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% | 7.73% | 7.15% | 8.85% | 9.92% | 8.97% | 10.49% |
| Sharpe Ratio | 0.42 | 0.42 | 0.76 | 0.56 | 0.81 | 0.65 | 0.82 | 0.72 |
| Max Drawdown | -6.46% | -6.46% | -11.30% | -17.93% | -14.00% | -33.10% | -14.00% | -33.10% |
| % Time Invested | 100.0% | 100.0% | 84.0% | 100.0% | 85.7% | 100.0% | 86.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.5 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2022-12-30 | Open | Open | 100% | $68.33 | $93.88 | 37.39% | Mark-to-Market |
| 2022-03-15 | 2022-12-30 | Interest | 100% | $1.00 | $1.03 | 2.56% | Interest Income |
| 2020-08-18 | 2022-03-15 | Completed | 100% | $58.66 | $68.45 | 16.68% | Signal |
| 2020-07-27 | 2020-08-18 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-23 | 2020-07-27 | Completed | 100% | $57.78 | $57.23 | -0.96% | Signal |
| 2020-06-05 | 2020-07-23 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-06-03 | 2020-06-05 | Completed | 100% | $56.38 | $56.95 | 1.01% | Signal |
| 2020-03-10 | 2020-06-03 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-03-05 | 2020-03-10 | Completed | 100% | $50.67 | $55.90 | 10.34% | Stop |
| 2019-01-29 | 2019-03-05 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2017-01-13 | 2019-01-29 | Completed | 100% | $38.51 | $47.96 | 24.55% | Signal |
| 2016-12-05 | 2017-01-13 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2015-11-20 | 2016-12-05 | Completed | 100% | $34.64 | $37.37 | 7.88% | Signal |
| 2015-09-29 | 2015-11-20 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2015-09-17 | 2015-09-29 | Completed | 100% | $33.11 | $32.21 | -2.73% | Signal |
| 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
