LHA MARKET STATE TACTICAL BETA ETF
Symbol: MSTB
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 29/09/2020
Latest date: 15/10/2026
Current price: $44.30
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
2.13%
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
2.38%
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
8.53%
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
11.71%
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
31.32%
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
70.28%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.047%
Best day
2.088%
Worst day
-2.299%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.08 | $44.37 | $44.07 | $44.30 | 5,100 |
| 14/10/2026 | $44.33 | $44.33 | $44.01 | $44.12 | 6,400 |
| 13/10/2026 | $44.57 | $44.80 | $44.56 | $44.60 | 1,700 |
| 12/10/2026 | $44.60 | $44.74 | $44.59 | $44.59 | 1,300 |
| 09/10/2026 | $44.65 | $44.81 | $44.61 | $44.61 | 3,600 |
| 08/10/2026 | $44.68 | $44.68 | $44.21 | $44.41 | 6,200 |
| 07/10/2026 | $44.49 | $44.75 | $44.49 | $44.66 | 78,000 |
| 06/10/2026 | $44.27 | $44.91 | $44.27 | $44.68 | 6,600 |
| 05/10/2026 | $44.19 | $44.68 | $44.19 | $44.40 | 3,400 |
| 02/10/2026 | $44.21 | $44.26 | $44.03 | $44.09 | 12,100 |