USMV
ISHARES MSCI USA MIN VOL FACTOR ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
USMV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.87% | 3.81% | 5.44% | 7.15% | 9.57% | 9.92% | 9.90% | 10.49% |
| Sharpe Ratio | 0.36 | 0.42 | 0.62 | 0.56 | 0.93 | 0.65 | 0.96 | 0.72 |
| Max Drawdown | -6.46% | -6.46% | -15.10% | -17.93% | -15.10% | -33.10% | -15.10% | -33.10% |
| % Time Invested | 100.0% | 100.0% | 95.8% | 100.0% | 97.5% | 100.0% | 97.5% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.8 | 0.0 | 2.6 | 0.0 | 2.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-02-20 | Open | Open | 33% | $95.50 | $93.88 | -1.69% | Mark-to-Market |
| 2024-02-12 | Open | Open | 33% | $77.43 | $93.88 | 21.24% | Mark-to-Market |
| 2026-04-09 | Open | Interest | 34% | $1.00 | $1.00 | 0.25% | Mark-to-Market |
| 2025-10-01 | 2026-04-09 | Completed | 34% | $94.02 | $93.84 | -0.19% | Signal |
| 2025-12-24 | 2026-02-20 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2025-07-21 | 2025-12-24 | Completed | 33% | $91.97 | $94.41 | 2.65% | Signal |
| 2025-08-19 | 2025-10-01 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2023-04-28 | 2025-08-19 | Completed | 34% | $69.58 | $92.41 | 32.82% | Signal |
| 2025-06-20 | 2025-07-21 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-06-17 | 2025-06-20 | Completed | 33% | $91.33 | $91.03 | -0.32% | Signal |
| 2025-05-23 | 2025-06-17 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-04-14 | 2025-05-23 | Completed | 33% | $89.45 | $90.56 | 1.23% | Signal |
| 2025-02-18 | 2025-04-14 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2024-01-03 | 2025-02-18 | Completed | 33% | $75.53 | $91.14 | 20.67% | Signal |
| 2024-01-05 | 2024-02-12 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2024-01-03 | 2024-01-05 | Completed | 33% | $75.53 | $75.20 | -0.43% | Signal |
| 2023-10-30 | 2024-01-03 | Interest | 33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2023-07-28 | 2024-01-03 | Interest | 33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-06-14 | 2023-10-30 | Completed | 33% | $69.57 | $67.95 | -2.33% | Signal |
| 2023-07-26 | 2023-07-28 | Completed | 33% | $72.31 | $71.98 | -0.45% | Signal |
| 2023-04-05 | 2023-07-26 | Interest | 33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2023-04-18 | 2023-06-14 | Interest | 33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2023-04-05 | 2023-04-28 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-11 | 2023-04-18 | Completed | 33% | $69.29 | $70.40 | 1.61% | Signal |
| 2023-04-03 | 2023-04-05 | Completed | 34% | $69.04 | $69.24 | 0.29% | Signal |
| 2023-04-03 | 2023-04-05 | Completed | 33% | $69.04 | $69.24 | 0.29% | Signal |
| 2022-11-29 | 2023-04-03 | Interest | 33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2022-05-24 | 2023-04-03 | Interest | 34% | $1.00 | $1.03 | 2.95% | Interest Income |
| 2022-02-25 | 2023-01-11 | Interest | 33% | $1.00 | $1.03 | 2.76% | Interest Income |
| 2022-07-11 | 2022-11-29 | Completed | 33% | $66.68 | $69.29 | 3.92% | Signal |
| 2022-06-15 | 2022-07-11 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-04-01 | 2022-06-15 | Completed | 33% | $47.00 | $63.81 | 35.76% | Stop |
| 2022-03-21 | 2022-05-24 | Completed | 34% | $71.26 | $66.21 | -7.08% | Signal |
| 2022-02-25 | 2022-03-21 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-10-05 | 2022-02-25 | Completed | 34% | $58.55 | $67.71 | 15.65% | Stop |
| 2020-07-08 | 2022-02-25 | Completed | 33% | $55.51 | $67.71 | 21.99% | Stop |
| 2020-07-27 | 2020-10-05 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-07-23 | 2020-07-27 | Completed | 34% | $57.78 | $57.23 | -0.96% | Signal |
| 2020-05-13 | 2020-07-23 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-06-05 | 2020-07-08 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-03 | 2020-06-05 | Completed | 33% | $56.38 | $56.95 | 1.01% | Signal |
| 2020-04-06 | 2020-06-03 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2020-03-24 | 2020-05-13 | Completed | 34% | $43.45 | $52.59 | 21.03% | Signal |
| 2020-03-24 | 2020-04-06 | Completed | 33% | $43.45 | $48.89 | 12.51% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2015-09-17 | 2020-03-10 | Completed | 33% | $33.11 | $55.90 | 68.84% | Stop |
| 2019-03-26 | 2020-03-02 | Completed | 33% | $51.62 | $55.54 | 7.59% | Stop |
| 2019-01-22 | 2020-03-02 | Completed | 34% | $47.88 | $55.54 | 15.99% | Stop |
| 2018-12-26 | 2019-03-26 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2018-12-27 | 2019-01-22 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-03-08 | 2018-12-27 | Completed | 34% | $35.22 | $44.94 | 27.60% | Stop |
| 2018-07-10 | 2018-12-26 | Completed | 33% | $47.16 | $44.04 | -6.63% | Signal |
| 2018-04-26 | 2018-07-10 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2017-02-08 | 2018-04-26 | Completed | 33% | $38.97 | $45.15 | 15.87% | Signal |
| 2016-12-15 | 2017-02-08 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2016-12-13 | 2016-12-15 | Completed | 33% | $38.42 | $38.16 | -0.68% | Signal |
| 2016-11-07 | 2016-12-13 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2015-12-08 | 2016-11-07 | Completed | 33% | $34.52 | $36.96 | 7.07% | Signal |
| 2015-10-28 | 2016-03-08 | Interest | 34% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2015-08-24 | 2015-12-08 | Interest | 33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2015-09-17 | 2015-10-28 | Completed | 34% | $33.11 | $34.66 | 4.69% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-10-17 | 2015-08-25 | Completed | 34% | $26.86 | $32.82 | 22.22% | Stop |
| 2013-10-17 | 2015-08-25 | Completed | 33% | $26.86 | $32.82 | 22.22% | Stop |
| 2015-08-18 | 2015-08-24 | Completed | 33% | $34.88 | $32.08 | -8.04% | Signal |
| 2015-07-14 | 2015-08-18 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2013-10-17 | 2015-07-14 | Completed | 33% | $26.86 | $34.04 | 26.74% | Signal |
| 2013-10-15 | 2013-10-17 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-10-15 | 2013-10-17 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-10-15 | 2013-10-17 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
