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 net share count reduction, free cash flow growth, and debt/asset ratios, as well as liquidity and market capitalization. The portfolio is equal-weighted and reconstituted quarterly. LSAF charges one of the higher fees in the large-cap segment, particularly compared to other index-tracking funds.

LSAF MSCI ESG Analytics Insight

LeaderShares AlphaFactor U.S. Core Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.18 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 34th percentile within its peer group and in the 9th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

LSAF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 09/21/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LSAF -2.32% 5.86% -6.67% -0.24% -- -- --
LSAF (NAV) -3.88% 4.29% -8.45% -1.54% -- -- --
AlphaFactor U.S. Core Equity Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -3.19% 7.48% 5.72% 15.13% 12.94% 13.92% 13.93%
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%
$78.84M
$178.81K
0.26%

LSAF Portfolio Data

$55.69B
17.22
3.95
0.79%
N/A
101

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
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

LSAF Factset Analytics Block Liquidity

As of 09/22/20
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

7,067
$178.81K
6,119
$157.46K
0.26%
$0.07
0.00%
0.55% / -1.06%
None
--
25,000
0.24
--
0.01%
0
$24.51
5

LSAF Sector/Industry Breakdown


LSAF
Segment Benchmark
23.63%
8.02%
20.68%
36.02%
17.55%
14.32%
11.70%
11.06%
10.55%
14.73%
6.98%
6.98%
5.92%
1.86%
2.05%
2.01%
0.95%
2.72%

LSAF Countries


LSAF
Segment Benchmark
100.00%
99.89%
--
0.11%

LSAF Regions


LSAF
Segment Benchmark
100.00%
100.00%

LSAF Economic Development


LSAF
Segment Benchmark
100.00%
100.00%

LSAF Performance Statistics

0.91
1.09
1.04
1.13
0.76%
MSCI USA Large Cap Index

LSAF MSCI ESG Ratings

5.18 / 10
8.78
34.19
2.88%
3.65%
155.27

LSAF Benchmark Comparison Holdings

101
287
40
12.01%

LSAF Benchmark Comparison Summary


LSAF
Segment Benchmark
101
287
$55.69B
$476.76B
17.22
30.48
3.95
4.13
1.18%
1.75%
Low
Low

LSAF Benchmark Comparison Market Cap Size


LSAF
Segment Benchmark
58.14%
99.95%
41.00%
0.05%
0.86%
0.00%
0.00%
0.00%