LeaderShares AlphaFactor US Core Equity ETF

LeaderShares AlphaFactor US Core Equity ETF (LSAF)

Description

The investment seeks to track the performance of the AlphaFactor U.S. Core Equity Index. The LSAF ETF contains 99 constituents. It is focused on blend holdings in the North America region.

Price $27.98 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	5.05%
Expense ratio	0.75%
Average spread	0.429%
1Y roundtrip cost	1.179%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-5.4%	-0.8%	-0.9%	-5.6%	2.6%	-12.2%	8.6%	-2.1%	-8.1%	4.2%			-19.7%
2021	-0.4%	3.2%	6.1%	4.0%	1.3%	-0.3%	1.7%	2.6%	-5.9%	5.1%	-1.9%	9.5%	25.2%
2020	-2.7%	-8.9%	-20.3%	15.3%	5.5%	1.7%	5.4%	4.7%	-3.3%	-1.3%	12.0%	3.7%	11.8%
2019	8.9%	4.8%	-1.1%	4.5%	-8.1%	8.2%	1.7%	-3.0%	2.4%	2.0%	4.2%	1.9%	26.4%
2018											0.8%	-9.0%	-8.2%
	0.4%	-1.8%	-16.2%	18.2%	1.2%	-2.5%	17.5%	2.2%	-14.8%	10.1%	15.1%	6.2%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.05			0.07			0.07				0.19
2021			0.02			0.03			0.02			1.23	1.29
2020			0.04			0.05			0.03			0.03	0.15
2019			0.05			0.04			0.04			0.06	0.19
2018												0.04	0.04
	0.00	0.00	0.16	0.00	0.00	0.18	0.00	0.00	0.16	0.00	0.00	1.36

Sectors and Top Holdings

Security	% Assets
U.S. Dollar	1.53%
Acuity Brands, Inc.	1.12%
Old Dominion Freight Line, Inc.	1.12%
CSX Corporation	1.12%
Norfolk Southern Corporation	1.10%
State Street Corporation	1.09%
Ameriprise Financial, Inc.	1.08%
KLA Corporation	1.07%
Lowe\'s Companies, Inc.	1.07%
Equitable Holdings, Inc.	1.07%
Carlisle Companies Incorporated	1.07%
Bank of New York Mellon Corporation	1.07%
Evercore Inc Class A	1.06%
Target Corporation	1.06%
HP Inc.	1.06%
Top 15 Weights	16.69%

Compare with similar ETFs

	LSAF	JHMI	JPUS	KOKU	ONEO	QDYN
Product name	LeaderShares AlphaFactor US Core Equity ETF	John Hancock Multifactor Industrials ETF	JPMorgan Diversified Return U.S. Equity ETF	Xtrackers MSCI Kokusai Equity ETF	SPDR Russell 1000 Momentum Focus ETF	FlexShares Quality Dividend Dynamic Index Fund
Issuer	LeaderShares	John Hancock	JPMorgan	Xtrackers	SPDR	FlexShares
Price	$27.9814	$43.8574	$87.68	$65.6427	$85.438	$51.92
Expense Ratio	0.75%	0.4%	0.18%	0.09%	0.2%	0.37%
Average Spread	0.429%	0.205%	0.057%	0.396%	0.094%	0.058%
AUM	$101,840,000	$13,504,500	$611,443,000	$509,156,000	$264,841,000	$18,224,700
Shares	3,639,566	307,918	6,973,569	7,756,477	3,099,800	351,015
Average Daily Volume	25,109	3,696	11,090	340	2,570	457
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2018-10-02	2016-03-28	2015-09-29	2020-04-08	2015-12-02	2012-12-14
Index Tracked	AlphaFactor U.S. Core Equity Index	John Hancock Dimensional Industrials Index	JP Morgan Diversified Factor US Equity Index	MSCI Kokusai Index	Russell 1000 Momentum Focused Factor Index	Northern Trust Quality Dividend Dynamic (TR)
Category	All Cap Equities	Industrials Equities	Large Cap Blend Equities	Large Cap Growth Equities	All Cap Equities	All Cap Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large Caps	Large/Mid Caps	Large/Mid Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	U.S.	U.S.	U.S.	Broad	U.S.	U.S.
Annual Dividend Rate	$1.413	$0.518	$1.563	$1.633	$1.424	$1.271
Annual Dividend Yield	0.050%	0.012%	0.018%	0.025%	0.017%	0.024%
Number of Holdings	99	142	358	1248	891	126
YTD Return	-19.48%	-21.13%	-16.55%	-23.46%	-18.61%	-19.34%
Beta	1.08	1.09	0.92	0.95	1.00	0.99
Upside Beta	0.73	0.73	0.57	0.50	0.59	0.20
Downside Beta	0.57	0.15	-0.05	-0.18	-0.01	-0.26
Volatility 1Y	25.01%	22.95%	19.36%	22.00%	22.75%	21.35%
Sharpe Ratio 3Y	0.27	0.32	0.42	0.00	0.36	0.48
Treynor Ratio 3Y	0.00	0.01	0.01	0.00	0.01	0.01

Securities Database