LHA MARKET STATE TACTICAL BETA ETF
Symbol: MSTB
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 29/09/2020
Latest date: 20/07/2026
Current price: $42.54
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
-0.54%
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
3.06%
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
7.49%
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
12.74%
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
29.27%
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
55.00%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.05%
Best day
2.057%
Worst day
-2.537%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $42.77 | $42.83 | $42.53 | $42.54 | 18,700 |
| 17/07/2026 | $42.66 | $42.95 | $42.61 | $42.68 | 3,600 |
| 16/07/2026 | $43.26 | $43.26 | $42.97 | $43.07 | 8,400 |
| 15/07/2026 | $43.20 | $43.36 | $43.14 | $43.27 | 5,500 |
| 14/07/2026 | $43.14 | $43.26 | $43.09 | $43.16 | 5,200 |
| 13/07/2026 | $43.16 | $43.16 | $42.94 | $43.00 | 1,500 |
| 10/07/2026 | $43.16 | $43.35 | $43.16 | $43.33 | 7,000 |
| 09/07/2026 | $42.91 | $43.22 | $42.91 | $43.11 | 3,500 |
| 08/07/2026 | $42.69 | $42.84 | $42.41 | $42.75 | 2,500 |
| 07/07/2026 | $42.75 | $42.98 | $42.75 | $42.87 | 3,300 |