KMLMKraneShares Mount Lucas Managed Futures Index Strategy ETF

Take a bet5y track recordRanked #107 of 995 in this goal

Tracks the price performance of the KFA MLM Index.

By KraneShares · Launched 2020

Annual Cost

0.90%

#4,871 of 6,035 · expensive

Fund Size

$413M

#1,818 of 6,035 · large

Return (1Y)

+21.3%

Track Record

5 years

#2,214 of 6,035 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$12,114+21.1%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Managed futures

Index tracked

Mount Lucas Managed Futures Index

Holdings

By weight

Concentration

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+ years

Volatility (1Y)

12.6%Moderate

Year-on-year price swings

Max drawdown

-27.7%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

-0.21Below average

Sortino (3Y)

-0.28Moderate 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