LeaderShares AlphaFactor US Core Equity ETF (LSAF)
LSAF is a passive ETF by Redwood Investment Management tracking the investment results of the AlphaFactor US Core Equity Index. LSAF launched on Oct 2, 2018 and has a 0.75% expense ratio.
ETF Info
US90214Q7741
90214Q774
Oct 2, 2018
North America (U.S.)
1x
AlphaFactor US Core Equity Index
Multi-Cap
Blend
Expense Ratio
LSAF features an expense ratio of 0.75%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LeaderShares AlphaFactor US Core Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
LeaderShares AlphaFactor US Core Equity ETF had a return of 5.22% year-to-date (YTD) and 18.93% in the last 12 months.
LSAF
5.22%
0.29%
10.27%
18.93%
10.77%
N/A
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of LSAF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.29% | 5.22% | |||||||||||
| 2024 | 1.38% | 6.03% | 5.74% | -6.24% | 3.88% | -0.96% | 4.63% | 1.82% | 2.81% | -1.29% | 8.17% | -7.91% | 18.09% |
| 2023 | 7.39% | -1.93% | -4.00% | 0.02% | -4.79% | 9.65% | 3.99% | -0.98% | -3.30% | -3.37% | 7.46% | 5.80% | 15.48% |
| 2022 | -5.40% | -0.85% | -0.90% | -5.56% | 2.56% | -12.18% | 8.64% | -2.11% | -8.08% | 12.44% | 6.26% | -5.91% | -13.12% |
| 2021 | -0.42% | 3.17% | 6.04% | 4.06% | 1.25% | -0.26% | 1.75% | 2.64% | -5.86% | 5.14% | -1.86% | 9.52% | 27.20% |
| 2020 | -2.76% | -8.88% | -20.28% | 15.28% | 5.49% | 1.70% | 5.37% | 4.69% | -3.26% | -1.30% | 12.02% | 3.74% | 6.92% |
| 2019 | 8.93% | 4.79% | -1.11% | 4.52% | -8.12% | 8.23% | 1.70% | -3.02% | 2.37% | 2.05% | 4.18% | 1.93% | 28.36% |
| 2018 | -7.88% | 0.79% | -8.95% | -15.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LSAF is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for LeaderShares AlphaFactor US Core Equity ETF (LSAF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
LeaderShares AlphaFactor US Core Equity ETF provided a 0.40% dividend yield over the last twelve months, with an annual payout of $0.17 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.17 | $0.17 | $0.29 | $0.29 | $1.29 | $0.15 | $0.19 | $0.04 |
Dividend yield | 0.40% | 0.42% | 0.84% | 0.96% | 3.69% | 0.53% | 0.71% | 0.20% |
Monthly Dividends
The table displays the monthly dividend distributions for LeaderShares AlphaFactor US Core Equity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.29 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $1.23 | $1.29 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.15 |
| 2019 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.19 |
| 2018 | $0.04 | $0.04 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the LeaderShares AlphaFactor US Core Equity 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 LeaderShares AlphaFactor US Core Equity ETF was 41.68%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current LeaderShares AlphaFactor US Core Equity ETF drawdown is 3.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.68% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -24.94% | Jan 5, 2022 | 182 | Sep 26, 2022 | 331 | Jan 22, 2024 | 513 |
| -20.74% | Oct 4, 2018 | 55 | Dec 24, 2018 | 129 | Jul 1, 2019 | 184 |
| -8.21% | Nov 27, 2024 | 16 | Dec 19, 2024 | — | — | — |
| -7.65% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current LeaderShares AlphaFactor US Core Equity ETF volatility is 2.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.