KFA Mount Lucas Index Strategy ETF (KMLM)
KMLM is an actively managed ETF by CICC. KMLM launched on Dec 2, 2020 and has a 0.90% expense ratio.
ETF Info
Dec 2, 2020
Global (Broad)
1x
No Index (Active)
Expense Ratio
KMLM features an expense ratio of 0.90%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KFA Mount Lucas Index Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
KFA Mount Lucas Index Strategy ETF had a return of -1.28% year-to-date (YTD) and -1.66% in the last 12 months.
KMLM
-1.28%
1.72%
-0.35%
-1.66%
N/A
N/A
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
Monthly Returns
The table below presents the monthly returns of KMLM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.01% | 2.38% | 2.33% | 4.18% | -4.95% | -1.49% | 1.92% | -2.02% | 0.38% | -3.64% | -2.33% | -1.28% | |
| 2023 | -2.88% | 1.75% | -2.35% | 4.55% | 1.43% | -2.53% | 0.70% | 1.47% | 4.63% | -0.68% | -5.90% | -5.32% | -5.66% |
| 2022 | 5.04% | 3.95% | 9.13% | 9.76% | 1.91% | -1.44% | -2.50% | 8.69% | 3.98% | -1.41% | -10.05% | -3.22% | 24.24% |
| 2021 | 0.58% | 5.81% | -1.93% | 6.07% | 0.01% | -2.64% | -0.40% | -0.36% | 2.48% | 3.81% | -5.36% | -0.61% | 7.04% |
| 2020 | 5.40% | 5.40% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of KMLM is 8, meaning it’s performing worse than 92% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for KFA Mount Lucas Index Strategy ETF (KMLM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
KFA Mount Lucas Index Strategy ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $2.48 | $1.84 |
Dividend yield | 0.00% | 0.00% | 8.12% | 6.94% |
Monthly Dividends
The table displays the monthly dividend distributions for KFA Mount Lucas Index Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.48 | $2.48 |
| 2021 | $1.84 | $1.84 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the KFA Mount Lucas Index Strategy 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 KFA Mount Lucas Index Strategy ETF was 25.77%, occurring on Nov 29, 2024. The portfolio has not yet recovered.
The current KFA Mount Lucas Index Strategy ETF drawdown is 23.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.77% | Oct 17, 2022 | 534 | Nov 29, 2024 | — | — | — |
| -14.93% | Jun 14, 2022 | 36 | Aug 4, 2022 | 36 | Sep 26, 2022 | 72 |
| -9.11% | May 13, 2021 | 29 | Jul 19, 2021 | 115 | Feb 4, 2022 | 144 |
| -6.19% | Mar 9, 2022 | 6 | Mar 16, 2022 | 6 | Mar 24, 2022 | 12 |
| -6.02% | Sep 28, 2022 | 5 | Oct 4, 2022 | 4 | Oct 10, 2022 | 9 |
Volatility
Volatility Chart
The current KFA Mount Lucas Index Strategy ETF volatility is 2.68%, 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.