Leadershares Alphafactor US Core Equity ETF
Two Roads Shared Trust
ETFIndex fund

Average annual returns

No trailing-return data available for this share class.

Risk statistics

72 months through Jan. 31, 2026
Volatility (ann.)
14.96%
Sharpe
0.90
Sortino
1.61
Max drawdown
-27.50%
Best month
15.44%
Worst month
-20.38%
Beta vs VTSAX
1.02
Correlation
0.83

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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