Performance analysis of MSTB (LHA MARKET STATE TACTICAL BETA ETF)
Annual Return
Over the past 3 years, MSTB has had an average annual return of +15.80%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, MSTB has had an average annual return of +7.63%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Sep 30, 2020, MSTB has had an average annual return of +10.76%, underperforming the benchmark SPY, which returned +16.25% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.57% | +18.57% | +18.83% | +16.94% | -22.71% | +21.85% | +9.44% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.63% | -0.36% | -4.32% | +9.24% | +3.98% | -1.41% | -0.81% | +6.57% | |||||
| 2025 | +2.48% | -1.14% | -5.64% | +5.67% | +4.95% | +3.89% | +1.84% | +1.43% | +3.40% | +2.66% | -1.86% | +0.04% | +18.57% |
| 2024 | +1.76% | +5.14% | +2.97% | -5.17% | +4.22% | +3.91% | +1.60% | +2.21% | +0.95% | -1.38% | +4.34% | -2.64% | +18.83% |
| 2023 | +5.25% | -2.63% | +2.74% | +0.21% | +0.10% | +4.96% | +3.01% | -2.42% | -4.58% | -3.04% | +8.55% | +4.49% | +16.94% |
| 2022 | -6.14% | -3.11% | +3.45% | -8.47% | -1.80% | -8.47% | +7.37% | -3.40% | -6.75% | +5.76% | +4.39% | -6.46% | -22.71% |
| 2021 | +0.86% | +2.72% | +2.43% | +5.32% | -0.56% | +2.03% | +1.72% | +2.95% | -5.72% | +5.71% | -0.72% | +3.70% | +21.85% |
| 2020 | +0% | -2.48% | +8.15% | +3.76% | +9.44% |
Drawdown analysis of MSTB (LHA MARKET STATE TACTICAL BETA ETF)
The maximum drawdown for the MSTB was -25.64%, occurring on Sep 30, 2022. Recovery took 426 trading sessions.
The current MSTB drawdown is -2.55%.
Since Sep 30, 2020 MSTB has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.64% | Jan 3, 2022 | 187 | Sep 30, 2022 | 426 | Jun 12, 2024 | 613 |
| -10.81% | Jan 23, 2025 | 51 | Apr 7, 2025 | 24 | May 12, 2025 | 75 |
| -8.31% | Oct 29, 2025 | 103 | Mar 30, 2026 | 12 | Apr 16, 2026 | 115 |
| -6.17% | Aug 30, 2021 | 30 | Oct 12, 2021 | 16 | Nov 3, 2021 | 46 |
| -5.82% | Nov 18, 2021 | 20 | Dec 17, 2021 | 4 | Dec 23, 2021 | 24 |
| -5.60% | Jul 16, 2024 | 13 | Aug 2, 2024 | 33 | Sep 19, 2024 | 46 |
| -5.15% | Oct 12, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
| -5.02% | Feb 12, 2021 | 13 | Mar 4, 2021 | 20 | Apr 1, 2021 | 33 |
| -4.26% | Dec 6, 2024 | 24 | Jan 14, 2025 | 6 | Jan 23, 2025 | 30 |
| -4.09% | Jun 2, 2026 | 6 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -3.39% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -3.20% | May 7, 2021 | 3 | May 12, 2021 | 34 | Jun 30, 2021 | 37 |
| -2.88% | Oct 18, 2024 | 11 | Nov 4, 2024 | 3 | Nov 7, 2024 | 14 |
| -2.80% | Oct 8, 2025 | 2 | Oct 10, 2025 | 7 | Oct 21, 2025 | 9 |
| -2.62% | May 19, 2025 | 4 | May 23, 2025 | 6 | Jun 3, 2025 | 10 |
| -2.49% | Jul 25, 2025 | 5 | Aug 1, 2025 | 8 | Aug 13, 2025 | 13 |
| -2.29% | Jan 28, 2021 | 1 | Jan 29, 2021 | 2 | Feb 2, 2021 | 3 |
| -2.05% | Nov 8, 2024 | 5 | Nov 15, 2024 | 7 | Nov 26, 2024 | 12 |
| -2.02% | May 14, 2026 | 3 | May 19, 2026 | 6 | May 28, 2026 | 9 |
| -1.83% | Aug 16, 2021 | 2 | Aug 18, 2021 | 3 | Aug 23, 2021 | 5 |
| -1.77% | Jun 10, 2025 | 7 | Jun 20, 2025 | 4 | Jun 26, 2025 | 11 |
| -1.72% | Nov 16, 2020 | 4 | Nov 20, 2020 | 2 | Nov 24, 2020 | 6 |
| -1.58% | Dec 4, 2020 | 6 | Dec 14, 2020 | 2 | Dec 16, 2020 | 8 |
| -1.54% | Sep 30, 2024 | 5 | Oct 7, 2024 | 2 | Oct 9, 2024 | 7 |
| -1.54% | Apr 29, 2021 | 3 | May 4, 2021 | 3 | May 7, 2021 | 6 |