Our Signals – Performance Statistics

TIP | US GOVERNMENT TREASURY BOND

Our Total Return
(since February 5th, 2004)
75.01%		   Average Number of Trades Per Year 2.00   
  Average Gain of Positive Trades 4.57%
Compound Annual Return
(not including 2012)
9.38%		   Average Loss of Negative Trades -0.50%
  Highest Gain in a Trade 10.25%
      Highest Loss in a Trade -0.76%

Our Results versus Buy & Hold

Since February 5th, 2004
Our Total Rate of Return (reinvesting the gains) (including 2012 YTD) 75.01%
Our Average Annualized Rate of Return (not including 2012) 9.38%
   
Buy & Hold Total Rate of Return (including 2012 YTD) 15.15%
Buy & Hold Average Annualized Rate of Return (not including 2012) 1.62%

 

 

$1,000 Investment Traded
using ETF Trade Advisor signals

Since February 5th, 2004

$1,000 Investment Traded
using Buy & Hold Strategy

Since February 5th, 2004

Year

 Value of Initial $1,000 Investment
Using Our Signals		 Value of Initial $1,000 Investment
Using Buy & Hold Strategy
2004 $1,041.15 $1,024.49
2005 $1,129.50 $994.38
2006 $1,156.61 $958.75
2007 $1,317.06 $1,035.73
2008 $1,470.08 $942.87
2009 $1,602.52 $1,006.00
2010 $1,587.32 $1,041.05
2011 $1,750.08 $1,129.84
2012 $1,750.08 (YTD) $1,151.53 (YTD)

 

  1. Buy & Hold strategy calculation assumes 9.6824 shares of TIP were purchased at $103.28, for $1,000 on February 5th, 2004, which was the date of our initial trade for this ETF.
  2. Rates of Return and "Value of $1,000 Inital Investment" are calculated based on gains and losses of all trades completed within that calendar year.
  3. Buy & Hold YTD value is based on 9.6824 shares at TIP's most recent closing price of $118.93.
  4. Buy & Hold return is calculated assuming all dividend distributions as cash, i.e. dividends are not reinvested in our calculations. For reference, total dividends paid since February 5th, 2004 (on 9.6824 shares) and not included above are $352.21.
  5. Results employ no leveraging, nor do they include distributions, broker fees, or tax implications.

Trade by Trade Summary

TIP | US GOVERNMENT TREASURY BOND

Entry   Exit   Gain (Loss)
Entry Date Entry Price   Exit Date Exit Price Dividend $     %    
Feb-05-04 103.28   Mar-26-04 106.75 N/A $3.47 3.36%
Jul-01-04 101.72   Jul-13-04 102.05 $0.41 $0.74 0.73%
Aug-04-04 102.02   Feb-10-05 106.93 $1.61 $6.52 6.39%
Apr-13-05 105.72   Jun-09-05 106.77 $1.03 $2.08 1.97%
Jul-20-06 99.65   Aug-31-06 101.48 $0.56 $2.39 2.40%
Feb-16-07 99.23   Mar-28-07 101.52 $0.28 $2.57 2.59%
Jul-19-07 98.74   Jul-30-07 100.44 N/A $1.70 1.72%
Aug-09-07 99.63   Nov-27-07 107.54 $1.18 $9.09 9.12%
Dec-19-07 105.60   Mar-13-08 112.05 $1.61 $8.06 7.63%
Jul-02-08 107.60   Jul-17-08 107.00 N/A $-0.60 -0.56%
Dec-11-08 96.68   Dec-29-08 100.83 N/A $4.15 4.29%
Jan-07-09 97.92   Feb-25-09 98.90 N/A $0.98 1.00%
Aug-07-09 99.77   Dec-01-09 106.37 $1.31 $7.91 7.93%
Jan-19-10 104.93   Feb-10-10 104.49 $0.24 $-0.20 -0.19%
Mar-18-10 104.60   Mar-24-10 103.80 N/A $-0.80 -0.76%
Mar-03-11 107.97   Aug-09-11 115.48 $3.56 $11.07 10.25%

Fund Overview

TIP | US GOVERNMENT TREASURY BOND

The iShares Barclays Treasury Inflation Protected Securities ETF Bond Fund seeks results that correspond generally to the price and yield performance, of the inflation-protected sector of the United States Treasury market as defined by the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index.

Volatility: Very Low

Total net asset: $19.53 Billion

Total holdings: 29 Treasury Bonds

Expense ratio: 0.20%

Inception date: 12/04/2003

Daily volume: 1.2 million (average)

Yield average: 2.39%

Distribution: Monthly

For further information please refer to: www.ishares.com

 

 

 

 

See Trade by Trade Entry & Exit Points