25 | 2016-03-10 | Interest | 100% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2014-01-22 | 2015-06-25 | Completed | 100% | $35.53 | $37.27 | 4.90% | Signal |
| 2013-10-28 | 2014-01-22 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2013-10-24 | 2013-10-28 | Completed | 100% | $35.41 | $35.30 | -0.32% | Signal |
| 2013-06-26 | 2013-10-24 | Interest | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2009-02-04 | 2013-06-26 | Completed | 100% | $25.43 | $34.30 | 34.89% | Signal |
| 2009-01-02 | 2009-02-04 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
Return Distribution Analysis
