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Leuthold Core ETF (LCR)

ETF · Currency in USD · Last updated May 21, 2022

LCR is an actively managed ETF by The Leuthold Group LLC. LCR launched on Jan 6, 2020 and has a 0.79% expense ratio.

ETF Info

Trading Data

  • Previous Close$28.86
  • Year Range$28.72 - $31.80
  • EMA (50)$29.78
  • EMA (200)$30.34
  • Average Volume$5.15K

LCRShare Price Chart


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LCRPerformance

The chart shows the growth of $10,000 invested in Leuthold Core ETF on Jan 7, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,578 for a total return of roughly 15.78%. All prices are adjusted for splits and dividends.


LCR (Leuthold Core ETF)
Benchmark (^GSPC)

LCRReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-5.08%-12.57%
YTD-8.65%-18.14%
6M-9.15%-17.07%
1Y-3.03%-5.21%
5Y6.36%8.04%
10Y6.36%8.04%

LCRMonthly Returns Heatmap


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LCRSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Leuthold Core ETF Sharpe ratio is -0.37. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


LCR (Leuthold Core ETF)
Benchmark (^GSPC)

LCRDividend History

Leuthold Core ETF granted a 0.23% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $0.07 per share.


PeriodTTM20212020
Dividend$0.07$0.07$0.18

Dividend yield

0.23%0.21%0.62%

LCRDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


LCR (Leuthold Core ETF)
Benchmark (^GSPC)

LCRWorst Drawdowns

The table below shows the maximum drawdowns of the Leuthold Core ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Leuthold Core ETF is 17.44%, recorded on Mar 20, 2020. It took 80 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.44%Feb 20, 202022Mar 20, 202080Jul 15, 2020102
-9.7%Nov 17, 2021122May 12, 2022
-5.18%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-3.72%Feb 16, 202113Mar 4, 202121Apr 5, 202134
-3.04%May 10, 20213May 12, 202141Jul 12, 202144
-2.96%Sep 2, 202120Sep 30, 202115Oct 21, 202135
-2.29%Jul 13, 20215Jul 19, 20215Jul 26, 202110
-1.99%Jan 24, 20206Jan 31, 20204Feb 6, 202010
-1.9%Jan 26, 20214Jan 29, 20215Feb 5, 20219
-1.53%Aug 13, 20215Aug 19, 20213Aug 24, 20218

LCRVolatility Chart

Current Leuthold Core ETF volatility is 13.45%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


LCR (Leuthold Core ETF)
Benchmark (^GSPC)

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