KMLM
KFA Mount Lucas Strategy ETF
$29.60
0.01 (0.03%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 284.16M |
| 52 Week High | 32.9 |
| 52 Week Low | 28.11 |
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Key Data
| Symbol | KMLM |
|---|---|
| Type | ETF |
| Category | Trend Following |
| Price | 29.6 |
| Price Yesterday | 29.59 |
| Market Cap | 284.16 |
| YTD Return | 2.71% |
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 | 284.16M |
| Shares Outstanding | 9.60M |
| 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 | 8.90% |
|---|---|
| Five Days | 61.53% |
| One Months | 44.41% |
| Three Months | -10.76% |
| Six Months | 6.86% |
| Nine Months | -9.06% |
| One Year | -5.38% |
| Three Years | 7.85% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 5.32% |
| Since Inception | 10.41% |
Returns Total
| One Day | 0.03% |
|---|---|
| Five Days | 0.95% |
| One Month | 2.96% |
| Three Months | -2.76% |
| Six Months | 3.32% |
| Nine Months | -6.80% |
| One Year | -5.37% |
| Three Years | 25.30% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 2.71% |
| Since Inception | 42.54% |
Yearly Returns
| 2024 | 2.71% |
|---|---|
| 2023 | -5.66% |
| 2022 | 30.37% |
| 2021 | 7.04% |
| 2020 | 5.43% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -4.39% |
|---|---|
| Beta | -0.27 |
| Correlation | -25.80% |
| Downside Deviation | 3.76% |
| Coefficient of determination | 6.66% |
| Standard Deviation | 3.40% |
| Sharpe Ratio | -2.89 |
| Sortino | -9.07 |
| Treynor | 39.42 |
| Ulcer Index | 8.59 |
| Ulcer Performance Index | -3.97 |