TOUCHSTONE US LARGE CAP FOCUSED ETF
Symbol: LCF
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 27/07/2022
Latest date: 15/10/2026
Current price: $46.74
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
1.76%
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
4.14%
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
9.96%
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
14.29%
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
30.89%
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
70.54%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.057%
Best day
2.956%
Worst day
-2.173%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $46.58 | $46.74 | $46.54 | $46.74 | 1,500 |
| 14/10/2026 | $46.40 | $46.45 | $46.40 | $46.45 | 1,000 |
| 13/10/2026 | $47.03 | $47.03 | $46.99 | $46.99 | 300 |
| 12/10/2026 | $46.83 | $46.84 | $46.83 | $46.84 | 1,200 |
| 09/10/2026 | $46.64 | $46.68 | $46.64 | $46.66 | 6,300 |
| 08/10/2026 | $46.53 | $46.56 | $46.38 | $46.39 | 600 |
| 07/10/2026 | $46.47 | $46.51 | $46.47 | $46.51 | 300 |
| 06/10/2026 | $46.72 | $46.72 | $46.67 | $46.67 | 200 |
| 05/10/2026 | $46.56 | $46.56 | $46.56 | $46.56 | 200 |
| 02/10/2026 | $46.10 | $46.18 | $46.10 | $46.18 | 300 |