TOUCHSTONE US LARGE CAP FOCUSED ETF
Symbol: LCF
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 27/07/2022
Latest date: 20/07/2026
Current price: $44.10
Expense ratio: 0.56%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.80%
Ann. -43.85% (Sharpe / Sortino numerator)
Volatility
17.80%
Sharpe ratio
-2.667
VaR 95%
-1.70%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.77%
Ann. -24.19% (Sharpe / Sortino numerator)
Volatility
14.56%
Sharpe ratio
-1.911
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.70%
Ann. -8.44% (Sharpe / Sortino numerator)
Volatility
13.29%
Sharpe ratio
-0.909
VaR 95%
-1.52%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.41%
Ann. 12.29% (Sharpe / Sortino numerator)
Volatility
18.13%
Sharpe ratio
0.478
VaR 95%
-1.56%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
30.63%
Ann. 10.66% (Sharpe / Sortino numerator)
Volatility
15.83%
Sharpe ratio
0.444
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
54.08%
Ann. 15.46% (Sharpe / Sortino numerator)
Volatility
14.34%
Sharpe ratio
0.825
VaR 95%
-1.41%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.05%
Best day
2.956%
Worst day
-2.391%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $44.30 | $44.30 | $44.04 | $44.10 | 600 |
| 17/07/2026 | $44.30 | $44.30 | $44.25 | $44.25 | 400 |
| 16/07/2026 | $44.93 | $44.93 | $44.74 | $44.74 | 1,200 |
| 15/07/2026 | $44.89 | $44.89 | $44.89 | $44.89 | 100 |
| 14/07/2026 | $44.20 | $44.20 | $44.20 | $44.20 | 100 |
| 13/07/2026 | $44.34 | $44.38 | $44.14 | $44.14 | 1,300 |
| 10/07/2026 | $44.42 | $44.42 | $44.42 | $44.42 | 200 |
| 09/07/2026 | $42.11 | $44.04 | $42.11 | $44.04 | 800 |
| 08/07/2026 | $43.72 | $43.93 | $43.72 | $43.85 | 2,600 |
| 07/07/2026 | $44.11 | $44.11 | $44.10 | $44.10 | 500 |