- Issuer
- The Leuthold Group LLC
- Inception Date
- Jan 6, 2020
- Region
- Developed Markets (Broad)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $72M
Share Price Chart
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Performance
LCR Performance Chart
Leuthold Core ETF (LCR) is up 4.0% since the beginning of the year. LCR is currently trading at $40 per share. Investors who bought $1,000 worth of LCR shares 5 years ago would now be looking at an investment worth $1,397.
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Returns By Period
Leuthold Core ETF (LCR) has returned 3.96% so far this year and 13.88% over the past 12 months.
Leuthold Core ETF
- 1D
- 0.09%
- 1M
- 0.95%
- YTD
- 3.96%
- 6M
- 3.47%
- 1Y
- 13.88%
- 3Y*
- 10.84%
- 5Y*
- 6.92%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
LCR Monthly Returns History
Based on dividend-adjusted daily data since Jan 6, 2020, LCR's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +7.6%, while the worst month was Mar 2020 at -6.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LCR closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +4.7%, while the worst single day was Mar 16, 2020 at -7.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.85% | 1.34% | -4.26% | 3.94% | 2.31% | -0.08% | 3.96% | ||||||
| 2025 | 2.52% | -0.62% | -2.07% | 0.04% | 2.22% | 3.23% | -0.13% | 2.53% | 2.55% | 0.08% | 0.68% | 0.88% | 12.43% |
| 2024 | 0.29% | 2.29% | 2.23% | -3.52% | 2.54% | 0.90% | 2.56% | 1.25% | 1.30% | -1.49% | 3.87% | -3.56% | 8.68% |
| 2023 | 3.27% | -2.22% | 1.49% | 0.08% | 0.00% | 4.28% | 2.14% | -1.36% | -2.97% | -1.22% | 5.14% | 3.88% | 12.80% |
| 2022 | -2.85% | -0.64% | 0.84% | -4.61% | 1.24% | -5.39% | 4.48% | -1.89% | -4.51% | 4.87% | 3.42% | -2.11% | -7.58% |
| 2021 | 0.74% | 0.80% | 1.37% | 3.04% | 1.11% | -0.15% | 0.84% | 1.63% | -2.89% | 3.58% | -0.40% | 1.98% | 12.12% |
Benchmark Metrics
Leuthold Core ETF has an annualized alpha of 1.02%, beta of 0.51, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 06, 2020.
- This ETF participated in 56.95% of S&P 500 Index downside but only 49.54% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.51 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.02%
- Beta
- 0.51
- R²
- 0.85
- Upside Capture
- 49.54%
- Downside Capture
- 56.95%
Expense Ratio
LCR has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
LCR ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Leuthold Core ETF (LCR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LCR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.78 | -0.47 |
| Martin ratioReturn relative to average drawdown | 9.43 | 12.44 | -3.01 |
Dividends
Dividend History
Leuthold Core ETF provided a 1.32% dividend yield over the last twelve months, with an annual payout of $0.52 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.52 | $0.52 | $0.64 | $0.51 | $0.22 | $0.07 | $0.18 |
Dividend yield | 1.32% | 1.37% | 1.86% | 1.60% | 0.75% | 0.21% | 0.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Leuthold Core ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $0.64 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.51 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Leuthold Core ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Leuthold Core ETF was 17.44%, occurring on Mar 20, 2020. Recovery took 80 trading sessions.
The current Leuthold Core ETF drawdown is 0.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -17.44%Mar 2020 | 29d | 3mo 27d | 4mo 26dFeb 2020 - Jul 2020 |
Bear market2022 | -13.40%Sep 2022 | 8mo 25d | 9mo 24d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -8.59%Apr 2025 | 4mo 7d | 2mo 17d | 6mo 24dDec 2024 - Jun 2025 |
2023 pullback2023 | -6.22%Oct 2023 | 3mo 9d | 1mo 5d | 4mo 14dJul 2023 - Dec 2023 |
2026 pullback2026 | -6.02%Mar 2026 | 1mo 1d | 1mo 7d | 2mo 8dFeb 2026 - May 2026 |
Drawdown Indicators
| LCR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.44% | -56.78% | +39.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.02% | -9.10% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | -18.90% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -13.40% | -25.43% | +12.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.63% | -1.80% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -10.71% | +7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 2.03% | -0.56% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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