iShares J.P. Morgan USD Emerging Markets Bond (EMB) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to EMB's monthly backtests ]
Fixed profit target:               -or-  
Expectancy: -4.44%.   Win rate: 50.0%.   Sharpe Ratio: -2.703.   Maximum drawdown: 30.49% on 20 October 2022.
Mean CAGR: 17.55%. Time in market: 4992 days.   Hypothetical return: $1000 would be worth $832.93 on 14 December 2023.
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 Emerging Market Bonds

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 12 signal(s) occurring before 25 February 2024 for a 5% profit target: (50.0% * 5.51%) + (8.33% * 1.26%) - (41.67% * 17.52%) = -4.44%.
Wins: 6 Breakevens: 1 Losses: 5

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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
20 January 2026 $ 95.76 schedule schedule schedule schedule schedule
04 April 2025 $ 88.98 select_check_box select_check_box select_check_box schedule schedule
18 December 2024 $ 89.98 select_check_box select_check_box select_check_box select_check_box select_check_box
01 November 2024 $ 90.49 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2023 $ 83.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
16 August 2023 $ 84.42 select_check_box select_check_box select_check_box select_check_box select_check_box
18 May 2023 $ 83.92 select_check_box select_check_box select_check_box select_check_box select_check_box
21 February 2023 $ 84.39 select_check_box select_check_box select_check_box select_check_box select_check_box
26 September 2022 $ 80.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 July 2022 $ 83.54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
10 June 2022 $ 87.70 select_check_box select_check_box select_check_box select_check_box select_check_box
14 April 2022 $ 94.08 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 February 2022 $ 103.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 January 2022 $ 106.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 November 2021 $ 107.77 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 September 2021 $ 111.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares J.P. Morgan USD Emerging Markets Bond (exchange: XNAS symbol: EMB) was last updated 04 Mar 2026 07:22. Data for this ETF is available from 04 Jan 2021 - 03 Mar 2026.