| Segment | Equity: U.S. - Large Cap |
| Category | Size and Style |
| Focus | Large Cap |
| Niche | Broad-based |
| Strategy | Active |
| Weighting Scheme | Proprietary |
LHA Market State™ Tactical Beta ETF offers 80%-120% exposure to the S&P 500® Index with a dynamic risk-management overlay. The strategy uses a “signal off” and a “signal on” approach for the overlay which is determined by the characteristics and behavior of volatility as expressed by the CBOE Volatility Index (VIX). The Volatility Dashboard™, a proprietary quantitative model, provides real-time information to the portfolio managers, who trade “signal off” – increasing S&P 500 exposure – or trade “signal on” – decreasing S&P 500 exposure and using VIX-linked instruments to hedge exposure on a tactical basis. The strategy seeks high correlation index returns in rising equity markets and low or negative correlation returns in equity market drawdowns.
This section compares how balanced and deep this ETF is relative to its peers.
| MSTB | ETF Database Category Average | FactSet Segment Average | |
|---|---|---|---|
| Number of Holdings | 8 | 212 | 145 |
| % of Assets in Top 10 | 100.00% | 35.34% | 52.46% |
| % of Assets in Top 15 | 100.00% | 41.99% | 57.06% |
| % of Assets in Top 50 | 100.00% | 67.46% | 74.66% |
| MSTB | ETF Database Category Average | FactSet Segment Average | |
|---|---|---|---|
| Large (>12.9B) | N/A | 66.67% | 49.28% |
| Mid (>2.7B) | N/A | 8.37% | 4.36% |
| Small (>600M) | N/A | 0.68% | 0.10% |
| Micro (<600M) | N/A | 0.06% | 0.00% |
This section compares the P/E ratio of this ETF to its peers.
This section compares the dividend yield of this ETF to its peers.
| MSTB | ETF Database Category Average | FactSet Segment Average | |
|---|---|---|---|
| Dividend | $ 0.48 | $ 0.27 | $ 0.14 |
| Dividend Date | 2020-12-30 | N/A | N/A |
| Annual Dividend Rate | $ 0.48 | $ 0.74 | $ 0.49 |
| Annual Dividend Yield | 1.48% | 1.26% | 0.76% |
View charts featuring MSTB price and volume data.
View charts featuring ETF fund flow data.
5 Day Net Flows: -647.15 K 1 Month Net Flows: -5.11 M 3 Month Net Flows: -14.46 M 6 Month Net Flows: -26.36 M 1 Year Net Flows: -59.7 M 3 Year Net Flows: 231.41 M 5 Year Net Flows: 231.41 M 10 Year Net Flows: 231.41 MView charts that break down the influence that fund flows and price had on overall assets.
5 Day Net AUM Change: 3.28 MThe adjacent table gives investors an individual Realtime Rating for MSTB on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETF Database Pro members, shows the ETF in the Large Cap Blend Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETF Database Pro. To view information on how the ETF Database Realtime Ratings work, click here.
This section compares the cost efficiency of this ETF to its peers.
| Max ST Capital Gains Rate | 39.60% |
| Max LT Capital Gains Rate | 20.00% |
| Tax On Distributions | Qualified dividends |
| Distributes K1 | No |
This section shows how this ETF has performed relative to its peers.
| MSTB |
ETF Database
Category Average |
Factset Segment
Average |
|
|---|---|---|---|
| 1 Month Return | 4.62% | 5.81% | 4.16% |
| 3 Month Return | 3.17% | 5.20% | 3.33% |
| YTD Return | -17.18% | -6.59% | -7.26% |
| 1 Year Return | -13.55% | -1.73% | -3.90% |
| 3 Year Return | N/A | 19.58% | 12.48% |
| 5 Year Return | N/A | 24.57% | 16.10% |
The following charts reflect the geographic spread of MSTB's underlying holdings.
| Region | Percentage |
|---|---|
| North, Central and South America | 75.65% |
| Other | 24.35% |
| Country | Percentage |
|---|---|
| United States | 88.99% |
| Other | 11.01% |
The following charts reflect the allocation of MSTB's underlying holdings.
| Sector | Percentage |
|---|---|
| Miscellaneous | 75.65% |
| Government | 23.16% |
| Other | 1.55% |
| CASH | -0.36% |
| Market Cap | Percentage |
|---|---|
| Mid | 0.0% |
| Small | 0.0% |
| Large | 0.0% |
| Micro | 0.0% |
| Region | Percentage |
|---|
| Asset | Percentage |
|---|---|
| Exchange Traded Fund (ETF-ETF) | 65.83% |
| Sovereign | 23.16% |
| Open-ended Fund | 9.82% |
| Other | 1.55% |
| CASH | -0.36% |
| Sector | Percentage |
|---|---|
| Miscellaneous | 75.65% |
| Government | 23.16% |
| Other | 1.55% |
| CASH | -0.36% |
This section shows how the volatility of this ETF compares to the peer group ETF Database Category.
| 5 Day Volatility | 57.62% |
| 20 Day Volatility | 22.92% |
| 50 Day Volatility | 21.60% |
| 200 Day Volatility | 20.09% |
| Beta | 0.87 |
| Standard Deviation | 2.40% |
ETF Database's Financial Advisor Reports are designed as an easy handout for clients to explain the key information on a fund. Includes new analyst insights and classification data.
Fact sheets are issued by the ETF provider and framed by ETF Database. Information contained within the fact sheet is not guaranteed to be timely or accurate.
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