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Brompton International Cash Flow Kings ETF (KNGX.T...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
11223J106
Issuer
Brompton
Inception Date
Jul 16, 2024
Leveraged
1x (No leverage)
Index Tracked
Brompton Index One International Cash Flow Kings Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Different Benchmark Currency

KNGX.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Brompton International Cash Flow Kings ETF (KNGX.TO) has returned 10.43% so far this year and 36.29% over the past 12 months.


Brompton International Cash Flow Kings ETF

1D
2.08%
1M
-1.85%
YTD
10.43%
6M
22.26%
1Y
36.29%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 24, 2024, KNGX.TO's average daily return is +0.09%, while the average monthly return is +1.77%. At this rate, your investment would double in approximately 3.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Oct 2025 with a return of +8.0%, while the worst month was Mar 2026 at -1.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, KNGX.TO closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +4.1%, while the worst single day was Apr 4, 2025 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.70%5.45%-1.85%10.43%
20254.66%1.31%3.33%-1.36%2.66%1.89%1.24%3.29%3.32%8.03%0.33%2.15%35.23%
20242.44%-0.60%-0.40%-1.81%-1.84%-1.75%-3.95%

Benchmark Metrics

Brompton International Cash Flow Kings ETF has an annualized alpha of 20.44%, beta of 0.27, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since July 25, 2024.

  • This ETF captured 57.95% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -66.49%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.27 may look defensive, but with R² of 0.09 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.09 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
20.44%
Beta
0.27
0.09
Upside Capture
57.95%
Downside Capture
-66.49%

Expense Ratio

KNGX.TO has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KNGX.TO ranks 92 for risk / return — in the top 92% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


KNGX.TO Risk / Return Rank: 9292
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9494
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Brompton International Cash Flow Kings ETF (KNGX.TO) and compare them to a chosen benchmark (S&P 500 Index).


KNGX.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.16

0.69

+1.47

Sortino ratio

Return per unit of downside risk

2.69

1.06

+1.63

Omega ratio

Gain probability vs. loss probability

1.45

1.17

+0.28

Calmar ratio

Return relative to maximum drawdown

2.93

1.14

+1.78

Martin ratio

Return relative to average drawdown

13.53

4.22

+9.31

Explore KNGX.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Brompton International Cash Flow Kings ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of CA$0.20 per share.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%CA$0.00CA$0.05CA$0.10CA$0.15CA$0.20CA$0.2520242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendCA$0.20CA$0.27CA$0.10

Dividend yield

1.48%2.16%1.02%

Monthly Dividends

The table displays the monthly dividend distributions for Brompton International Cash Flow Kings ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.03CA$0.00CA$0.00CA$0.07CA$0.27
2024CA$0.10CA$0.10

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Brompton International Cash Flow Kings 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 Brompton International Cash Flow Kings ETF was 13.51%, occurring on Apr 7, 2025. Recovery took 47 trading sessions.

The current Brompton International Cash Flow Kings ETF drawdown is 1.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.51%Mar 21, 202512Apr 7, 202547Jun 13, 202559
-7.22%Aug 28, 202494Jan 13, 202535Mar 4, 2025129
-6.27%Mar 2, 20266Mar 9, 2026
-6.26%Aug 1, 20243Aug 6, 202415Aug 27, 202418
-5.1%Nov 14, 20255Nov 20, 202529Jan 5, 202634

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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