Leuthold Core Downside Deviation
| LCR ETF | | | USD 39.13 0.39 1.01% |
Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target. Below is Leuthold Core's current Downside Deviation with peer comparisons and related risk metrics.
Current Downside Deviation Value
At 0.6271, Leuthold Core's Downside Deviation indicates low price variability. This places Leuthold Core at the lower end of the volatility range for ETF.
Downside Deviation | = | SQRT(DV) |
| = | 0.6271 | |
Downside Deviation Peers Comparison
Relative to peers, Leuthold Core's Downside Deviation is below the group average of 1.25. Peer readings range from 0.5067 (Innovator SAMPP 500) to 2.98 (ProShares Ultra Oil), reflecting wide dispersion across the sector. Leuthold Core has exhibited less price dispersion than the peer average over the measured period.
Downside Deviation Relative To Other Indicators
The chart below plots Downside Deviation against Maximum Drawdown for Leuthold Core and its peers. Each point represents one equity — position along the horizontal axis shows Downside Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Leuthold Core's Downside Deviation reads
0.63 while Maximum Drawdown reads
2.79 , a
4.44 ratio between the two. This indicates Maximum Drawdown is significantly higher than Downside Deviation for Leuthold Core.
Methodology, Assumptions & Data Sources
Leuthold Core's Downside Deviation currently stands at 0.6271. Leuthold Core's Downside Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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