- ISIN
- US66538R7301
- CUSIP
- 66538R730
- Inception Date
- Oct 10, 2019
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- HCM Defender 500 Index
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $585M
Share Price Chart
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Performance
LGH Performance Chart
HCM Defender 500 Index ETF (LGH) is up 4.8% since the beginning of the year. LGH is currently trading at $65 per share. Investors who bought $1,000 worth of LGH shares 5 years ago would now be looking at an investment worth $1,706.
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Returns By Period
HCM Defender 500 Index ETF (LGH) has returned 4.82% so far this year and 26.30% over the past 12 months.
HCM Defender 500 Index ETF
- 1D
- -0.92%
- 1M
- 7.14%
- YTD
- 4.82%
- 6M
- 4.52%
- 1Y
- 26.30%
- 3Y*
- 20.78%
- 5Y*
- 11.27%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
LGH Monthly Returns History
Based on dividend-adjusted daily data since Oct 10, 2019, LGH's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Apr 2022 at -11.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LGH closed higher 55% of trading days. The best single day was Mar 18, 2020 with a return of +6.1%, while the worst single day was Mar 16, 2020 at -10.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.19% | -1.83% | -7.47% | 6.69% | 7.24% | -0.32% | 4.82% | ||||||
| 2025 | 1.73% | -2.25% | -6.74% | -1.93% | 7.33% | 7.10% | 3.16% | 2.37% | 5.05% | 3.63% | -0.36% | -0.24% | 19.47% |
| 2024 | 1.33% | 7.08% | 4.21% | -5.53% | 6.85% | 5.30% | 0.86% | -0.69% | 2.48% | -1.36% | 7.95% | -3.33% | 27.00% |
| 2023 | 5.28% | -2.48% | 2.54% | 1.91% | 1.23% | 8.67% | 4.19% | -2.29% | -6.74% | -3.92% | 9.03% | 5.80% | 24.19% |
| 2022 | -10.00% | -1.92% | 1.96% | -11.23% | -0.48% | -5.52% | 0.52% | -1.23% | -3.67% | 2.98% | 3.42% | -5.09% | -27.37% |
| 2021 | -1.12% | 3.10% | 5.81% | 7.57% | 0.55% | 3.71% | 3.18% | 4.31% | -6.92% | 10.09% | -0.73% | 5.63% | 39.92% |
Benchmark Metrics
HCM Defender 500 Index ETF has an annualized alpha of 3.62%, beta of 0.80, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since October 11, 2019.
- This ETF captured 109.25% of S&P 500 Index gains and 108.08% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 3.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.62%
- Beta
- 0.80
- R²
- 0.67
- Upside Capture
- 109.25%
- Downside Capture
- 108.08%
Expense Ratio
LGH has a high expense ratio of 1.23%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
LGH ranks 48 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) and compare them to S&P 500 Index.
| LGH | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.93 | -0.59 |
| Martin ratioReturn relative to average drawdown | 7.55 | 13.52 | -5.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
HCM Defender 500 Index ETF provided a 0.37% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.24 | $0.21 | $0.26 | $0.20 | $0.06 | $0.08 | $0.00 |
Dividend yield | 0.37% | 0.38% | 0.40% | 0.63% | 0.61% | 0.14% | 0.23% | 0.01% |
Monthly Dividends
The table displays the monthly dividend distributions for HCM Defender 500 Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
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 HCM Defender 500 Index 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 HCM Defender 500 Index ETF was 29.60%, occurring on Mar 16, 2020. Recovery took 114 trading sessions.
The current HCM Defender 500 Index ETF drawdown is 0.92%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.60%Mar 2020 | 25d | 5mo 13d | 6mo 8dFeb 2020 - Aug 2020 |
Bear market2022 | -29.38%Oct 2022 | 9mo 16d | 1y 5mo | 2y 2moDec 2021 - Mar 2024 |
2025 selloff2025 | -18.42%Apr 2025 | 4mo 13d | 2mo 13d | 6mo 26dDec 2024 - Jul 2025 |
2020 correction2020 | -13.53%Sep 2020 | 20d | 1mo 24d | 2mo 14dSep 2020 - Nov 2020 |
2024 correction2024 | -12.50%Aug 2024 | 19d | 3mo 3d | 3mo 22dJul 2024 - Nov 2024 |
Drawdown Indicators
| LGH | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.60% | -56.78% | +27.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -9.10% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.42% | -18.90% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -25.43% | -3.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.74% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -10.72% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.97% | +1.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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