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F/m Emerald Life Sciences Innovation ETF (LFSC)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Oct 30, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in F/m Emerald Life Sciences Innovation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

F/m Emerald Life Sciences Innovation ETF (LFSC) has returned -4.45% so far this year and 55.83% over the past 12 months.


F/m Emerald Life Sciences Innovation ETF

1D
6.16%
1M
-3.82%
YTD
-4.45%
6M
17.66%
1Y
55.83%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 31, 2024, LFSC's average daily return is +0.11%, while the average monthly return is +2.32%. At this rate, your investment would double in approximately 2.5 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2025 with a return of +15.3%, while the worst month was Dec 2024 at -11.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, LFSC closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.66%2.07%-3.82%-4.45%
202511.94%-6.19%-8.59%2.53%-0.40%7.38%-1.60%15.05%6.69%10.54%15.33%-3.42%56.54%
20245.95%-11.30%-6.02%

Benchmark Metrics

F/m Emerald Life Sciences Innovation ETF has an annualized alpha of 18.10%, beta of 1.08, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since November 01, 2024.

  • This ETF captured 265.09% of S&P 500 Index gains and 161.39% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.41 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
18.10%
Beta
1.08
0.41
Upside Capture
265.09%
Downside Capture
161.39%

Expense Ratio

LFSC has an expense ratio of 0.54%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LFSC ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LFSC Risk / Return Rank: 8686
Overall Rank
LFSC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 9090
Sortino Ratio Rank
LFSC Omega Ratio Rank: 8282
Omega Ratio Rank
LFSC Calmar Ratio Rank: 9191
Calmar Ratio Rank
LFSC Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for F/m Emerald Life Sciences Innovation ETF (LFSC) and compare them to a chosen benchmark (S&P 500 Index).


LFSCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.90

+1.03

Sortino ratio

Return per unit of downside risk

2.65

1.39

+1.26

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

3.20

1.40

+1.80

Martin ratio

Return relative to average drawdown

8.96

6.61

+2.35

Explore LFSC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


F/m Emerald Life Sciences Innovation ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the F/m Emerald Life Sciences Innovation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the F/m Emerald Life Sciences Innovation ETF was 29.74%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.

The current F/m Emerald Life Sciences Innovation ETF drawdown is 11.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.74%Nov 12, 2024100Apr 8, 202594Aug 22, 2025194
-16.25%Dec 11, 202574Mar 30, 2026
-4.92%Sep 10, 20255Sep 16, 20252Sep 18, 20257
-4.73%Nov 3, 20254Nov 6, 20252Nov 10, 20256
-4.35%Nov 13, 20251Nov 13, 20256Nov 21, 20257

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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