- ISIN
- US25459Y7691
- Issuer
- Mason Capital Partners
- Inception Date
- Jan 26, 2024
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $6M
Share Price Chart
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Performance
KNOW Performance Chart
Fundamentals First ETF (KNOW) is up 12.8% since the beginning of the year. KNOW is currently trading at $13 per share.
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Returns By Period
Fundamentals First ETF (KNOW) has returned 12.77% so far this year and 19.43% over the past 12 months.
Fundamentals First ETF
- 1D
- -1.06%
- 1M
- 0.88%
- YTD
- 12.77%
- 6M
- 12.59%
- 1Y
- 19.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
KNOW Monthly Returns History
Based on dividend-adjusted daily data since Feb 22, 2024, KNOW's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Feb 2026 with a return of +5.8%, while the worst month was Dec 2024 at -5.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, KNOW closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.15% | 5.83% | -4.99% | 5.14% | 0.31% | 1.12% | 12.77% | ||||||
| 2025 | 2.60% | -0.91% | -3.19% | -1.57% | 4.73% | 2.61% | -0.12% | 2.24% | 1.05% | -1.23% | 1.07% | 0.88% | 8.19% |
| 2024 | 0.69% | 3.79% | -3.32% | 2.23% | -1.17% | 4.54% | 1.12% | 0.69% | -1.33% | 5.66% | -5.00% | 7.62% |
Benchmark Metrics
Fundamentals First ETF has an annualized alpha of 0.61%, beta of 0.66, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since February 22, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.10%) than losses (56.01%) - typical of diversified or defensive assets.
- Beta of 0.66 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.61%
- Beta
- 0.66
- R²
- 0.71
- Upside Capture
- 58.10%
- Downside Capture
- 56.01%
Expense Ratio
KNOW has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
KNOW ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fundamentals First ETF (KNOW) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KNOW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.46 | +0.51 |
| Martin ratioReturn relative to average drawdown | 10.88 | 10.92 | -0.04 |
Dividends
Dividend History
Fundamentals First ETF provided a 1.81% dividend yield over the last twelve months, with an annual payout of $0.23 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.23 | $0.18 | $0.15 |
Dividend yield | 1.81% | 1.53% | 1.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Fundamentals First 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.09 | ||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.18 |
| 2024 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.15 |
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 Fundamentals First 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 Fundamentals First ETF was 15.99%, occurring on Apr 8, 2025. Recovery took 58 trading sessions.
The current Fundamentals First ETF drawdown is 1.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -15.99%Apr 2025 | 4mo 7d | 2mo 25d | 7mo 2dDec 2024 - Jul 2025 |
2026 pullback2026 | -6.57%Mar 2026 | 25d | 1mo 5d | 2moMar 2026 - May 2026 |
2024 pullback2024 | -5.48%Aug 2024 | 4d | 18d | 22dAug 2024 - Aug 2024 |
2024 pullback2024 | -4.51%Apr 2024 | 17d | 27d | 1mo 14dApr 2024 - May 2024 |
2025 pullback2025 | -3.99%Nov 2025 | 1mo 14d | 21d | 2mo 5dOct 2025 - Dec 2025 |
Drawdown Indicators
| KNOW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -56.78% | +40.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -9.10% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.30% | -3.21% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -2.10% | -10.71% | +8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.04% | -0.25% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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