Summary
MSTQ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.46% Volatility 16.35% Sharpe 1.27
Official loaded data — not a live quote.

LHA MARKET STATE TACTICAL Q ETF

Symbol: MSTQ

Exchange: BATS

Sector: Technology

Category: Equity Hedged

Inception date: 14/03/2022

Latest date: 20/07/2026

Current price: $37.69

Expense ratio: 1.55%

Assets under management
$38.9M
-0.71% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-5.76%

Ann. -29.18% (Sharpe / Sortino numerator)

Volatility

15.60%

Sharpe ratio

-2.103

VaR 95%

-1.32%

CVaR 95%: -1.57%
Max drawdown: -7.09%
Sortino ratio: -4.425
Calmar ratio: -4.12

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

5.07%

Ann. -14.88% (Sharpe / Sortino numerator)

Volatility

14.81%

Sharpe ratio

-1.250

VaR 95%

-1.51%

CVaR 95%: -1.74%
Max drawdown: -10.13%
Sortino ratio: -2.161
Calmar ratio: -1.47

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

10.14%

Ann. -8.40% (Sharpe / Sortino numerator)

Volatility

16.07%

Sharpe ratio

-0.749

VaR 95%

-1.97%

CVaR 95%: -2.29%
Max drawdown: -12.39%
Sortino ratio: -1.048
Calmar ratio: -0.68

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

16.46%

Ann. 24.39% (Sharpe / Sortino numerator)

Volatility

16.35%

Sharpe ratio

1.270

VaR 95%

-1.73%

CVaR 95%: -2.29%
Max drawdown: -12.39%
Sortino ratio: 1.851
Calmar ratio: 1.97

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

34.19%

Ann. 13.31% (Sharpe / Sortino numerator)

Volatility

17.13%

Sharpe ratio

0.565

VaR 95%

-1.98%

CVaR 95%: -2.51%
Max drawdown: -15.22%
Sortino ratio: 0.781
Calmar ratio: 0.87

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

67.73%

Ann. 18.90% (Sharpe / Sortino numerator)

Volatility

16.24%

Sharpe ratio

0.940

VaR 95%

-1.69%

CVaR 95%: -2.32%
Max drawdown: -15.22%
Sortino ratio: 1.342
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

2.992%

11/06/2026
Worst day

-4.284%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.96 $37.96 $37.58 $37.69 21,800
17/07/2026 $37.58 $37.74 $37.54 $37.60 1,700
16/07/2026 $38.10 $38.20 $38.10 $38.12 1,300
15/07/2026 $38.56 $38.87 $38.54 $38.81 1,100
14/07/2026 $38.76 $39.10 $38.76 $38.95 700
13/07/2026 $38.64 $38.64 $38.51 $38.51 300
10/07/2026 $39.37 $39.37 $39.26 $39.26 100
09/07/2026 $39.08 $39.12 $39.08 $39.12 300
08/07/2026 $38.38 $38.48 $38.38 $38.48 600
07/07/2026 $38.35 $38.35 $38.30 $38.34 900