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Our Signals – Performance Statistics
TLT | US TREASURY BONDS, LONG TERM MATURITY
| Our Total Return (since January 29th, 2003) |
250.46% |
Average Number of Trades Per Year | 3.89 | |
| Average Gain of Positive Trades | 4.30% | |||
| Compound Annual Return (not including 2012) |
27.83% |
Average Loss of Negative Trades | -0.57% | |
| Highest Gain in a Trade | 24.90% | |||
| Highest Loss in a Trade | -1.43% |
Our Results versus Buy & Hold
Since January 29th, 2003| Our Total Rate of Return (reinvesting the gains) (including 2012 YTD) | 250.46% |
| Our Average Annualized Rate of Return (not including 2012) | 27.83% |
| Buy & Hold Total Rate of Return (including 2012 YTD) | 32.92% |
| Buy & Hold Average Annualized Rate of Return (not including 2012) | 4.23% |
$1,000 Investment Traded
Since January 29th, 2003 |
$1,000 Investment Traded
Since January 29th, 2003 |
|
Year |
Value of Initial $1,000 Investment Using Our Signals |
Value of Initial $1,000 Investment Using Buy & Hold Strategy |
| 2003 | $1,121.23 | $961.40 |
| 2004 | $1,259.92 | $1,008.19 |
| 2005 | $1,428.58 | $1,046.34 |
| 2006 | $1,494.82 | $1,015.82 |
| 2007 | $1,659.97 | $1,074.69 |
| 2008 | $2,320.58 | $1,324.71 |
| 2009 | $2,547.45 | $1,023.45 |
| 2010 | $3,117.91 | $1,071.61 |
| 2011 | $3,504.58 | $1,380.50 |
| 2012 | $3,504.58 (YTD) | $1,329.15 (YTD) |
- Buy & Hold strategy calculation assumes 11.3856 shares of TLT were purchased at $87.83, for $1,000 on January 29th, 2003, which was the date of our initial trade for this ETF.
- 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.
- Buy & Hold YTD value is based on 11.3856 shares at TLT's most recent closing price of $116.74.
- 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 January 29th, 2003 (on 11.3856 shares) and not included above are $443.47.
- Results employ no leveraging, nor do they include distributions, broker fees, or tax implications.
Trade by Trade Summary
TLT | US TREASURY BONDS, LONG TERM MATURITY
| Entry | Exit | Gain (Loss) | |||||
|---|---|---|---|---|---|---|---|
| Entry Date | Entry Price | Exit Date | Exit Price | Dividend | $ | % | |
| Jan-29-03 | 87.83 | Mar-12-03 | 89.95 | $0.65 | $2.77 | 3.15% | |
| May-05-03 | 88.32 | May-27-03 | 94.42 | N/A | $6.10 | 6.91% | |
| Sep-17-03 | 84.73 | Oct-03-03 | 86.03 | N/A | $1.30 | 1.53% | |
| Dec-24-03 | 86.38 | Dec-29-03 | 86.50 | N/A | $0.12 | 0.14% | |
| Jan-20-04 | 87.51 | Jan-23-04 | 87.43 | N/A | $-0.08 | -0.09% | |
| Feb-23-04 | 87.40 | Mar-25-04 | 90.70 | $0.36 | $3.66 | 4.18% | |
| Jun-29-04 | 82.42 | Jul-20-04 | 84.77 | $0.34 | $2.69 | 3.26% | |
| Aug-05-04 | 84.89 | Sep-02-04 | 87.35 | N/A | $2.46 | 2.90% | |
| Sep-09-04 | 87.23 | Sep-29-04 | 88.63 | N/A | $1.40 | 1.60% | |
| Jan-12-05 | 88.89 | Feb-11-05 | 92.45 | $0.34 | $3.90 | 4.39% | |
| May-09-05 | 91.02 | Jun-07-05 | 96.45 | $0.35 | $5.78 | 6.35% | |
| Jun-17-05 | 94.12 | Jul-01-05 | 96.02 | N/A | $1.90 | 2.02% | |
| Dec-16-05 | 90.84 | Dec-30-05 | 90.94 | N/A | $0.10 | 0.11% | |
| Jul-20-06 | 84.98 | Aug-10-06 | 85.60 | $0.34 | $0.96 | 1.13% | |
| Aug-17-06 | 86.78 | Aug-30-06 | 87.81 | N/A | $1.03 | 1.19% | |
| Nov-08-06 | 89.25 | Dec-01-06 | 91.26 | N/A | $2.01 | 2.25% | |
| Jul-24-07 | 86.02 | Sep-13-07 | 89.58 | $0.70 | $4.26 | 4.96% | |
| Nov-01-07 | 89.98 | Nov-28-07 | 94.81 | $0.39 | $5.22 | 5.81% | |
| Jan-11-08 | 93.53 | Jan-24-08 | 94.95 | N/A | $1.42 | 1.52% | |
| Mar-28-08 | 95.10 | Apr-01-08 | 94.80 | N/A | $-0.30 | -0.32% | |
| Jul-03-08 | 91.72 | Jul-11-08 | 92.20 | N/A | $0.48 | 0.52% | |
| Aug-13-08 | 92.31 | Sep-17-08 | 98.90 | $0.34 | $6.93 | 7.51% | |
| Oct-01-09 | 96.05 | Oct-07-08 | 98.30 | N/A | $2.25 | 2.34% | |
| Nov-19-08 | 97.49 | Dec-29-08 | 121.41 | $0.36 | $24.28 | 24.90% | |
| Jul-07-09 | 93.63 | Jul-14-09 | 94.75 | N/A | $1.12 | 1.20% | |
| Aug-24-09 | 93.50 | Sep-02-09 | 96.47 | N/A | $2.97 | 3.18% | |
| Sep-16-09 | 95.35 | Oct-02-09 | 100.25 | N/A | $4.90 | 5.14% | |
| Feb-10-10 | 91.33 | Feb-10-10 | 90.95 | N/A | $-0.38 | -0.42% | |
| Apr-29-10 | 90.87 | May-07-10 | 95.86 | $0.32 | $5.31 | 5.84% | |
| May-12-10 | 93.15 | May-24-10 | 98.72 | N/A | $5.57 | 5.98% | |
| Jun-11-10 | 97.11 | Jul-02-10 | 101.10 | N/A | $3.99 | 4.11% | |
| Jul-15-10 | 99.75 | Jul-23-10 | 99.97 | N/A | $0.22 | 0.22% | |
| Aug-11-10 | 100.33 | Sep-01-10 | 106.89 | N/A | $6.56 | 6.54% | |
| Sep-30-10 | 105.40 | Oct-12-10 | 103.89 | N/A | $-1.51 | -1.43% | |
| May-04-11 | 94.31 | Aug-09-11 | 105.01 | $1.00 | $11.70 | 12.40% | |
Fund Overview
TLT | US TREASURY BONDS, LONG TERM MATURITY
Barclays 20+ Year Treasury Bond Fund
This Barclay Treasury Bond ETF seeks to approximate the total rate of return of the long-term sector of the United States Treasury market as defined by the Barclay Capital U.S. 20+ Year Treasury Bond Index
The Index is market capitalization weighted and includes all of the securities that meet the Index criteria. The index includes all publicly issued, U.S. Treasury securities that have a remaining maturity greater than 20 years, are non-convertible, are denominated in U.S. dollars and rated investment grade
Total holdings: 14
Management Expense ratio: 0.15%
Inception date: 7/22/2002
Average daily volume: 5.5 million
For further information please refer to: www.ishares.com
