LHA Market State Tactical Beta ETF (MSTB)
Description
The MSTB ETF contains 499 constituents. It is focused on blend holdings in the North America region.
Price $24.47 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.9% |
| Expense ratio | 1.18% |
| Average spread | 0.327% |
| 1Y roundtrip cost | 1.507% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -6.1% | -3.1% | 3.4% | -8.5% | -1.8% | -8.5% | 7.4% | -3.4% | -6.8% | 1.4% | -25.9% | ||
| 2021 | 0.9% | 2.7% | 2.4% | 5.3% | -0.6% | 2.0% | 1.7% | 2.9% | -5.7% | 5.7% | -0.7% | 3.7% | 20.5% |
| 2020 | -2.5% | 8.2% | 3.8% | 9.4% | |||||||||
| -5.3% | -0.4% | 5.9% | -3.2% | -2.4% | -6.4% | 9.1% | -0.5% | -12.5% | 4.6% | 7.4% | 7.5% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.71 | 0.71 | |||||||||||
| 2020 | 0.48 | 0.48 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.19 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| SPDR S&P 500 ETF Trust | 56.47% |
| First American Funds Inc X Government Obligations Fund | 18.32% |
| First American Funds Inc X Treasury Obligations Fund | 18.32% |
| United States Treasury Bills 0.0% 27-JAN-2022 | 1.55% |
| FUTURES | 1.49% |
| Top 5 Weights | 96.15% |
Compare with similar ETFs
| MSTB | IOO | JUST | RESP | SPTM | TMW | |
|---|---|---|---|---|---|---|
| Product name | LHA Market State Tactical Beta ETF | iShares Global 100 ETF | Goldman Sachs JUST U.S. Large Cap Equity ETF | WisdomTree US Total Earnings ETF | SPDR Portfolio Total Stock Market ETF | SPDR DJ Wilshire Total Market ETF |
| Issuer | Little Harbor Advisors | iShares | Goldman Sachs | WisdomTree | SPDR | N/A |
| Price | $24.4702 | $61.58 | $52.8441 | $39.31 | $45.13 | $45.13 |
| Expense Ratio | 1.18% |  0.4% | 0.2% | 0.28% | 0.03% | 0.2% |
| Average Spread | 0.327% | 0.097% | 0.170% | 0.636% | 0.022% | 0.000% |
| AUM | $225,658,000 | $2,952,240,000 | $219,846,000 | $78,366,200 | $4,597,660,000 | $0 |
| Shares | 9,221,742 | 47,941,564 | 4,160,277 | 1,993,543 | 101,875,991 | 0 |
| Average Daily Volume | 23,169 | 141,319 | 7,053 | 1,960 | 927,980 | 927,992 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2020-09-30 | 2000-12-05 | 2018-06-07 | 2007-02-23 | 2000-10-04 | 2000-10-04 |
| Index Tracked | No Underlying Index | S&P Global 100 Index | JUST U.S. Large Cap Diversified Index | No Underlying Index | S&P Composite 1500 | |
| Category | Large Cap Blend Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | All Cap Equities | All Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large/Mid Caps | Large Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | Broad | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.709 | $1.351 | $0.806 | $0.588 | $0.791 | $0 |
| Annual Dividend Yield | 0.029% | 0.022% | 0.015% | 0.015% | 0.018% | 0.000% |
| Number of Holdings | 499 | 99 | 441 | 298 | 1505 | |
| YTD Return | -24.10% | -20.17% | -21.81% | -22.53% | -21.86% | -22.79% |
| Beta | 0.78 | 1.00 | 0.97 | 0.96 | 1.02 | 0.99 |
| Upside Beta | 0.07 | 0.31 | 0.56 | 0.12 | 0.28 | 0.11 |
| Downside Beta | -0.54 | 0.08 | 0.55 | -0.16 | 0.13 | -0.18 |
| Volatility 1Y | 18.67% | 21.29% | 22.55% | 21.64% | 22.55% | 22.52% |
| Sharpe Ratio 3Y | 0.00 | 0.61 | 0.56 | 0.37 | 0.54 | 0.40 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |