- ISIN
- US26922B5434
- Issuer
- Little Harbor Advisors
- Inception Date
- Jun 8, 2023
- Category
- Multisector Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $32M
Share Price Chart
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Performance
RMIF Performance Chart
LHA Risk-Managed Income ETF (RMIF) is down 0.8% since the beginning of the year. RMIF is currently trading at $24 per share.
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Returns By Period
LHA Risk-Managed Income ETF (RMIF) has returned -0.77% so far this year and 2.72% over the past 12 months.
LHA Risk-Managed Income ETF
- 1D
- -0.09%
- 1M
- 0.33%
- YTD
- -0.77%
- 6M
- -0.62%
- 1Y
- 2.72%
- 3Y*
- 4.86%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
RMIF Monthly Returns History
Based on dividend-adjusted daily data since Jun 9, 2023, RMIF's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.
Historically, 76% of months were positive and 24% were negative. The best month was Dec 2023 with a return of +1.6%, while the worst month was Mar 2026 at -1.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 2 months.
On a daily basis, RMIF closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +0.6%, while the worst single day was Apr 4, 2025 at -1.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.04% | -0.27% | -1.27% | 0.56% | 0.21% | -0.04% | -0.77% | ||||||
| 2025 | 0.75% | 0.23% | -0.85% | -0.71% | 0.97% | 0.96% | 0.32% | 0.91% | 0.60% | 0.21% | 0.44% | 0.46% | 4.36% |
| 2024 | 0.05% | 0.77% | 0.79% | -0.25% | 0.93% | 0.20% | 1.09% | 0.95% | 0.91% | 0.18% | 1.24% | -0.06% | 7.00% |
| 2023 | 0.68% | 0.55% | 0.78% | -0.09% | -0.34% | 0.88% | 1.58% | 4.09% |
Benchmark Metrics
LHA Risk-Managed Income ETF has an annualized alpha of 2.48%, beta of 0.12, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since June 09, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (15.61%) than losses (7.65%) - typical of diversified or defensive assets.
- Beta of 0.12 may look defensive, but with R2 of 0.49 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.48%
- Beta
- 0.12
- R²
- 0.49
- Upside Capture
- 15.61%
- Downside Capture
- 7.65%
Expense Ratio
RMIF has a high expense ratio of 1.38%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RMIF ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for LHA Risk-Managed Income ETF (RMIF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RMIF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.46 | -1.30 |
| Martin ratioReturn relative to average drawdown | 3.02 | 10.92 | -7.90 |
Dividends
Dividend History
LHA Risk-Managed Income ETF provided a 5.29% dividend yield over the last twelve months, with an annual payout of $1.28 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.28 | $1.41 | $1.66 | $0.93 |
Dividend yield | 5.29% | 5.70% | 6.61% | 3.70% |
Monthly Dividends
The table displays the monthly dividend distributions for LHA Risk-Managed Income 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 | $0.11 | $0.10 | $0.07 | $0.09 | $0.00 | $0.37 | ||||||
| 2025 | $0.04 | $0.13 | $0.10 | $0.16 | $0.08 | $0.06 | $0.15 | $0.11 | $0.12 | $0.12 | $0.13 | $0.23 | $1.41 |
| 2024 | $0.05 | $0.14 | $0.14 | $0.14 | $0.14 | $0.11 | $0.16 | $0.15 | $0.12 | $0.17 | $0.14 | $0.21 | $1.66 |
| 2023 | $0.16 | $0.13 | $0.14 | $0.16 | $0.13 | $0.21 | $0.93 |
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 Risk-Managed Income 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 Risk-Managed Income ETF was 3.01%, occurring on Apr 4, 2025. Recovery took 56 trading sessions.
The current LHA Risk-Managed Income ETF drawdown is 1.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -3.01%Apr 2025 | 1mo 6d | 2mo 23d | 3mo 29dFeb 2025 - Jun 2025 |
2026 pullback2026 | -2.37%Mar 2026 | 2mo 3d | — | 5mo 2dJan 2026 - now |
2024 pullback2024 | -1.33%Aug 2024 | 13d | 10d | 23dJul 2024 - Aug 2024 |
2023 pullback2023 | -1.14%Oct 2023 | 15d | 1mo 26d | 2mo 11dSep 2023 - Nov 2023 |
2025 pullback2025 | -1.00%Oct 2025 | 17d | 14d | 1mo 1dSep 2025 - Oct 2025 |
Drawdown Indicators
| RMIF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.01% | -56.78% | +53.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.37% | -9.10% | +6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -3.01% | -18.90% | +15.89% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.23% | -3.21% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -0.40% | -10.71% | +10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 2.04% | -1.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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