Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KMLM (KraneShares Mount Lucas Managed Futures Index Strategy ETF) | 9.75% | 12.78% | -0.84% | 3.10% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 12/24/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KMLM (KraneShares Mount Lucas Managed Futures Index Strategy ETF) | 12/24/2020 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.21 | 12.78 | -0.84 | 3.10 | NA | NA | NA | … | … | 9.75 | -2.98 | -1.70 | -5.66 | 24.24 | 7.04 | 2.88 |
| Sharpe Ratio | NA | 0.85 | -0.40 | 0.05 | NA | NA | NA | … | … | 1.41 | -0.64 | -0.51 | -0.72 | 1.01 | 0.47 | 19.73 |
| Standard Deviation(%) | NA | 11.45 | 11.26 | 14.75 | NA | NA | NA | … | … | 14.74 | 9.16 | 10.34 | 12.99 | 22.80 | 14.86 | 25.30 |
| Draw Down(%) | NA | 6.30 | 22.28 | 31.01 | NA | NA | NA | … | … | 6.30 | 11.17 | 12.22 | 12.74 | 17.56 | 9.11 | 0.97 |
| Yield(%) | 0.00 | 4.91 | 1.65 | 3.92 | 2.28 | 1.52 | 1.14 | … | … | 0.00 | 4.61 | 0.80 | 0.00 | 9.30 | 6.97 | 0.00 |
Data as of 06/04/2026, Common starting date is 12/24/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KMLM (KraneShares Mount Lucas Managed Futures Index Strategy ETF) |
-8.63%
Sep 2022 – Sep 2025 |
3.23%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KMLM (KraneShares Mount Lucas Managed Futures Index Strategy ETF) |
7.63%
Mar 2021 – Mar 2024 |
4.50%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart