Summary
LCR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.82% Volatility 9.06% Sharpe 0.74
Official loaded data — not a live quote.

LEUTHOLD CORE ETF

Symbol: LCR

Exchange: NYSE ARCA

Sector: Technology

Category: Tactical Allocation

Inception date: 03/01/2020

Latest date: 20/07/2026

Current price: $39.27

Expense ratio: 0.84%

Assets under management
$68.6M
-0.30% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-0.81%

Ann. -33.29% (Sharpe / Sortino numerator)

Volatility

11.78%

Sharpe ratio

-3.134

VaR 95%

-1.12%

CVaR 95%: -1.16%
Max drawdown: -4.94%
Sortino ratio: -5.894
Calmar ratio: -6.73

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

1.09%

Ann. -7.75% (Sharpe / Sortino numerator)

Volatility

9.86%

Sharpe ratio

-1.154

VaR 95%

-1.03%

CVaR 95%: -1.14%
Max drawdown: -6.02%
Sortino ratio: -1.814
Calmar ratio: -1.29

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

2.57%

Ann. -0.61% (Sharpe / Sortino numerator)

Volatility

8.64%

Sharpe ratio

-0.491

VaR 95%

-0.98%

CVaR 95%: -1.09%
Max drawdown: -6.02%
Sortino ratio: -0.765
Calmar ratio: -0.10

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

9.82%

Ann. 10.36% (Sharpe / Sortino numerator)

Volatility

9.06%

Sharpe ratio

0.743

VaR 95%

-0.91%

CVaR 95%: -1.28%
Max drawdown: -6.02%
Sortino ratio: 1.002
Calmar ratio: 1.72

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

18.04%

Ann. 7.45% (Sharpe / Sortino numerator)

Volatility

8.50%

Sharpe ratio

0.449

VaR 95%

-0.86%

CVaR 95%: -1.22%
Max drawdown: -8.59%
Sortino ratio: 0.616
Calmar ratio: 0.87

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

31.00%

Ann. 9.78% (Sharpe / Sortino numerator)

Volatility

8.08%

Sharpe ratio

0.761

VaR 95%

-0.78%

CVaR 95%: -1.12%
Max drawdown: -8.59%
Sortino ratio: 1.105
Calmar ratio: 1.14

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.039%

Best day

1.65%

31/03/2026
Worst day

-1.716%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $39.40 $39.40 $39.27 $39.27 1,400
17/07/2026 $39.42 $39.49 $39.37 $39.37 2,900
16/07/2026 $39.59 $39.59 $39.45 $39.48 6,000
15/07/2026 $39.65 $39.65 $39.47 $39.60 16,300
14/07/2026 $39.66 $39.70 $39.64 $39.64 1,100
13/07/2026 $39.58 $39.59 $39.58 $39.58 800
10/07/2026 $39.76 $39.81 $39.67 $39.78 3,700
09/07/2026 $39.76 $39.79 $39.75 $39.76 1,400
08/07/2026 $39.51 $39.56 $39.41 $39.53 7,300
07/07/2026 $39.68 $39.68 $39.63 $39.63 5,600