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KFA Mount Lucas Index Strategy ETF
KMLM performance and flow charts
Performance
Flows
Historic performance and flows
Data as of September 10, 2026| 1M | 3M | YTD | 1Y | 3Y | 5Y | |
|---|---|---|---|---|---|---|
| Perf. | +7.43% | +8.82% | +19.08% | +21.18% | +1.90% | +29.45% |
| Flows | +$45M | +$147M | +$268M | +$262M | +$227M | +$501M |
Characteristics
The KFA Mount Lucas Index Strategy ETF is built to track the KFAMLM Index Total Return - USD. This ETF provides physical exposure - by owning its shares you earn the return of the securities composing the index (as the ETF holds them directly). This share class generates a stream of income by distributing dividends.
| Management strategy | Passive |
| Strategy | Long Only |
| Provider | KraneShares |
| N° of holdings | 0 |
| Replication method | Direct (Physical) |
| Asset class | Commodity, Currencies, Fixed Income |
| Dividend policy | Distributing |
Trailing 12m distribution yield | Join for free |
| Inception date | February 12, 2020 |
| ESG | No |
More data and info about KMLM on Trackinsight
Exposure
Data as of January 1, 1970Latest news about KMLM
Trading data
Volatility and drawdown
| 3M | 1Y | 3Y | 5Y | |
|---|---|---|---|---|
| Volatility | +13.44% | +11.81% | +10.84% | +13.62% |
Max drawdown | -5.29% | -9.31% | -21.78% | -26.81% |
Max drawdown duration | 39d | 105d | 1057d | 1425d |
Time to recover | 27d | 67d | N/A | N/A |
Replication quality
Data as of August 31, 2026Create an account to view replication metrics
1 year cumulative return difference | |
|---|---|
| Best | Join for free |
| Worst | Join for free |
| daily return difference | |
|---|---|
| Average | Join for free |
| Worst | Join for free |
What type of ETF is KMLM?
KMLM is a Passive ETF that provides exposure to Commodity, Currencies and Fixed Income assets. It is managed by KraneShares.
What index does KMLM track?
KMLM tracks the KFAMLM Index Total Return - USD, aiming to replicate its performance through full replication.
What does KMLM invest in?
This ETF provides exposure to. It is part of the segment: Multi-Asset: Other.
What is the expense ratio of KMLM?
The total expense ratio (TER) of KMLM is 0.9%, representing the annual fee charged by the fund manager.
When was KMLM launched?
KMLM was launched on February 12, 2020, marking its entry into the ETF market.
Who is the issuer of KMLM?
KMLM is issued by KraneShares.
What is the AUM of KMLM?
As of September 10, 2026, KMLM manages $489.19 M, reflecting the total assets held in the fund.
How has KMLM performed recently?
As of September 10, 2026, KMLM delivered a return of 7.43% over the past month (1M performance), 8.82% over the past three months (3M), and 19.08% year-to-date (YTD).
What are the recent fund flows for KMLM?
As of September 10, 2026, KMLM has seen net flows of +$45M in the past month (1M flow) and +$268M year-to-date (YTD).
Does KMLM pay dividends?
As of September 10, 2026, KMLM has a trailing 12-month distribution yield of 4.21%.
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