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ISIN
US5007676944
Inception Date
Jan 26, 2021
Region
Emerging Asia Pacific (China)
Leveraged
1x (No leverage)
Index Tracked
SSE Science and Technology Innovation Board 50 Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$230M

Share Price Chart


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Performance

KSTR Performance Chart

KraneShares SSE STAR Market 50 Index ETF (KSTR) is up 51.4% since the beginning of the year. KSTR is currently trading at $28 per share. Investors who bought $1,000 worth of KSTR shares 5 years ago would now be looking at an investment worth $1,068.


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S&P 500 Index

Returns By Period

KraneShares SSE STAR Market 50 Index ETF (KSTR) has returned 51.37% so far this year and 113.73% over the past 12 months.


KraneShares SSE STAR Market 50 Index ETF

1D
1.22%
1M
10.13%
YTD
51.37%
6M
53.01%
1Y
113.73%
3Y*
23.99%
5Y*
1.33%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KSTR Monthly Returns History

Based on dividend-adjusted daily data since Jan 27, 2021, KSTR's average daily return is +0.04%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 45% of months were positive and 55% were negative. The best month was Aug 2025 with a return of +30.2%, while the worst month was Jan 2024 at -20.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.

On a daily basis, KSTR closed higher 47% of trading days. The best single day was Oct 7, 2024 with a return of +29.9%, while the worst single day was Oct 8, 2024 at -26.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202612.84%1.00%-13.81%26.86%8.24%12.23%51.37%
2025-2.07%13.01%-3.54%-1.94%-2.49%3.89%3.56%30.19%7.94%-4.87%-4.91%2.31%42.82%
2024-20.46%17.60%-4.74%0.63%-5.17%-3.98%5.24%-5.38%26.82%5.06%2.93%-4.82%6.12%
202310.23%-5.88%9.41%-3.06%-5.28%-6.13%-2.66%-5.41%-5.18%-4.32%2.14%-1.66%-17.93%
2022-12.45%1.88%-14.19%-17.30%9.76%7.57%-2.26%-8.22%-12.27%4.48%4.35%-4.10%-38.51%
2021-1.89%-6.53%-6.85%6.36%8.55%12.21%-0.84%-9.14%-6.46%4.27%6.54%-5.44%-2.01%

Benchmark Metrics

KraneShares SSE STAR Market 50 Index ETF has an annualized alpha of 2.80%, beta of 0.49, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since January 27, 2021.

  • This ETF participated in 76.13% of S&P 500 Index downside but only 43.91% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.49 may look defensive, but with R2 of 0.05 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 0.05 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
2.80%
Beta
0.49
0.05
Upside Capture
43.91%
Downside Capture
76.13%

Expense Ratio

KSTR has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KSTR ranks 87 for risk / return — in the top 87% 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.


KSTR Risk / Return Rank: 8787
Overall Rank
KSTR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 8585
Sortino Ratio Rank
KSTR Omega Ratio Rank: 8484
Omega Ratio Rank
KSTR Calmar Ratio Rank: 9393
Calmar Ratio Rank
KSTR Martin Ratio Rank: 8282
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 KraneShares SSE STAR Market 50 Index ETF (KSTR) 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.


KSTRBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.48

1.37

+0.11

Calmar ratioReturn relative to maximum drawdown

6.46

2.78

+3.68

Martin ratioReturn relative to average drawdown

15.95

12.44

+3.51

Dividends

Dividend History


KraneShares SSE STAR Market 50 Index ETF doesn't pay dividends

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 KraneShares SSE STAR Market 50 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 SSE STAR Market 50 Index ETF was 66.46%, occurring on Sep 9, 2024. Recovery took 445 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-66.46%Sep 2024
3y 1mo1y 9mo
4y 11moJul 2021 - Jun 2026
2021 correction2021
-19.54%Mar 2021
1mo 5d2mo 25d
4moFeb 2021 - Jun 2021
2021 pullback2021
-4.22%Feb 2021
2d4d
6dFeb 2021 - Feb 2021
2021 pullback2021
-4.04%Jul 2021
5d2d
7dJul 2021 - Jul 2021
2021 pullback2021
-2.03%Jun 2021
2d4d
6dJun 2021 - Jun 2021

Drawdown Indicators


KSTRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.46%

-56.78%

-9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-9.10%

-8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-41.55%

-18.90%

-22.65%

Max Drawdown (5Y)

Largest decline over 5 years

-66.46%

-25.43%

-41.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-38.49%

-10.71%

-27.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

2.03%

+5.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with KSTR

Add KraneShares SSE STAR Market 50 Index ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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