Leuthold Core ETF
Ticker
LCR
ISIN
US527289789
Price
USD 35.65
Change Today
-0.10 / -0.274 %
Price 1 year ago
30.24 / 17.896 %
Morningstar
5
52 Week Low
30.64
52 Week High
35.93
200 Day Moving Average 33.96
33.96
50-day Moving Average
35.25
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.53 |
| Sortino Ratio | 0.36 |
| Maximum Drawdown | -1.89% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -15.01 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.35 |
| Volatility | 2.697% |
| Alpha | +2.44 |
| Beta | -- |
| R Squared | +91.80 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.672% |
| Average Annual Volatility | 12.162% |
| Sharpe Ratio | 0.71 |
| Sortino Ratio | 0.62 |
| Maximum Drawdown | -17.0% |
| Maximum Drawdown Date | 2020-03-20 |
| Calmar Ratio | -0.51 |
Company information
Summary
The investment seeks capital appreciation and income (or "total return"). The fund is an actively-managed "exchanged-traded fund of funds" and seeks to achieve its objective by investing primarily in other registered investment companies, including other actively-managed exchange-traded funds ("ETFs") and index-based ETFs (collectively, "underlying funds"), that provide exposure to a broad range of asset classes. The underlying funds may invest in equity securities of U.S. or foreign companies; debt obligations of U.S. or foreign companies or governments; or investments such as volatility indexes and managed futures.
Market
US
Category
Tactical Allocation
Expense Ratio
0.86%
Fund family
Leuthold
Morningstar
5
Yield
0.0057
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 11.16% |
| Financial services | 10.51% |
| Healthcare | 7.41% |
| Energy | 6.39% |
| Consumer defensive | 4.29% |
| Consumer cyclical | 2.82% |
| Industrials | 2.55% |
| Basic materials | 2.19% |
| Communication services | 0.04% |
| Realestate | 0.03% |
| Utilities | 0.00% |
| Country | Ratio |
|---|---|
| United States | 96.84 |
| Australia | 0.78 |
| Switzerland | 0.43 |
| United Kingdom | 0.34 |
| Netherlands | 0.26 |
| Brazil | 0.23 |
| Canada | 0.17 |
| Japan | 0.14 |
| Taiwan | 0.13 |
| India | 0.10 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XLK | Technology Select Sector SPDR® ETF | 14.17% |
| SHY | iShares 1-3 Year Treasury Bond ETF | 11.12% |
| FIGXX | Fidelity® Inv MM Fds Government I | 6.55% |
| XLY | Consumer Discret Sel Sect SPDR® ETF | 5.88% |
| XLC | Communication Services Sel Sect SPDR®ETF | 5.23% |
| IHF | iShares US Healthcare Providers ETF | 5.21% |
| IAI | iShares US Broker-Dealers&Secs Exchs ETF | 5.0% |
| SPDN | Direxion Daily S&P 500® Bear 1X ETF | 4.5% |
| IAU | iShares Gold Trust | 4.09% |
| BWX | SPDR® Blmbg Barclays Intl Trs Bd ETF | 3.83% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AGGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00B3F8140 | LSE | 0.10% | 4 | ||
| CCOR | Core Alternative ETF | US53656F847 | PCX | 1.07% | 4 | +0.63 | |
| DGRO | iShares Core Dividend Growth ETF | US46434V6213 | PCX | 0.08% | 5 | +4.01 | |
| EIMI.L | iShares Core MSCI EM IMI UCITS ETF | IE00BKM4GZ6 | LSE | 0.18% | 4 | -0.10 | |
| EMIM.L | iShares Core MSCI EM IMI UCITS ETF | IE00BKM4GZ6 | LSE | 0.18% | 4 | -0.10 | |
| IAGG | iShares Core International Aggregate Bond ETF | US46435G6724 | BTS | 0.07% | 4 | -3.68 | |
| IDEV | iShares Core MSCI International Developed Markets ETF | US46435G3267 | PCX | 0.04% | 4 | +3.06 | |
| IEFA | iShares Core MSCI EAFE ETF | US46432F842 | BTS | 0.07% | 4 | +3.25 | |
| IGLT.L | iShares Core UK Gilts UCITS ETF GBP (Dist) | IE00B1FZSB3 | LSE | 0.07% | 4 | 0.00 | |
| IJR | iShares Core S&P Small-Cap ETF | US4642878049 | PCX | 0.06% | 4 | +8.82 | |
| IPAC | iShares Core MSCI Pacific ETF | IE00B52MJY50 | PCX | 0.09% | 4 | +4.04 | |
| ISF.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| IUSG | iShares Core S&P U.S. Growth ETF | US464287671 | NGM | 0.04% | 4 | -9.32 | |
| IUSV | iShares Core S&P U.S. Value ETF | US4642876639 | NGM | 0.04% | 4 | +10.69 | |
| IVV | iShares Core S&P 500 ETF | IE00B5BMR087 | PCX | 0.03% | 4 | -0.03 | |
| IWDA.L | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y98 | LSE | 0.30% | 5 | +1.06 | |
| LCR | Leuthold Core ETF | US527289789 | PCX | 0.86% | 5 | +2.44 | -- |
| SAGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00BDBRDM3 | LSE | 0.10% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.