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Leuthold Core Investment Retail (LCORX)

19.30 Down 0.08(0.41%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down4
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
StatisticLCORXCategory
Alpha (against Standard Index)-1.760.51
Beta (against Standard Index)1.111.04
Mean Annual Return0.840.97
R-squared (against Standard Index)91.1593.48
Standard Deviation9.138.47
Sharpe Ratio1.091.38
Treynor Ratio9.0511.53
5 Years
StatisticLCORXCategory
Alpha (against Standard Index)-3.78-0.03
Beta (against Standard Index)1.211.06
Mean Annual Return0.730.91
R-squared (against Standard Index)90.4094.75
Standard Deviation10.849.22
Sharpe Ratio0.801.18
Treynor Ratio6.8910.43
10 Years
StatisticLCORXCategory
Alpha (against Standard Index)-0.56-1.19
Beta (against Standard Index)1.181.06
Mean Annual Return0.700.59
R-squared (against Standard Index)85.2293.75
Standard Deviation12.3410.58
Sharpe Ratio0.560.52
Treynor Ratio5.404.89