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    Leuthold Core Investment Retail (LCORX)

    17.80 Up 0.01(0.06%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up15
    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
    Alpha (against Standard Index)3.27-3.66
    Beta (against Standard Index)0.890.97
    Mean Annual Return0.780.25
    R-squared (against Standard Index)67.0368.56
    Standard Deviation6.927.52
    Sharpe Ratio1.350.38
    Treynor Ratio10.672.62
    5 Years
    Alpha (against Standard Index)-0.33-2.64
    Beta (against Standard Index)1.000.93
    Mean Annual Return0.550.33
    R-squared (against Standard Index)81.2671.29
    Standard Deviation8.508.52
    Sharpe Ratio0.780.47
    Treynor Ratio6.453.85
    10 Years
    Alpha (against Standard Index)-0.83-2.01
    Beta (against Standard Index)1.130.96
    Mean Annual Return0.530.36
    R-squared (against Standard Index)85.5879.41
    Standard Deviation12.0210.40
    Sharpe Ratio0.430.34
    Treynor Ratio4.053.65