iShares MSCI BIC (Brazil, India, China) (BKF) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to BKF's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -4.87%.   Win rate: 61.54%.   Sharpe Ratio: -1.752.   Maximum drawdown: -43.60% on 31 October 2022.
Mean CAGR: 57.72%. Time in market: 4571 days.   Hypothetical return: $1000 would be worth $550.78 on 02 May 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for BIC Countries

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 13 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (61.54% * 8.25%) + (0% * 0%) - (38.46% * 25.86%) = -4.87%.
Wins: 8 Breakevens: 0 Losses: 5

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
02 March 2026   MEDIUM   smart_toy0.677  factory0.299   50 Day Low $ 42.84 schedule schedule schedule schedule schedule
21 November 2025   MEDIUM   smart_toy0.528  factory0.311   50 Day Low $ 43.82 schedule schedule schedule schedule schedule
07 April 2025   MEDIUM   smart_toy0.877  factory0.673   FIRE SALE 50 Day Low $ 35.54 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
17 December 2024   MEDIUM   smart_toy0.486  factory0.231   50 Day Low $ 37.23 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 July 2024   MEDIUM   smart_toy0.207  factory0.199   50 Day Low $ 35.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
17 January 2024   MEDIUM   smart_toy0.542  factory0.362   50 Day Low $ 32.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 September 2023   MEDIUM   smart_toy0.285  factory0.455   50 Day Low $ 33.36 select_check_box select_check_box select_check_box select_check_box select_check_box
18 August 2023   MEDIUM   smart_toy0.294  factory0.35   50 Day Low $ 33.43 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2023   MEDIUM   smart_toy0.747  factory0.219   50 Day Low $ 32.72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
24 February 2023   MEDIUM   smart_toy0.233  factory0.448   50 Day Low $ 33.81 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2022   MEDIUM   smart_toy0.892  factory0.686   FIRE SALE 50 Day Low $ 31.31 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
06 September 2022   MEDIUM   smart_toy0.401  factory0.667   50 Day Low $ 34.86 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
01 March 2022   MEDIUM   smart_toy0.344  factory0.299   50 Day Low $ 40.34 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 January 2022   LOW   smart_toy0.634  factory0.269   50 Day Low $ 43.20 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021   LOW   smart_toy0.339  factory0.258   50 Day Low $ 46.70 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 July 2021   LOW   smart_toy0.889  factory0.168   50 Day Low $ 49.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 May 2021   LOW   smart_toy0.187  factory0.145   50 Day Low $ 51.01 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
24 March 2021   LOW   smart_toy0.399  factory0.245   50 Day Low $ 51.98 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares MSCI BIC (Brazil, India, China) (exchange: ARCX symbol: BKF) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.