LHA MARKET STATE TACTICAL BETA ETF
Symbol: MSTB
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 29/09/2020
Latest date: 03/06/2026
Current price: $43.40
Expense ratio: 1.38%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.88%
Ann. -32.82% (Sharpe / Sortino numerator)
Volatility
12.29%
Sharpe ratio
-2.967
VaR 95%
-1.30%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.00%
Ann. -11.98% (Sharpe / Sortino numerator)
Volatility
11.06%
Sharpe ratio
-1.412
VaR 95%
-1.07%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.70%
Ann. -5.67% (Sharpe / Sortino numerator)
Volatility
11.38%
Sharpe ratio
-0.817
VaR 95%
-1.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.33%
Ann. 19.37% (Sharpe / Sortino numerator)
Volatility
12.21%
Sharpe ratio
1.290
VaR 95%
-1.24%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
40.31%
Ann. 11.78% (Sharpe / Sortino numerator)
Volatility
12.52%
Sharpe ratio
0.651
VaR 95%
-1.34%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
66.54%
Ann. 14.93% (Sharpe / Sortino numerator)
Volatility
11.74%
Sharpe ratio
0.962
VaR 95%
-1.19%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.
Average daily return
0.076%
Best day
2.057%
Worst day
-2.537%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $43.55 | $43.55 | $43.38 | $43.40 | 11,200 |
| 02/06/2026 | $43.60 | $43.70 | $43.60 | $43.66 | 1,800 |
| 01/06/2026 | $43.48 | $43.69 | $43.44 | $43.59 | 8,400 |
| 29/05/2026 | $43.44 | $43.58 | $43.44 | $43.50 | 4,100 |
| 28/05/2026 | $43.47 | $43.51 | $43.41 | $43.42 | 2,600 |
| 27/05/2026 | $43.22 | $43.24 | $43.18 | $43.20 | 1,900 |
| 26/05/2026 | $43.16 | $43.28 | $43.06 | $43.19 | 5,500 |
| 22/05/2026 | $42.95 | $43.09 | $42.83 | $42.93 | 5,300 |
| 21/05/2026 | $42.66 | $42.90 | $42.66 | $42.84 | 13,300 |
| 20/05/2026 | $42.58 | $42.86 | $42.58 | $42.79 | 2,000 |