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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LHA Market State Tactical Beta 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
LHA Market State Tactical Beta ETF (MSTB) has returned -4.06% so far this year and 19.00% over the past 12 months.
LHA Market State Tactical Beta ETF
- 1D
- 2.06%
- 1M
- -4.32%
- YTD
- -4.06%
- 6M
- -3.31%
- 1Y
- 19.00%
- 3Y*
- 14.50%
- 5Y*
- 6.74%
- 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 Sep 30, 2020, MSTB's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +8.6%, while the worst month was Apr 2022 at -8.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MSTB closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +4.6%, while the worst single day was Dec 17, 2021 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.63% | -0.35% | -4.32% | -4.06% | |||||||||
| 2025 | 2.48% | -1.14% | -5.64% | 5.67% | 4.95% | 3.89% | 1.84% | 1.43% | 3.41% | 2.66% | -1.86% | 0.04% | 18.57% |
| 2024 | 1.75% | 5.15% | 2.97% | -5.17% | 4.22% | 3.91% | 1.59% | 2.21% | 0.95% | -1.38% | 4.34% | -2.64% | 18.82% |
| 2023 | 5.24% | -2.63% | 2.74% | 0.21% | 0.10% | 4.97% | 3.01% | -2.42% | -4.58% | -3.04% | 8.56% | 4.49% | 16.94% |
| 2022 | -6.14% | -3.11% | 3.44% | -8.47% | -1.80% | -8.47% | 7.38% | -3.40% | -6.76% | 5.77% | 4.38% | -6.47% | -22.72% |
| 2021 | 0.86% | 2.71% | 2.44% | 5.32% | -0.56% | 2.03% | 1.73% | 2.95% | -5.73% | 5.71% | -0.72% | 3.74% | 21.89% |
Benchmark Metrics
LHA Market State Tactical Beta ETF has an annualized alpha of 0.25%, beta of 0.71, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.
- This ETF participated in 91.87% of S&P 500 Index downside but only 79.73% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.25%
- Beta
- 0.71
- R²
- 0.74
- Upside Capture
- 79.73%
- Downside Capture
- 91.87%
Expense Ratio
MSTB has a high expense ratio of 1.40%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MSTB ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for LHA Market State Tactical Beta ETF (MSTB) and compare them to a chosen benchmark (S&P 500 Index).
| MSTB | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 0.90 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.39 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.40 | +0.96 |
Martin ratioReturn relative to average drawdown | 9.27 | 6.61 | +2.66 |
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 MSTB risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
LHA Market State Tactical Beta ETF provided a 0.43% dividend yield over the last twelve months, with an annual payout of $0.16 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.16 | $0.16 | $0.32 | $0.05 | $0.33 | $0.71 | $0.48 |
Dividend yield | 0.43% | 0.41% | 0.95% | 0.16% | 1.34% | 2.20% | 1.78% |
Monthly Dividends
The table displays the monthly dividend distributions for LHA Market State Tactical Beta 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 | $0.16 | $0.16 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.71 |
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 LHA Market State Tactical Beta 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 LHA Market State Tactical Beta ETF was 25.64%, occurring on Oct 14, 2022. Recovery took 416 trading sessions.
The current LHA Market State Tactical Beta ETF drawdown is 6.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.64% | Jan 4, 2022 | 197 | Oct 14, 2022 | 416 | Jun 12, 2024 | 613 |
| -10.81% | Jan 24, 2025 | 51 | Apr 7, 2025 | 24 | May 12, 2025 | 75 |
| -8.31% | Oct 30, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -6.18% | Sep 3, 2021 | 27 | Oct 12, 2021 | 16 | Nov 3, 2021 | 43 |
| -5.8% | Nov 19, 2021 | 20 | Dec 17, 2021 | 4 | Dec 23, 2021 | 24 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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