KMLM
KFA Mount Lucas Strategy ETF
$29.97
0.18 (0.60%)
Currency in USD / Last Updated: 3/27/2024
Category | Trend Following |
---|---|
Market Cap | 265.235M |
52 Week High | 32.9 |
52 Week Low | 28.11 |
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Key Data
Symbol | KMLM |
---|---|
Type | ETF |
Category | Trend Following |
Price | 29.97 |
Price Yesterday | 29.79 |
Market Cap | 265.24 |
YTD Return | 3.99% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 0 |
Redeption Fee | 0 |
Prospectus | 0.009 |
Overview
52 Week High | 32.90 |
---|---|
52 Week Low | 28.11 |
Market Cap | 265.24M |
Shares Outstanding | 8.85M |
Income Dividend Yield | 0.00% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 0.00% |
Returns Annualized
One Day | 357.03% |
---|---|
Five Days | 33.24% |
One Months | 31.20% |
Three Months | 16.76% |
Six Months | -15.98% |
Nine Months | -1.23% |
One Year | 1.94% |
Three Years | 9.80% |
Five Years | -999 |
Ten Years | -999 |
YTD | 17.88% |
Since Inception | 11.75% |
Returns Total
One Day | 0.60% |
---|---|
Five Days | 0.57% |
One Month | 2.29% |
Three Months | 3.88% |
Six Months | -8.26% |
Nine Months | -0.93% |
One Year | 1.94% |
Three Years | 32.29% |
Five Years | -999 |
Ten Years | -999 |
YTD | 3.99% |
Since Inception | 44.32% |
Yearly Returns
2024 | 3.99% |
---|---|
2023 | -5.66% |
2022 | 30.37% |
2021 | 7.04% |
2020 | 5.42% |
2019 | 0.00% |
2018 | 0.00% |
2017 | 0.00% |
2016 | 0.00% |
2015 | 0.00% |
Risk against SP-DA
Alpha | 10.69% |
---|---|
Beta | -0.49 |
Correlation | -49.04% |
Downside Deviation | 3.51% |
Coefficient of determination | 24.05% |
Standard Deviation | 3.33% |
Sharpe Ratio | -2.79 |
Sortino | -9.17 |
Treynor | 6.84 |
Ulcer Index | 6.9 |
Ulcer Performance Index | -4.66 |