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 | 3.81% | 3.81% | 4.17% | 7.15% | 10.28% | 9.92% | 10.73% | 10.49% |
| Sharpe Ratio | 0.42 | 0.42 | 0.37 | 0.56 | 0.82 | 0.65 | 0.87 | 0.72 |
| Max Drawdown | -6.46% | -6.46% | -21.44% | -17.93% | -21.44% | -33.10% | -21.44% | -33.10% |
| % Time Invested | 100.0% | 100.0% | 75.0% | 100.0% | 86.9% | 100.0% | 89.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-02-05 | Open | Open | 100% | $77.24 | $93.88 | 21.54% | Mark-to-Market |
| 2024-01-05 | 2024-02-05 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-01-03 | 2024-01-05 | Completed | 100% | $75.53 | $75.20 | -0.43% | Signal |
| 2023-07-28 | 2024-01-03 | Interest | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-07-26 | 2023-07-28 | Completed | 100% | $72.31 | $71.98 | -0.45% | Signal |
| 2023-04-05 | 2023-07-26 | Interest | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2023-04-03 | 2023-04-05 | Completed | 100% | $69.04 | $69.24 | 0.29% | Signal |
| 2022-12-09 | 2023-04-03 | Interest | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2022-11-07 | 2022-12-09 | Completed | 100% | $65.93 | $69.81 | 5.88% | Signal |
| 2022-10-14 | 2022-11-07 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-07-08 | 2022-10-14 | Completed | 100% | $66.94 | $63.59 | -5.01% | Stop |
| 2022-06-14 | 2022-07-08 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-04-01 | 2022-06-14 | Completed | 100% | $47.00 | $63.95 | 36.06% | Stop |
| 2020-03-10 | 2020-04-01 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2015-09-17 | 2020-03-10 | Completed | 100% | $33.11 | $55.90 | 68.84% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-10-17 | 2015-08-25 | Completed | 100% | $26.86 | $32.82 | 22.22% | Stop |
| 2013-10-15 | 2013-10-17 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
