KMLMKraneShares Mount Lucas Managed Futures Index Strategy ETF
Tracks the price performance of the KFA MLM Index.
By KraneShares · Launched 2020
Annual Cost
0.90%
#4,718 of 5,853 · expensive
Fund Size
$298M
#1,995 of 5,853 · mid-size
Return (1Y)Goal
+17.1%
Track Record
5 years
#2,191 of 5,853 · seasoned
Performance
Total-return NAV · USDGrowth of $10,000
$11,819+18.2%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundAsset class
AlternativeRegion
GlobalStrategy
Managed futures
Index tracked
Mount Lucas Managed Futures Index
What it actually holds
By weightConcentration
Top 10 holdings = 175.6% of fundconcentrated
United Kingdom of Great Britain and Northern IrelandFLGH6
25.9%
US 10YR ULTRA FUT MAR261TNH26
25.3%
N/ABPH26
16.5%
N/AADH26
16.5%
N/AUROH26
16.4%
N/ASFH26
16.4%
United States of America
14.7%
United States of America
14.6%
United States of America
14.6%
United States of America
14.6%
Asset allocation
Cash
295.4%
Other
11.7%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
11.5%Moderate
Year-on-year price swings
Max drawdown
-27.7%Moderate
Worst peak-to-trough loss
Sharpe (3Y)
-0.23Below average
Sortino (3Y)
-0.31Moderate downside risk
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Tracks the price performance of the KFA MLM Index.
- Strategy
- Invests in commodity, currency, and global fixed income futures contracts traded on U.S. and foreign exchanges to track the KFA MLM Index. The Fund aims to provide investment results that correspond to the Index's performance, utilizing a trend-following methodology.
- Inception date
- December 1, 2020
- Fund family
- KraneShares
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Data updated on 2026-08-02