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CRU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


KRBN 100%CommodityCommodity
PositionCategory/SectorWeight
KRBN
KraneShares Global Carbon ETF
Commodities
100%

Transactions


DateTypeSymbolQuantityPrice
Sep 1, 2021BuyKraneShares Global Carbon ETF1.3$39.50

1–1 of 1

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CRU, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.84%
9.23%
CRU
Benchmark (^GSPC)
Portfolio components

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
CRU-13.01%-2.34%-4.84%-11.66%N/AN/A
KRBN
KraneShares Global Carbon ETF
-16.89%-2.99%-6.34%-15.20%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of CRU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.01%-5.13%3.11%4.13%5.33%-4.98%-0.98%2.35%-3.30%-0.07%-0.70%-13.01%
20236.83%2.08%-1.83%-1.45%-5.99%7.74%1.95%-1.41%-4.21%0.13%-2.54%5.77%6.19%
20222.39%-5.96%-4.75%1.58%3.71%0.12%-10.49%-0.61%-14.93%16.53%4.33%-1.00%-11.88%
20214.03%-0.58%17.09%6.94%29.49%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for KRBN: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CRU is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CRU is 11
Overall Rank
The Sharpe Ratio Rank of CRU is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CRU is 11
Sortino Ratio Rank
The Omega Ratio Rank of CRU is 11
Omega Ratio Rank
The Calmar Ratio Rank of CRU is 11
Calmar Ratio Rank
The Martin Ratio Rank of CRU is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CRU, currently valued at -0.65, compared to the broader market-6.00-4.00-2.000.002.004.00-0.652.07
The chart of Sortino ratio for CRU, currently valued at -0.87, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.872.76
The chart of Omega ratio for CRU, currently valued at 0.91, compared to the broader market0.400.600.801.001.201.401.601.800.911.39
The chart of Calmar ratio for CRU, currently valued at -0.38, compared to the broader market0.002.004.006.008.0010.0012.00-0.383.05
The chart of Martin ratio for CRU, currently valued at -1.11, compared to the broader market0.0010.0020.0030.0040.0050.00-1.1113.27
CRU
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
KRBN
KraneShares Global Carbon ETF
-0.62-0.810.91-0.44-1.10

The current CRU Sharpe ratio is -0.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of CRU with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.65
2.07
CRU
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CRU provided a 5.00% dividend yield over the last twelve months.


TTM202320222021
Portfolio5.00%5.79%18.54%0.48%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.71$2.71
2023$0.00$0.00$0.00$0.00$0.00$2.13$0.00$0.00$0.00$0.00$0.00$1.47$3.60
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.86$10.86
2021$0.00$0.00$0.00$0.32$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.96%
-1.91%
CRU
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CRU. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CRU was 36.26%, occurring on Mar 7, 2022. The portfolio has not yet recovered.

The current CRU drawdown is 25.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.26%Feb 7, 202220Mar 7, 2022
-14.19%Dec 9, 20217Dec 17, 202131Feb 2, 202238
-10.05%Oct 6, 202110Oct 19, 202116Nov 10, 202126
-3.72%Sep 9, 20214Sep 14, 20218Sep 24, 202112
-3.14%Sep 28, 20213Sep 30, 20212Oct 4, 20215

Volatility

Volatility Chart

The current CRU volatility is 4.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.74%
3.82%
CRU
Benchmark (^GSPC)
Portfolio components
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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