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MSTBLHA Market State Tactical Beta ETF

Grow my money5y track recordRanked #2,236 of 2,992 in this goal

Seeks long-term out-performance relative to the large-capitalization U.S. equity market.

By Little Harbor Advisors · Launched 2020

Annual Cost

1.38%

#5,653 of 5,854 · expensive

Fund Size

$196M

#2,369 of 5,854 · mid-size

Return (1Y)Goal

+12.9%

Track Record

5 years

#2,151 of 5,854 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$11,510+15.1%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Equity

Cap

Large

Strategy

Active selection

What it actually holds

By weight

Concentration

Top 8 holdings = 98.7% of fundconcentrated

State Street SPDR S&P 500 ETF
80.9%
TREASURY BILL
7.0%
First American Treasury Obliga
3.9%
First American Government Obli
3.9%
TREASURY BILL
3.4%
N/AUXJ6
-0.1%
N/AUXK6
-0.1%
N/AESM6
-0.3%

Asset allocation

Stocks
95.6%
Bonds
9.3%
Other
0.2%

By sector

Technology
38.5%
Financial Services
11.6%
Communication
9.9%
Consumer Cyclical
9.5%
Healthcare
8.9%
Industrials
8.4%
Consumer Defensive
4.5%
Energy
3.0%
Other
5.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
11.2%Moderate

Year-on-year price swings

Max drawdown
-25.6%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
0.98Decent risk-adjusted returns
Sortino (3Y)
1.42Good downside protection

Listing

Exchange
Cboe BZX

Full fund details

Objective
Seeks long-term out-performance relative to the large-capitalization U.S. equity market.
Strategy
Actively manages a portfolio to achieve long-term out-performance relative to the large-cap U.S. equity market by investing in instruments linked to the S&P 500. Uses statistical analyses to adjust exposure between approximately 80% and 120% based on volatility signals from the VIX Index.
Inception date
September 29, 2020
Fund family
Little Harbor Advisors

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Data updated on 2026-08-04