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    Leuthold Core Investment Retail (LCORX)

    18.58 Down 0.03(0.16%) Dec 9

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up15
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):47.18%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.44%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.25-2.23
    Beta (against Standard Index)0.720.88
    Mean Annual Return0.340.21
    R-squared (against Standard Index)55.8266.91
    Standard Deviation6.377.40
    Sharpe Ratio0.610.35
    Treynor Ratio5.273.04
    5 Years
    Alpha (against Standard Index)0.83-2.12
    Beta (against Standard Index)0.900.85
    Mean Annual Return0.620.43
    R-squared (against Standard Index)70.9070.40
    Standard Deviation7.217.38
    Sharpe Ratio1.010.71
    Treynor Ratio8.065.89
    10 Years
    Alpha (against Standard Index)-0.94-1.37
    Beta (against Standard Index)1.110.85
    Mean Annual Return0.430.33
    R-squared (against Standard Index)85.1875.61
    Standard Deviation11.989.62
    Sharpe Ratio0.370.36
    Treynor Ratio3.374.06