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KFA Value Liner Dynamic Core Equity Index ETF (KVLE)

ETF · Currency in USD · Last updated Mar 18, 2023

KVLE is a passive ETF by CICC tracking the investment results of the 3D/L Value Line Dynamic Core Equity Index. KVLE launched on Nov 24, 2020 and has a 0.56% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in KFA Value Liner Dynamic Core Equity Index ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,233 for a total return of roughly 22.33%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
10.44%
6.48%
KVLE (KFA Value Liner Dynamic Core Equity Index ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Popular comparisons: KVLE vs. SCHD

Return

KFA Value Liner Dynamic Core Equity Index ETF had a return of 0.25% year-to-date (YTD) and -1.20% in the last 12 months. Over the past 10 years, KFA Value Liner Dynamic Core Equity Index ETF had an annualized return of 9.15%, outperforming the S&P 500 benchmark which had an annualized return of 3.29%.


PeriodReturnBenchmark
1 month-3.56%-5.31%
Year-To-Date0.25%2.01%
6 months4.40%0.39%
1 year-1.20%-10.12%
5 years (annualized)9.15%3.29%
10 years (annualized)9.15%3.29%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.74%-2.49%
2022-9.59%8.11%7.69%-3.03%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current KFA Value Liner Dynamic Core Equity Index ETF Sharpe ratio is -0.06. 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.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20NovemberDecember2023FebruaryMarch
-0.06
-0.43
KVLE (KFA Value Liner Dynamic Core Equity Index ETF)
Benchmark (^GSPC)

Dividend History

KFA Value Liner Dynamic Core Equity Index ETF granted a 5.76% dividend yield in the last twelve months. The annual payout for that period amounted to $1.24 per share.


PeriodTTM202220212020
Dividend$1.24$1.24$2.29$0.07

Dividend yield

5.76%5.78%10.08%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for KFA Value Liner Dynamic Core Equity Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
2022$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.87
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$2.00
2020$0.07

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-6.47%
-18.34%
KVLE (KFA Value Liner Dynamic Core Equity Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the KFA Value Liner Dynamic Core Equity Index ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the KFA Value Liner Dynamic Core Equity Index ETF is 18.38%, recorded on Oct 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.38%Jan 5, 2022194Oct 12, 2022
-5.26%Sep 3, 202119Sep 30, 202123Nov 2, 202142
-5.25%May 11, 202128Jun 18, 202150Aug 30, 202178
-3.95%Nov 24, 20215Dec 1, 20215Dec 8, 202110
-2.91%Feb 25, 20212Feb 26, 20216Mar 8, 20218
-2.81%Jan 26, 20214Jan 29, 20215Feb 5, 20219
-2.19%Dec 17, 20212Dec 20, 20214Dec 27, 20216
-1.92%Nov 25, 20203Nov 30, 20207Dec 9, 202010
-1.74%Mar 16, 20216Mar 23, 20212Mar 25, 20218
-1.66%Dec 30, 20213Jan 3, 20221Jan 4, 20224

Volatility Chart

Current KFA Value Liner Dynamic Core Equity Index ETF volatility is 18.37%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
18.37%
21.17%
KVLE (KFA Value Liner Dynamic Core Equity Index ETF)
Benchmark (^GSPC)