What is LSAT?

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.

PERFORMANCE [as of 03/29/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LSAT -- -- -- -- -- -- --
LSAT (NAV) -5.32% 0.42% 0.84% -11.62% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 0.62% 4.88% 5.15% -12.40% 18.55% 10.16% 11.61%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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 Summary Data

Redwood
10/27/20
0.99%
$176.98M
No Underlying Index
MSCI USA IMI
Open-Ended Fund

Peers

MSCI USA IMI

Fund Flows

$0.00B 5 Days
+$0.01B 30 Days
-$0.01B 90 Days

LSAT Portfolio Data

$21.06B
7.83
2.48
0.36%
N/A
31

LSAT Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

LSAT Portfolio Management

0.99%
--
--
--

LSAT Tax Exposures

20.00% / 39.60%
0.87%
Qualified dividends
No

LSAT Fund Structure

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

Factset Analytics Block Liquidity

As of 03/30/23

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

19,484
$637.94K
16,593
$547.57K
0.14%
$0.05
0.02%
0.51% / -0.74%
None
100.00%
25,000
0.66
0.07%
0.05%
0
$31.13
5

LSAT Sector/Industry Breakdown

LSAT Segment
Benchmark
16.78% --
16.47% --
12.15% --
9.66% --
9.36% --
6.75% --
4.01% --
3.79% --
3.46% --
3.36% --

LSAT Performance Statistics

0.57
0.62
0.45
0.67
1.08%
MSCI USA IMI

LSAT Countries

LSAT Segment
Benchmark
98.34% 99.91%
-- 0.09%

LSAT Regions

LSAT Segment
Benchmark
98.34% 100.00%

LSAT Economic Development

LSAT Segment
Benchmark
98.34% 100.00%
0.00% 0.00%

LSAT Benchmark Comparison Holdings

31
2550
30
1.70%

LSAT Benchmark Comparison Summary

LSAT Segment
Benchmark
31 2550
$21.06B $396.16B
7.83 20.60
2.48 3.58
1.98% 1.59%
Medium Low

LSAT Benchmark Comparison Market Cap Size

LSAT Segment
Benchmark
35.51% 86.37%
62.83% 10.70%
0.00% 2.70%
0.00% 0.22%