KMLMKraneShares Mount Lucas Managed Futures Index Strategy ETF

Take a bet5y track recordRanked #128 of 775 in this goal

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

By KraneShares · Launched 2020

Annual Cost

0.90%

#4,535 of 5,562 · expensive

Fund Size

$327M

#1,890 of 5,562 · large

Return (1Y)Goal

+13.9%

Track Record

5 years

#2,244 of 5,562 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$11,502+15.0%

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

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Managed futures

Index tracked

Mount Lucas Managed Futures Index

What it actually holds

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)

11.4%Moderate

Year-on-year price swings

Max drawdown

-31.0%Severe

Worst peak-to-trough loss

Sharpe (3Y)

-0.43Below average

Sortino (3Y)

-0.57Moderate downside risk

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks to provide investment results that correspond to the Mount Lucas Managed Futures Index.
Strategy: Invests primarily in commodity, currency, and global fixed income futures contracts traded on U.S. and foreign exchanges. The strategy aims to replicate the performance of the modified MLM Index.
Inception date: December 1, 2020
Fund family: KraneShares