LSAF

LeaderShares AlphaFactor U.S. Core Equity ETF
*Unless otherwise stated, data provided by FactSet.

LSAF Fund Description

LSAF tracks an equal-weighted index of US stocks selected by multiple fundamental factors.

LSAF Factset Analytics Insight

LSAF screens the 1000 largest US stocks using a rather opaque rules-based methodology. Screening factors include multiple fundamental measures such as net share count reduction, free cash flow growth, and debt/asset ratios, as well as liquidity and market capitalization. The portfolio is equal-weighted, rebalanced and reconstituted quarterly.

LSAF MSCI ESG Analytics Insight

LeaderShares AlphaFactor U.S. Core Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.10 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. LeaderShares AlphaFactor U.S. Core Equity ETF ranks in the 49th percentile within its peer group and in the 59th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

LSAF MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LSAF -1.61% 3.39% 16.71% 37.75% -- -- --
LSAF (NAV) -2.71% 2.56% 16.53% 36.18% -- -- --
AlphaFactor U.S. Core Equity Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -1.48% 4.19% 18.81% 35.73% 18.14% 18.45% 16.93%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LSAF Summary Data

LeaderShares
10/02/18
Open-Ended Fund
0.75%
$112.08M
$330.75K
0.34%

LSAF Portfolio Data

$100.98B
18.72
3.64
0.30%
N/A
100

LSAF Index Data

AlphaFactor U.S. Core Equity Index
Equal
Fundamental
MSCI USA Large Cap Index

LSAF Portfolio Management

0.75%
--
--
--

LSAF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LSAF Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

LSAF Factset Analytics Block Liquidity

As of 09/28/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LSAF. LSAF is rated a 5 out of 5.

LSAF Tradability

9,848
$330.75K
6,947
$239.08K
0.34%
$0.11
-0.01%
0.58% / -0.86%
None
100.00%
25,000
0.28
0.07%
0.01%
0
$33.34
5

LSAF Sector/Industry Breakdown


LSAF
Segment Benchmark
29.61%
14.54%
18.22%
8.07%
16.23%
37.78%
14.70%
11.92%
10.43%
13.60%
6.81%
1.84%
3.10%
5.98%
0.90%
1.53%

LSAF Countries


LSAF
Segment Benchmark
100.00%
99.90%
--
0.10%

LSAF Regions


LSAF
Segment Benchmark
100.00%
100.00%

LSAF Economic Development


LSAF
Segment Benchmark
100.00%
100.00%

LSAF Performance Statistics

0.78
0.94
1.00
0.87
0.44%
MSCI USA Large Cap Index

LSAF MSCI ESG Ratings

6.10 / 10
59.04
49.21
3.89%
5.75%
63.76

LSAF Benchmark Comparison Holdings

100
290
36
12.93%

LSAF Benchmark Comparison Summary


LSAF
Segment Benchmark
100
290
$100.98B
$614.29B
18.72
29.96
3.64
5.10
0.98%
1.31%
Low
Low

LSAF Benchmark Comparison Market Cap Size


LSAF
Segment Benchmark
61.73%
100.00%
38.27%
0.00%
0.00%
0.00%
0.00%
0.00%