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KraneShares MSCI China Clean Technology Index ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS5007678502
CUSIP500767850
IssuerCICC
Inception DateOct 13, 2017
RegionEmerging Asia Pacific (China)
CategoryChina Equities
Index TrackedMSCI China IMI Environment 10/40 Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The KraneShares MSCI China Clean Technology Index ETF has a high expense ratio of 0.79%, indicating higher-than-average management fees.


Expense ratio chart for KGRN: 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%

Share Price Chart


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Compare to other instruments

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KraneShares MSCI China Clean Technology Index ETF

Popular comparisons: KGRN vs. MCHI, KGRN vs. VYM, KGRN vs. SPY, KGRN vs. FCA, KGRN vs. VOO, KGRN vs. KBA

Performance

Performance Chart

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


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-15.02%
22.03%
KGRN (KraneShares MSCI China Clean Technology Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

KraneShares MSCI China Clean Technology Index ETF had a return of -14.76% year-to-date (YTD) and -24.23% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-14.76%5.84%
1 month-3.70%-2.98%
6 months-15.02%22.02%
1 year-24.23%24.47%
5 years (annualized)1.45%11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-20.74%15.36%-3.68%
2023-6.07%-6.27%-3.09%2.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KGRN is 5, indicating that it is in the bottom 5% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of KGRN is 55
KraneShares MSCI China Clean Technology Index ETF(KGRN)
The Sharpe Ratio Rank of KGRN is 44Sharpe Ratio Rank
The Sortino Ratio Rank of KGRN is 44Sortino Ratio Rank
The Omega Ratio Rank of KGRN is 55Omega Ratio Rank
The Calmar Ratio Rank of KGRN is 44Calmar Ratio Rank
The Martin Ratio Rank of KGRN is 66Martin 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

The charts below present risk-adjusted performance metrics for KraneShares MSCI China Clean Technology Index ETF (KGRN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


KGRN
Sharpe ratio
The chart of Sharpe ratio for KGRN, currently valued at -0.71, compared to the broader market-1.000.001.002.003.004.00-0.71
Sortino ratio
The chart of Sortino ratio for KGRN, currently valued at -0.93, compared to the broader market-2.000.002.004.006.008.00-0.93
Omega ratio
The chart of Omega ratio for KGRN, currently valued at 0.90, compared to the broader market1.001.502.000.90
Calmar ratio
The chart of Calmar ratio for KGRN, currently valued at -0.33, compared to the broader market0.002.004.006.008.0010.00-0.33
Martin ratio
The chart of Martin ratio for KGRN, currently valued at -0.91, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current KraneShares MSCI China Clean Technology Index ETF Sharpe ratio is -0.71. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.71
2.05
KGRN (KraneShares MSCI China Clean Technology Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

KraneShares MSCI China Clean Technology Index ETF granted a 0.87% dividend yield in the last twelve months. The annual payout for that period amounted to $0.17 per share.


PeriodTTM202320222021202020192018
Dividend$0.17$0.17$0.44$0.19$0.00$1.09$0.36

Dividend yield

0.87%0.74%1.60%0.41%0.01%5.88%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for KraneShares MSCI China Clean Technology Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09
2018$0.36

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-62.97%
-3.92%
KGRN (KraneShares MSCI China Clean Technology Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the KraneShares MSCI China Clean Technology Index ETF. 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 KraneShares MSCI China Clean Technology Index ETF was 66.36%, occurring on Feb 5, 2024. The portfolio has not yet recovered.

The current KraneShares MSCI China Clean Technology Index ETF drawdown is 62.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.36%Feb 17, 2021747Feb 5, 2024
-41.14%Jan 23, 2018356Mar 23, 202070Jul 6, 2020426
-9.5%Oct 27, 201727Dec 7, 201715Jan 3, 201842
-8.95%Jan 26, 20214Jan 29, 20217Feb 9, 202111
-8.88%Jul 13, 202011Jul 27, 20207Aug 5, 202018

Volatility

Volatility Chart

The current KraneShares MSCI China Clean Technology Index ETF volatility is 6.36%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.36%
3.60%
KGRN (KraneShares MSCI China Clean Technology Index ETF)
Benchmark (^GSPC)