KFA Mount Lucas Index Strategy ETF (KMLM)
Description
The KMLM ETF contains 0 constituents. It is focused on holdings in the region.
Price $39.10 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 4.7% |
| Expense ratio | 0.9% |
| Average spread | 0.281% |
| 1Y roundtrip cost | 1.181% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 5.0% | 4.0% | 9.1% | 9.8% | 1.9% | -1.4% | -2.5% | 8.7% | 4.0% | 1.9% | 40.5% | ||
| 2021 | 0.6% | 5.8% | -1.9% | 6.1% | 0.0% | -0.2% | -2.8% | -0.4% | 2.5% | 3.8% | -5.4% | -0.6% | 7.5% |
| 5.6% | 9.8% | 7.2% | 15.8% | 1.9% | -1.7% | -5.3% | 8.3% | 6.5% | 5.7% | -5.4% | -0.6% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 1.84 | 1.84 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.84 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| KMLM | EQRR | FAAR | HAP | KBWB | USCI | |
|---|---|---|---|---|---|---|
| Product name | KFA Mount Lucas Index Strategy ETF | ProShares Equities for Rising Rates ETF | First Trust Alternative Absolute Return Strategy ETF | Market Vectors Natural Resources ETF | PowerShares KBW Bank Portfolio ETF | United States Commodity Index Fund |
| Issuer | KraneShares | ProShares | First Trust | VanEck | Invesco | US Commodity Funds |
| Price | $39.1 | $49.12 | $31.86 | $46.11 | $49.4 | $53.35 |
| Expense Ratio | 0.9% |  0.35% |  0.95% | 0.5% | 0.35% | 1.03% |
| Average Spread | 0.281% | 0.122% | 0.565% | 0.174% | 0.020% | 0.112% |
| AUM | $43,284,600 | $7,716,160 | $125,834,000 | $97,759,400 | $2,472,420,000 | $306,206,000 |
| Shares | 1,107,023 | 157,088 | 3,949,606 | 2,120,134 | 50,049,006 | 5,739,564 |
| Average Daily Volume | 159,878 | 11,333 | 69,447 | 9,713 | 712,037 | 21,510 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2020-12-02 | 2017-07-24 | 2016-05-18 | 2008-08-29 | 2011-11-01 | 2010-08-10 |
| Index Tracked | No Underlying Index | Nasdaq U.S. Large Cap Equities for Rising Rates Index | No Underlying Index | Van Eck Natural Resources Index | KBW Nasdaq Bank Index | SummerHaven Dynamic Commodity (TR) |
| Category | Long-Short | Large Cap Blend Equities | Commodities | Large Cap Blend Equities | Financials Equities | Commodities |
| Asset Class | Alternatives | Equity | Commodity | Equity | Equity | Commodity |
| Asset Class Size | Large Caps | Large/Mid Caps | Large Caps | |||
| Value or Growth | Blend | Blend | Value | |||
| Region | North America | North America | North America | |||
| Countries | Broad | U.S. | Broad | Broad | U.S. | Broad |
| Annual Dividend Rate | $1.838 | $1.12 | $1.864 | $1.019 | $1.65 | $0 |
| Annual Dividend Yield | 0.047% | 0.023% | 0.059% | 0.022% | 0.033% | 0.000% |
| Number of Holdings | 0 | 51 | 0 | 374 | 24 | |
| YTD Return | 47.55% | -1.78% | 10.77% | -2.27% | -25.66% | 22.73% |
| Beta | -0.43 | 0.64 | 0.24 | 0.78 | 1.39 | -0.47 |
| Upside Beta | 0.67 | 0.30 | 0.08 | 0.41 | 0.06 | 0.19 |
| Downside Beta | 0.80 | -0.04 | 0.14 | -0.05 | -0.54 | 0.28 |
| Volatility 1Y | 21.49% | 30.54% | 14.98% | 23.86% | 29.78% | 27.67% |
| Sharpe Ratio 3Y | 0.00 | 0.49 | 1.15 | 0.75 | -0.04 | 1.18 |
| Treynor Ratio 3Y | 0.00 | 0.02 | 0.05 | 0.02 | 0.00 | -0.03 |