See what your fund actually adds

LHA Market State Tactical Beta ETF MSTB

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MSTB compared with its replication portfolio
MeasureMSTBReplication
Annualized growth8.6%10.4%
Annualized volatility13.9%13.1%
Sharpe ratio0.670.82
Maximum drawdown25.0%22.5%
Replication fit (R²)0.90 · Tracking error 4.4%

Replication portfolio

The published portfolio below is the investable basket used to model MSTB’s historical return behavior.

MSTB replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap48.4%
SPHYFI · High Yield18.9%
VUGStyle · Growth17.3%
EMLCFI · EM Local Currency8.3%
XLPSector · Cons Staples7.1%