Summary
LCR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.07% 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: 03/06/2026

Current price: $39.67

Expense ratio: 0.84%

Assets under management
$69.8M
-0.63% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

2.72%

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

3.35%

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

5.01%

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

14.07%

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

22.83%

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

38.25%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

1.65%

31/03/2026
Worst day

-1.192%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $39.92 $39.92 $39.64 $39.67 2,200
02/06/2026 $39.65 $39.78 $39.65 $39.78 4,500
01/06/2026 $39.79 $39.79 $39.49 $39.70 8,200
29/05/2026 $39.53 $39.65 $39.53 $39.63 5,200
28/05/2026 $39.31 $39.56 $39.31 $39.52 900
27/05/2026 $39.42 $39.42 $39.36 $39.39 4,600
26/05/2026 $39.46 $39.59 $39.41 $39.44 900
22/05/2026 $39.26 $39.26 $39.14 $39.22 4,700
21/05/2026 $39.02 $39.15 $38.98 $39.10 1,200
20/05/2026 $39.03 $39.07 $39.02 $39.05 2,200