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KEM: KraneShares Dynamic Emerging Markets Strategy ETF (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/21/1992 |
Last Dividend Date: | 08/14/2019 |
12-Mo. Yield | 0.30% |
Expenses | - |
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Performance Analytics (As of 09/08/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/21/1992 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 48.3 | 7.5 | 66.3 | 12.0 | 2.2 | -5.6 | 4.8 | 0.6 | 54.2 | 16.5 | 127.1 | 179.7 | -43.6 | -25.5 | 12.1 | -28.7 | -51.6 | 308.4 | 340.7 | -95.9 | -9.2 | 3.3 | -21.0 | -34.6 | 56.6 | -50.8 | 17.4 | -32.9 | 300.6 | -41.9 | -16.7 | -2.6 | 61.2 | 91.1 | 8.8 | 42.5 |
Sharpe Ratio | NA | 1.22 | 0.09 | 0.54 | -0.08 | NA | NA | -0.19 | -0.91 | 0.63 | -0.09 | 1.59 | 2.55 | -1.1 | -0.9 | -0.12 | -0.93 | -1.1 | 4.33 | 2.15 | -0.91 | -0.98 | -0.45 | -1.22 | -1.47 | 0.85 | -1.36 | -0.08 | -1.22 | 6.35 | -0.14 | -1.29 | -0.01 | -0.02 | 2.37 | 0.23 | 10.8 |
Draw Down(%) | NA | 22.8 | 47.7 | 58.3 | 92.1 | NA | NA | 99.8 | 21.8 | 24.9 | 46.3 | 47.7 | 46.1 | 65.9 | 36.1 | 41.9 | 62.7 | 60.7 | 40.2 | 82.6 | 96.3 | 34.9 | 38.9 | 31.6 | 54.4 | 24.2 | 71.5 | 38.3 | 64.8 | 26.3 | 58.0 | 42.7 | 44.2 | 38.9 | 13.9 | 35.0 | 8.8 |
Standard Deviation(%) | NA | 34.3 | 54.6 | 57.2 | 55.9 | NA | NA | 63.1 | 25.9 | 49.5 | 54.2 | 68.3 | 56.7 | 56.4 | 48.8 | 51.6 | 51.0 | 64.0 | 66.9 | 150.1 | 126.7 | 32.1 | 42.4 | 34.3 | 36.8 | 43.7 | 51.9 | 50.8 | 83.4 | 51.3 | 61.9 | 49.1 | 57.0 | 53.4 | 39.1 | 37.9 | 48.0 |
Treynor Ratio | NA | 0.87 | 0.06 | 0.31 | -0.04 | NA | NA | -0.09 | -0.58 | 0.15 | -0.03 | 0.38 | 0.88 | -0.58 | -0.28 | -0.04 | -0.23 | -0.35 | 2.27 | 2.29 | -0.86 | -0.28 | -0.08 | -0.28 | -0.3 | 0.21 | -0.55 | -0.03 | -0.62 | 14.64 | -0.14 | -0.6 | 0.0 | 0.0 | 1.72 | -0.88 | 7.24 |
Alpha | NA | 0.15 | 0.1 | 0.19 | 0.25 | NA | NA | 0.13 | -0.04 | 0.08 | 0.21 | 2.3 | 1.11 | -0.05 | -0.11 | 0.61 | -0.14 | -0.18 | 0.79 | 0.93 | -0.73 | -0.04 | 0.02 | 0.29 | -0.16 | 0.08 | -0.03 | 0.22 | 0.34 | 0.64 | -0.15 | -0.14 | -0.03 | 0.21 | 0.28 | 0.03 | 0.68 |
Beta | NA | 0.48 | 0.9 | 0.99 | 1.31 | NA | NA | 1.28 | 0.4 | 2.05 | 1.83 | 2.82 | 1.64 | 1.07 | 1.57 | 1.54 | 2.07 | 1.98 | 1.28 | 1.41 | 1.35 | 1.12 | 2.52 | 1.52 | 1.82 | 1.78 | 1.27 | 1.49 | 1.64 | 0.22 | 0.61 | 1.05 | 1.03 | 2.14 | 0.54 | -0.1 | 0.72 |
RSquared | NA | 0.22 | 0.15 | 0.12 | 0.17 | NA | NA | 0.14 | 0.57 | 0.27 | 0.33 | 0.09 | 0.15 | 0.08 | 0.13 | 0.12 | 0.28 | 0.52 | 0.11 | 0.06 | 0.21 | 0.31 | 0.35 | 0.21 | 0.3 | 0.48 | 0.41 | 0.39 | 0.19 | 0.01 | 0.04 | 0.15 | 0.05 | 0.1 | 0.02 | 0.0 | 0.01 |
Yield(%) | N/A | 0.3 | 0.5 | 1.3 | 0.3 | 0.1 | 0.0 | N/A | 0.0 | 0.8 | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -66.7 | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 200.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/21/1992
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