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Leadershares Alphafactor Tactical Focused ETF (LSA...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Oct 27, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Style

Growth

Expense Ratio

LSAT has a high expense ratio of 0.99%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Leadershares Alphafactor Tactical Focused ETF (LSAT) returned -2.13% year-to-date (YTD) and 4.16% over the past 12 months.


LSAT

YTD

-2.13%

1M

7.65%

6M

-5.47%

1Y

4.16%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of LSAT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.85%-1.41%-1.66%-4.25%2.50%-2.13%
20240.61%3.66%7.94%-5.69%3.95%0.63%4.09%2.87%1.83%-2.35%6.72%-6.37%18.16%
20238.99%-2.28%-3.34%1.04%-3.93%8.13%6.80%-1.99%-4.18%-3.15%1.76%6.39%13.64%
2022-2.82%-0.10%-0.19%-6.24%3.41%-11.67%7.48%1.14%0.23%2.25%-2.46%-3.49%-12.99%
2021-0.25%4.66%6.01%3.92%2.42%-0.24%1.54%2.74%-5.36%2.66%0.02%5.03%25.10%
2020-2.20%15.71%6.47%20.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LSAT is 46, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LSAT is 4646
Overall Rank
The Sharpe Ratio Rank of LSAT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LSAT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of LSAT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of LSAT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of LSAT is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Leadershares Alphafactor Tactical Focused ETF (LSAT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Leadershares Alphafactor Tactical Focused ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.26
  • All Time: 0.73

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Leadershares Alphafactor Tactical Focused ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Leadershares Alphafactor Tactical Focused ETF provided a 1.33% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.53$0.53$0.64$0.11$1.23$0.09

Dividend yield

1.33%1.31%1.85%0.36%3.44%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for Leadershares Alphafactor Tactical Focused ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$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$0.53$0.53
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2020$0.09$0.09

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 Leadershares Alphafactor Tactical Focused 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 Tactical Focused ETF was 20.48%, occurring on Jul 14, 2022. Recovery took 407 trading sessions.

The current Leadershares Alphafactor Tactical Focused ETF drawdown is 8.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.48%Jan 12, 2022126Jul 14, 2022407Feb 27, 2024533
-18.25%Nov 26, 202490Apr 8, 2025
-6.52%Apr 1, 202413Apr 17, 202461Jul 16, 202474
-6.23%Sep 3, 202119Sep 30, 202126Nov 5, 202145
-5.33%Jun 9, 20218Jun 18, 202131Aug 3, 202139

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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