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
| ISIN | US90214Q7741 |
|---|---|
| CUSIP | 90214Q774 |
| Issuer | Redwood Investment Management |
| Inception Date | Oct 2, 2018 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Index Tracked | AlphaFactor US Core Equity Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
LSAF has a high expense ratio of 0.75%, indicating higher-than-average management fees.
Share Price Chart
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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 9.40% year-to-date (YTD) and 27.19% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.40% | 8.76% |
| 1 month | -2.23% | -0.32% |
| 6 months | 20.21% | 18.48% |
| 1 year | 27.19% | 25.36% |
| 5 years (annualized) | 10.81% | 12.60% |
| 10 years (annualized) | N/A | 10.71% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.39% | 6.01% | 5.75% | -6.25% | ||||||||
| 2023 | -3.37% | 7.46% | 5.80% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of LSAF is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
LSAF (LeaderShares AlphaFactor US Core Equity ETF)
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 granted a 0.77% dividend yield in the last twelve months. The annual payout for that period amounted to $0.29 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.29 | $1.29 | $0.15 | $0.19 | $0.04 |
Dividend yield | 0.77% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 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 |
| 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 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $1.23 |
| 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 |
| 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 |
| 2018 | $0.04 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 3.76%.
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 |
| -7.43% | Jul 29, 2019 | 13 | Aug 14, 2019 | 51 | Oct 25, 2019 | 64 |
| -7% | Apr 1, 2024 | 14 | Apr 18, 2024 | — | — | — |
Volatility
Volatility Chart
The current LeaderShares AlphaFactor US Core Equity ETF volatility is 3.99%, 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.