LSAT

LeaderShares AlphaFactor Tactical Focused ETF
*Unless otherwise stated, data provided by FactSet.

LSAT Fund Description

LSAT is actively-managed to invest in US stocks selected by multiple factors. The fund employs a risk overlay to overweight money-market securities during riskier periods.

LSAT Factset Analytics Insight

LSAT focuses on US stocks to generate long-term capital growth by screening for net share count reduction, free cash flow growth, dividend yield, volatility, and debt/asset ratios. The portfolio selection uses factors such as liquidity and market capitalization to select the final constituents. The fund typically invests in a diversified portfolio of equity securities, such as equity options and may utilize derivatives like total return swap agreements. LSAT also employs a multi-factor tactical risk management overlay that identifies periods of above average risk to shift into money market instruments, like T-bills, certificates of deposit, commercial paper and US government bond funds.

LSAT MSCI ESG Analytics Insight

LeaderShares AlphaFactor Tactical Focused ETF has an MSCI ESG Fund Rating of A based on a score of 6.32 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 Tactical Focused ETF ranks in the 56th percentile within its peer group and in the 68th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

LSAT 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 08/03/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LSAT 0.27% 3.46% 18.98% -- -- -- --
LSAT (NAV) 1.37% 4.10% 20.41% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 1.30% 5.32% 18.06% 38.70% 18.19% 17.74% 15.62%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LSAT Summary Data

LeaderShares
10/27/20
Open-Ended Fund
0.99%
$114.33M
$478.77K
0.24%

LSAT Portfolio Data

$63.08B
12.38
2.60
--
N/A
30

LSAT Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

LSAT Portfolio Management

0.99%
--
--
--

LSAT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LSAT Fund Structure

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

LSAT Factset Analytics Block Liquidity

As of 08/04/21
5
4
3
2
1

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

LSAT Tradability

13,757
$478.77K
9,425
$333.60K
0.24%
$0.09
0.03%
0.39% / -0.30%
None
97.00%
25,000
0.38
0.07%
0.04%
0
$35.51
5

LSAT Sector/Industry Breakdown


LSAT
Segment Benchmark
33.32%
13.89%
20.05%
34.83%
13.39%
14.38%
13.27%
5.16%
9.94%
9.38%
3.36%
1.25%
3.35%
12.64%

LSAT Countries


LSAT
Segment Benchmark
100.00%
99.93%
--
0.07%

LSAT Regions


LSAT
Segment Benchmark
100.00%
100.00%

LSAT Economic Development


LSAT
Segment Benchmark
100.00%
100.00%

LSAT Performance Statistics

0.50
0.93
0.97
0.78
0.78%
MSCI USA IMI

LSAT MSCI ESG Ratings

6.32 / 10
67.99
55.65
6.73%
7.41%
32.23

LSAT Benchmark Comparison Holdings

30
2480
29
3.34%

LSAT Benchmark Comparison Summary


LSAT
Segment Benchmark
30
2480
$63.08B
$447.40B
12.38
39.16
2.60
4.57
2.06%
1.21%
Medium
Low

LSAT Benchmark Comparison Market Cap Size


LSAT
Segment Benchmark
50.00%
87.39%
46.69%
10.06%
3.31%
2.44%
0.00%
0.10%