- Issuer
- CICC
- Inception Date
- Nov 24, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- 3D/L Value Line Dynamic Core Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $39M
Share Price Chart
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Performance
KVLE Performance Chart
KFA Value Liner Dynamic Core Equity Index ETF (KVLE) is up 11.2% since the beginning of the year. KVLE is currently trading at $28 per share. Investors who bought $1,000 worth of KVLE shares 5 years ago would now be looking at an investment worth $1,607.
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Returns By Period
KFA Value Liner Dynamic Core Equity Index ETF (KVLE) has returned 11.23% so far this year and 20.71% over the past 12 months.
KFA Value Liner Dynamic Core Equity Index ETF
- 1D
- 0.29%
- 1M
- 4.55%
- YTD
- 11.23%
- 6M
- 11.46%
- 1Y
- 20.71%
- 3Y*
- 15.28%
- 5Y*
- 9.95%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
KVLE Monthly Returns History
Based on dividend-adjusted daily data since Nov 24, 2020, KVLE's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +9.0%, while the worst month was Sep 2022 at -9.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, KVLE closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.9%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.23% | 0.57% | -5.83% | 9.03% | 3.47% | 0.86% | 11.23% | ||||||
| 2025 | 2.25% | -0.15% | -3.52% | -2.12% | 4.36% | 3.21% | 0.53% | 3.74% | 2.19% | -0.67% | 0.12% | -0.65% | 9.34% |
| 2024 | -1.52% | 2.46% | 4.46% | -4.58% | 5.09% | 1.73% | 3.39% | 2.21% | 3.05% | 0.77% | 5.10% | -4.66% | 18.25% |
| 2023 | 3.73% | -2.49% | 3.35% | 0.95% | -3.78% | 5.19% | 2.11% | -2.96% | -4.65% | -2.06% | 6.92% | 4.57% | 10.49% |
| 2022 | -2.77% | -2.62% | 3.71% | -5.33% | 3.24% | -5.94% | 5.55% | -3.32% | -9.59% | 8.11% | 7.69% | -3.02% | -5.96% |
| 2021 | -0.20% | 3.06% | 8.29% | 4.61% | 1.79% | -1.24% | 0.99% | 2.49% | -5.05% | 5.04% | -1.20% | 7.16% | 28.01% |
Benchmark Metrics
KFA Value Liner Dynamic Core Equity Index ETF has an annualized alpha of 1.76%, beta of 0.76, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since November 25, 2020.
- This ETF participated in 88.23% of S&P 500 Index downside but only 84.95% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.76%
- Beta
- 0.76
- R²
- 0.78
- Upside Capture
- 84.95%
- Downside Capture
- 88.23%
Expense Ratio
KVLE has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KVLE ranks 51 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and compare them to S&P 500 Index.
| KVLE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 2.39 | -0.50 |
Sortino ratioReturn per unit of downside risk | 2.69 | 3.25 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.11 | -0.94 |
Martin ratioReturn relative to average drawdown | 8.32 | 14.38 | -6.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
KFA Value Liner Dynamic Core Equity Index ETF provided a 7.24% dividend yield over the last twelve months, with an annual payout of $2.05 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $2.05 | $2.02 | $2.02 | $0.58 | $1.24 | $2.29 | $0.07 |
Dividend yield | 7.24% | 7.90% | 7.99% | 2.53% | 5.78% | 9.51% | 0.35% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.13 | ||||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $1.68 | $2.02 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.60 | $2.02 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.22 | $0.58 |
| 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 | $1.24 |
| 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 | $2.29 |
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 KFA Value Liner Dynamic Core Equity 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 KFA Value Liner Dynamic Core Equity Index ETF was 18.38%, occurring on Oct 12, 2022. Recovery took 186 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.38%Oct 2022 | 9mo 10d | 9mo 3d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -16.39%Apr 2025 | 4mo 3d | 2mo 25d | 6mo 28dDec 2024 - Jul 2025 |
2023 correction2023 | -11.24%Oct 2023 | 3mo 3d | 1mo 17d | 4mo 20dJul 2023 - Dec 2023 |
2026 pullback2026 | -9.59%Mar 2026 | 1mo 17d | 1mo 1d | 2mo 18dFeb 2026 - Apr 2026 |
2025 pullback2025 | -5.58%Nov 2025 | 22d | 21d | 1mo 13dOct 2025 - Dec 2025 |
Drawdown Indicators
| KVLE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -56.78% | +38.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -9.10% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -18.90% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.38% | -25.43% | +7.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.21% | -10.72% | +7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.97% | +0.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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