CRU
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. The portfolio is rebalanced Quarterly
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 6.33% | -2.81% | 21.13% | 24.56% | 11.55% | 10.55% |
| CRU | -12.52% | 1.30% | -11.80% | -16.94% | N/A | N/A |
| Portfolio components: | ||||||
KRBN KraneShares Global Carbon ETF | -12.52% | 1.30% | -8.75% | -10.34% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -13.13% | -6.97% | 4.31% | |||||||||
| 2023 | -5.34% | 0.17% | -3.26% | 4.23% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
KRBN KraneShares Global Carbon ETF | -0.55 | -0.67 | 0.93 | -0.37 | -1.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 49.04%, occurring on Mar 13, 2024. The portfolio has not yet recovered.
The current CRU drawdown is 42.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.04% | Feb 7, 2022 | 527 | Mar 13, 2024 | — | — | — |
| -14.19% | Dec 9, 2021 | 7 | Dec 17, 2021 | 31 | Feb 2, 2022 | 38 |
| -10.05% | Oct 6, 2021 | 10 | Oct 19, 2021 | 16 | Nov 10, 2021 | 26 |
| -3.72% | Sep 9, 2021 | 4 | Sep 14, 2021 | 8 | Sep 24, 2021 | 12 |
| -3.14% | Sep 28, 2021 | 3 | Sep 30, 2021 | 2 | Oct 4, 2021 | 5 |
Volatility
Volatility Chart
The current CRU volatility is 9.95%, 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.