KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Krane Shares Trust
ETFIndex fund

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
-3.21%
3 year
-3.44%
5 year
4.75%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

63 months through March 31, 2026
Volatility (ann.)
9.47%
Sharpe
0.02
Sortino
0.03
Max drawdown
-23.22%
Best month
10.44%
Worst month
-9.46%

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.