KraneShares Mount Lucas Managed Futures Index Strategy ETFKraneShares Mount Lucas Managed Futures Index Strategy ETFKraneShares Mount Lucas Managed Futures Index Strategy ETF

KraneShares Mount Lucas Managed Futures Index Strategy ETF

No trades
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Key stats


Assets under management (AUM)
‪337.94 M‬USD
Fund flows (1Y)
‪78.30 M‬USD
Dividend yield (indicated)
0.82%
Discount/Premium to NAV
−0.1%

About KraneShares Mount Lucas Managed Futures Index Strategy ETF


Issuer
China International Capital Corp. Ltd.
Brand
KraneShares
Expense ratio
0.90%
Home page
Inception date
Dec 2, 2020
Index tracked
KFA MLM Index
Management style
Passive
KMLM focuses on total return using long and short positions, as determined by daily trading signals, in commodity, currency, and global fixed income futures. For tax purposes, KMLM does not hold futures but gets exposure through a wholly-owned Cayman Island subsidiary. On an annual basis, an index committee selects 22 different futures contracts from the three broad categories. Weighting to the three categories is based on historical volatility. The contracts within each category are equally weighted. The portfolio is rebalanced monthly and contracts are rolled on a market-by-market basis as contracts near their expiration. The fund may also invest in instruments not included in the index such as equities or derivatives including swaps, forwards, structured notes, and options. Before April 1, 2022, the fund was actively managed. It traded as KFA Mount Lucas Index Strategy ETF until November 10, 2022. On August 1, 2024, KFA was replaced with KraneShares in the fund name.

Classification


Asset Class
Alternatives
Category
Hedge fund strategies
Focus
Global macro
Niche
Managed futures
Strategy
Equal
Weighting scheme
Equal
Selection criteria
Committee
What's in the fund
Exposure type
Bonds, Cash & Other
Government
Cash
Mutual fund
Bonds, Cash & Other100.00%
Government62.29%
Cash19.50%
Mutual fund18.21%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Displays a symbol's price movements over previous years to identify recurring trends.