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KFA Mount Lucas Index Strategy ETF
Trading data
KMLM performance and flow charts
Performance
Flows
Historic performance and flows
Data as of March 9, 2026| 1M | 3M | YTD | 1Y | 3Y | 5Y | |
|---|---|---|---|---|---|---|
| Perf. | +3.01% | +8.91% | +6.46% | +5.94% | -4.69% | +18.60% |
| Flows | +$27M | +$32M | +$34M | -$115M | -$24M | +$267M |
Volatility and drawdown
| 3M | 1Y | 3Y | 5Y | |
|---|---|---|---|---|
| Volatility | +9.66% | +8.45% | +10.21% | +13.61% |
Max drawdown | -2.33% | -7.36% | -21.78% | -26.81% |
Max drawdown duration | 18d | 283d | 872d | 1240d |
Time to recover | 4d | 197d | N/A | N/A |
Replication quality
Data as of February 27, 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 |
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 |
| Provider | KraneShares |
| N° of holdings | 0 |
| Replication method | Direct (Physical) |
| Asset class | Equities |
| Dividend policy | Distributing |
Trailing 12m distribution yield | Join for free |
| Inception date | February 12, 2020 |
| ESG | No |
Latest news about KMLM
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 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 March 9, 2026, KMLM manages $215.90 M, reflecting the total assets held in the fund.
How has KMLM performed recently?
As of March 9, 2026, KMLM delivered a return of 3.01% over the past month (1M performance), 8.91% over the past three months (3M), and 6.46% year-to-date (YTD).
What are the recent fund flows for KMLM?
As of March 9, 2026, KMLM has seen net flows of +$27M in the past month (1M flow) and +$34M year-to-date (YTD).
Does KMLM pay dividends?
As of March 9, 2026, KMLM has a trailing 12-month distribution yield of 4.71%.
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