KMLMKraneShares Mount Lucas Managed Futures Index Strategy ETF

Diversifier#62 of 228 for Diversifier

Seeks to provide investment results that correspond to the Mount Lucas Managed Futures Index.

KraneShares · Since 2020 (5 years)

Annual Cost

0.90%

#4325 out of 5,332 ETFs

Fund Size

$273M

#1873 out of 5,332 ETFs

Dividend Yield

4.64%

Track Record

5 years

#2290 out of 5,332 ETFs

Performance

1 Year

+17.1%

3 Years

+0.3%

5 Years

+4.4%

What's inside

Asset class

alternative

Region

global

Strategy

managed futures

Asset allocation

Cash

295.4%

Other

11.7%

Top holdings

Euro Bund Future June 26FGBLM2654.3%

Risk profile

Volatility (1Y)

10.7%

Moderate

Max drawdown

-31.0%

Worst peak-to-trough loss

Sharpe (3Y)

-0.24

Below average

Sortino (3Y)

-0.32

Moderate downside risk

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