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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Leadershares Alphafactor Tactical Focused 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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Returns By Period
Leadershares Alphafactor Tactical Focused ETF (LSAT) has returned 1.40% so far this year and 0.13% over the past 12 months.
Leadershares Alphafactor Tactical Focused ETF
- 1D
- 1.77%
- 1M
- -1.78%
- YTD
- 1.40%
- 6M
- -2.97%
- 1Y
- 0.13%
- 3Y*
- 9.21%
- 5Y*
- 5.57%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Oct 27, 2020, LSAT's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +15.7%, while the worst month was Jun 2022 at -11.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, LSAT closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 3, 2025 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.59% | 2.63% | -1.78% | 1.40% | |||||||||
| 2025 | 2.85% | -1.41% | -1.66% | -4.25% | 3.16% | -0.04% | 0.62% | 5.14% | -1.21% | -3.44% | 1.10% | -1.99% | -1.54% |
| 2024 | 0.61% | 3.66% | 7.94% | -5.69% | 3.95% | 0.64% | 4.09% | 2.87% | 1.84% | -2.35% | 6.72% | -6.37% | 18.16% |
| 2023 | 8.99% | -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% | -11.68% | 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% | -5.37% | 2.66% | 0.02% | 5.03% | 25.10% |
Benchmark Metrics
Leadershares Alphafactor Tactical Focused ETF has an annualized alpha of 2.10%, beta of 0.72, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since October 28, 2020.
- This ETF participated in 78.15% of S&P 500 Index downside but only 75.19% of its upside — more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.10% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.10%
- Beta
- 0.72
- R²
- 0.52
- Upside Capture
- 75.19%
- Downside Capture
- 78.15%
Expense Ratio
LSAT has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
LSAT ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Leadershares Alphafactor Tactical Focused ETF (LSAT) and compare them to a chosen benchmark (S&P 500 Index).
| LSAT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.90 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.13 | 1.39 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 1.40 | -1.33 |
Martin ratioReturn relative to average drawdown | 0.21 | 6.61 | -6.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore LSAT risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Leadershares Alphafactor Tactical Focused ETF provided a 1.87% dividend yield over the last twelve months, with an annual payout of $0.74 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.74 | $0.52 | $0.64 | $0.11 | $1.22 | $0.09 |
Dividend yield | 1.87% | 1.90% | 1.31% | 1.85% | 0.36% | 3.44% | 0.30% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $0.74 | $0.74 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 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 | $1.22 | $1.22 |
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 6.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.48% | Jan 12, 2022 | 126 | Jul 14, 2022 | 407 | Feb 27, 2024 | 533 |
| -18.25% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -6.52% | Apr 1, 2024 | 13 | Apr 17, 2024 | 61 | Jul 16, 2024 | 74 |
| -6.23% | Sep 3, 2021 | 19 | Sep 30, 2021 | 26 | Nov 5, 2021 | 45 |
| -5.33% | Jun 9, 2021 | 8 | Jun 18, 2021 | 31 | Aug 3, 2021 | 39 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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