KMLM: KraneShares Mount Lucas Managed Futures Index Strategy ETF
About
KMLM was created on 2020-12-02 by KraneShares. The fund's investment portfolio concentrates primarily on global macro alternatives. KMLM aims to track an index of long and short managed futures", based on a trend following methodology. The fund allocates to commodity", currency and global fixed income futures based on relative historical volatility.
Current Value
$28.011 Year Return
Current Value
$28.011 Year Return
Key Details
Assets Under Management
$353.87M
Div Yield %
-
P/E Ratio
-
Net Asset Value
$27.98
Expense Ratio
0.90%
1Y ETF Return
-0.10%
Strategies that include KMLM
Stock's related to KMLM
Correlated Stocks
| Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
|---|---|---|---|---|
| ARQ | 23.66% | $332.89M | +216.80% | 0.00% |
| NNE | 20.91% | $833.66M | +531.50% | 0.00% |
| HQY | 20.08% | $8.97B | +52.15% | 0.00% |
| RELY | 17.78% | $3.96B | -7.42% | 0.00% |
| VHC | 16.21% | $19.06M | -38.36% | 0.00% |
| RNR | 15.75% | $13.74B | +23.09% | 0.58% |
| LICY | 15.32% | $53.41M | -60.56% | 0.00% |
| COR | 14.93% | $47.48B | +21.20% | 0.86% |
| BP | 14.41% | $77.24B | -18.61% | 6.32% |
| CME | 14.32% | $82.76B | +9.21% | 1.98% |
| NGS | 14.31% | $320.33M | +71.20% | 0.00% |
| RBRK | 13.47% | $8.03B | +38.16% | 0.00% |
| ASUR | 13.32% | $233.14M | +12.13% | 0.00% |
| FUN | 13.08% | $4.60B | -16.51% | 0.00% |
| TTE | 13.07% | $138.45B | -11.95% | 5.50% |
| CI | 12.95% | $89.70B | +12.57% | 1.68% |
| TRV | 12.75% | $58.86B | +48.10% | 1.59% |
| DELL | 12.50% | $99.00B | +84.60% | 1.24% |
| MRO | 12.34% | $16.08B | +13.59% | 1.53% |
| NTZ | 12.31% | $47.64M | -30.94% | 0.00% |
Uncorrelated Stocks
| Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
|---|---|---|---|---|
| PAGP | 0.01% | $3.67B | +16.79% | 0.00% |
| SYM | 0.01% | $4.05B | -25.08% | 0.00% |
| SSTI | 0.01% | $148.04M | -50.92% | 0.00% |
| OXBR | 0.01% | $19.05M | +178.18% | 0.00% |
| TLK | -0.01% | $16.88B | -27.18% | 6.58% |
| GOGL | 0.01% | $2.39B | +35.11% | 8.40% |
| EVCM | -0.03% | $2.06B | +33.33% | 0.00% |
| BKE | -0.03% | $2.40B | +31.47% | 2.96% |
| VNET | 0.03% | $954.90M | +33.82% | 0.00% |
| AMBC | 0.04% | $584.50M | -17.09% | 0.00% |
| VECO | -0.04% | $1.48B | -9.94% | 0.00% |
| HUT | 0.04% | $2.37B | +166.53% | 0.00% |
| FROG | -0.06% | $3.34B | +11.67% | 0.00% |
| PFE | 0.07% | $142.24B | -17.16% | 6.73% |
| EWTX | 0.07% | $2.98B | +397.00% | 0.00% |
| UNIT | -0.08% | $1.38B | +4.61% | 8.01% |
| ADBE | -0.08% | $219.93B | -18.23% | 0.00% |
| UIS | 0.09% | $511.20M | +51.33% | 0.00% |
| PHYS | -0.09% | - | - | 0.00% |
| CRVO | 0.09% | $83.20M | +2.86% | 0.00% |
Inversely Correlated Stocks
| Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
|---|---|---|---|---|
| GFL | -20.46% | $17.93B | +54.54% | 0.12% |
| CALM | -20.41% | $4.64B | +99.37% | 3.07% |
| CRK | -19.88% | $4.10B | +33.84% | 0.88% |
| KURA | -19.16% | $1.24B | +70.88% | 0.00% |
| BIP | -18.64% | $15.84B | +29.08% | 4.66% |
| B | -18.20% | $2.38B | +80.47% | 1.37% |
| BEPC | -17.76% | $11.50B | +18.73% | 4.57% |
| AMT | -17.69% | $94.00B | +1.83% | 3.29% |
| CPT | -17.54% | $12.94B | +38.30% | 3.40% |
| O | -17.44% | $50.04B | +6.78% | 5.49% |
| GCI | -17.33% | $731.16M | +146.77% | 0.00% |
| DUK | -17.30% | $87.74B | +26.37% | 3.65% |
| PRDO | -17.27% | $1.73B | +56.77% | 1.74% |
| BEP | -17.23% | $7.22B | +4.20% | 5.54% |
| AHH | -16.86% | $1.12B | +4.45% | 7.35% |
| NNN | -16.84% | $8.14B | +10.88% | 5.30% |
| EXR | -16.83% | $35.09B | +29.30% | 3.94% |
| BNL | -16.70% | $3.21B | +9.29% | 6.76% |
| PGEN | -16.68% | $228.91M | -28.00% | 0.00% |
| EGBN | -16.66% | $861.65M | +20.89% | 5.30% |
ETF's related to KMLM
Correlated ETFs
| Name | Correlation | AUM | Expense Ratio |
|---|---|---|---|
| FMF | 47.73% | $244.61M | 0.95% |
| DBMF | 45.73% | $1.02B | 0.85% |
| CTA | 29.55% | $350.27M | 0.78% |
| EFAA | 27.77% | $117.38M | 0% |
| RSPA | 26.32% | $273.87M | 0% |
| CSHI | 14.35% | $482.85M | 0.38% |
| UUP | 12.37% | $309.25M | 0.77% |
| USDU | 12.16% | $201.97M | 0.5% |
| JBBB | 11.54% | $1.26B | 0.49% |
| FLJH | 11.52% | $74.69M | 0.09% |
| HEWJ | 11.45% | $347.32M | 0.5% |
| DXJ | 11.34% | $3.71B | 0.48% |
| YOLO | 10.97% | $34.71M | 1.03% |
| DBJP | 9.61% | $399.93M | 0.45% |
| CNBS | 9.47% | $21.10M | 0.77% |
| PBP | 8.74% | $92.98M | 0.2% |
| MSOS | 8.73% | $632.80M | 0.83% |
| IXC | 8.57% | $2.20B | 0.41% |
| QQA | 8.46% | $135.01M | 0% |
| IMOM | 8.19% | $80.57M | 0.39% |
Uncorrelated ETFs
| Name | Correlation | AUM | Expense Ratio |
|---|---|---|---|
| WCLD | -0.02% | $454.67M | 0.45% |
| IAK | -0.03% | $760.79M | 0.39% |
| TECB | -0.06% | $429.37M | 0.3% |
| FEPI | -0.08% | $406.41M | 0.65% |
| XRT | 0.09% | $451.85M | 0.35% |
| QQQJ | -0.15% | $698.04M | 0.15% |
| IDHQ | 0.27% | $373.79M | 0.29% |
| HEFA | 0.31% | $5.36B | 0.35% |
| DFSI | -0.32% | $523.15M | 0.24% |
| JVAL | -0.32% | $693.47M | 0.12% |
| NUDM | -0.34% | $460.47M | 0.31% |
| SMOT | -0.37% | $374.04M | 0.49% |
| XSW | -0.40% | $402.79M | 0.35% |
| FTQI | -0.51% | $492.22M | 0.75% |
| FFOG | -0.52% | $118.40M | 0.55% |
| USMF | -0.55% | $361.80M | 0.28% |
| ICLO | 0.55% | $209.30M | 0.2% |
| IYM | -0.65% | $561.30M | 0.39% |
| PPH | -0.66% | $592.06M | 0.36% |
| METV | 0.66% | $339.15M | 0.59% |
Inversely Correlated ETFs
| Name | Correlation | AUM | Expense Ratio |
|---|---|---|---|
| CORN | -35.01% | $61.12M | 0.2% |
| UNG | -32.89% | $908.80M | 1.06% |
| SOYB | -29.92% | $27.32M | 0.22% |
| LQDW | -29.03% | $206.97M | 0.34% |
| SWAN | -28.40% | $268.65M | 0.49% |
| RWX | -28.06% | $253.63M | 0.59% |
| RIET | -27.54% | $88.96M | 0.5% |
| SHYD | -27.46% | $311.50M | 0.35% |
| IBHH | -26.21% | $143.17M | 0.35% |
| WEAT | -26.17% | $120.27M | 0.28% |
| IBD | -25.86% | $330.68M | 0.44% |
| SRET | -25.58% | $212.57M | 0.59% |
| PFFR | -25.20% | $112.85M | 0.45% |
| IBDT | -24.87% | $2.36B | 0.1% |
| PBE | -24.85% | $258.53M | 0.58% |
| FXU | -24.69% | $341.08M | 0.64% |
| EDOC | -24.34% | $40.86M | 0.68% |
| CRUZ | -23.66% | $24.92M | 0.45% |
| ERTH | -23.64% | $162.01M | 0.67% |
| KBWY | -23.58% | $246.93M | 0.35% |
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Disclaimer
Information on this page is obtained from our data provider, Xignite, an unaffiliated third party. Double believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate. We also show information based on calculations performed by Double using data from our provider. Double believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.