ARCX
KMLM
Oct 20, Last price
30.89USD
1D
0.61%
1Q
5.88%
Name
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Chart & performance
Div yield, %
4.18%
Expense ratio
0.90%
AUM
602m
Beta (realized)
-0.18
Beta (adj.)
0.25
Sharp Ratio
0.10
Sortino Ratio
0.09
Std Dev
15.82%
VaR (95%, 1D)
1.50%
CVaR (99%, 1D)
4.51%
VaR (99%, 30D)
14.63%
MDD
-36.50%
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