Summary
LST
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 22.02% Volatility 18.21% Sharpe 1.23
Official loaded data — not a live quote.

LEUTHOLD SELECT INDUSTRIES ETF

Symbol: LST

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 19/06/2000

Latest date: 15/10/2026

Current price: $47.98

Expense ratio: 0.65%

Assets under management
$198.9M
0.78% 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

0.69%

Ann. -45.50% (Sharpe / Sortino numerator)

Volatility

23.57%

Sharpe ratio

-2.084

VaR 95%

-1.93%

CVaR 95%: -2.04%
Max drawdown: -8.11%
Sortino ratio: -4.697
Calmar ratio: -5.61

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

4.40%

Ann. 4.82% (Sharpe / Sortino numerator)

Volatility

19.13%

Sharpe ratio

0.062

VaR 95%

-1.93%

CVaR 95%: -2.14%
Max drawdown: -10.85%
Sortino ratio: 0.101
Calmar ratio: 0.44

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

11.68%

Ann. 8.35% (Sharpe / Sortino numerator)

Volatility

16.40%

Sharpe ratio

0.288

VaR 95%

-1.90%

CVaR 95%: -2.08%
Max drawdown: -10.85%
Sortino ratio: 0.449
Calmar ratio: 0.77

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

22.02%

Ann. 26.09% (Sharpe / Sortino numerator)

Volatility

18.21%

Sharpe ratio

1.233

VaR 95%

-1.77%

CVaR 95%: -2.61%
Max drawdown: -10.85%
Sortino ratio: 1.605
Calmar ratio: 2.41

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.

Period total return

38.19%

Ann. 22.51% (Sharpe / Sortino numerator)

Volatility

17.63%

Sharpe ratio

1.069

VaR 95%

-1.64%

CVaR 95%: -2.47%
Max drawdown: -19.47%
Sortino ratio: 1.478
Calmar ratio: 1.16

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

3.482%

08/04/2026
Worst day

-2.629%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $47.61 $47.99 $47.48 $47.98 22,500
14/10/2026 $47.90 $47.90 $47.45 $47.65 32,200
13/10/2026 $48.11 $48.23 $47.98 $48.19 27,300
12/10/2026 $48.20 $48.23 $48.07 $48.16 47,000
09/10/2026 $47.92 $48.15 $47.92 $48.13 52,900
08/10/2026 $47.35 $47.80 $47.35 $47.77 27,800
07/10/2026 $47.56 $47.66 $47.47 $47.48 97,600
06/10/2026 $47.75 $47.88 $47.66 $47.84 102,300
05/10/2026 $47.41 $47.66 $47.32 $47.54 12,900
02/10/2026 $47.37 $47.48 $47.34 $47.44 43,600