Performance analysis of KMLM (KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF)
Annual Return
Over the past 3 years, KMLM has had an average annual return of -0.55%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, KMLM has had an average annual return of +4.33%, underperforming the benchmark SPY, which returned +14% annual.
Since Dec 2, 2020, KMLM has had an average annual return of +7.16%, underperforming the benchmark SPY, which returned +15.74% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +10.60% | -3.02% | -1.70% | -5.66% | +30.37% | +7.06% | +5.40% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.04% | +4.24% | +4.21% | +5.11% | -4.62% | +1.52% | +10.60% | ||||||
| 2025 | -2.17% | -1.31% | +0.55% | -3.52% | +0.53% | -0.33% | -0.85% | +2.22% | +0.75% | -0.82% | -0% | +2.03% | -3.02% |
| 2024 | -1.01% | +2.38% | +2.33% | +4.18% | -4.95% | -1.49% | +1.92% | -2.02% | +0.38% | -3.64% | -2.32% | +2.98% | -1.70% |
| 2023 | -2.88% | +1.75% | -2.35% | +4.55% | +1.43% | -2.54% | +0.70% | +1.47% | +4.62% | -0.68% | -5.90% | -5.32% | -5.66% |
| 2022 | +5.04% | +3.95% | +9.13% | +9.76% | +1.91% | -1.44% | -2.50% | +8.69% | +3.99% | -1.41% | -10.05% | +1.55% | +30.37% |
| 2021 | +0.58% | +5.81% | -1.93% | +6.06% | +0.00857% | -0.21% | -2.83% | -0.36% | +2.48% | +3.81% | -5.35% | -0.60% | +7.06% |
| 2020 | +5.40% | +5.40% |
Drawdown analysis of KMLM (KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF)
The maximum drawdown for the KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.
The current KMLM drawdown is -13.96%.
Since Dec 2, 2020 KMLM has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.61% | Oct 14, 2022 | 671 | Jun 20, 2025 | Ongoing | Ongoing | Ongoing |
| -14.93% | Jun 13, 2022 | 36 | Aug 4, 2022 | 36 | Sep 26, 2022 | 72 |
| -9.11% | May 12, 2021 | 46 | Jul 19, 2021 | 140 | Feb 4, 2022 | 186 |
| -6.19% | Mar 8, 2022 | 6 | Mar 16, 2022 | 6 | Mar 24, 2022 | 12 |
| -6.02% | Sep 27, 2022 | 5 | Oct 4, 2022 | 4 | Oct 10, 2022 | 9 |
| -5.92% | Feb 24, 2021 | 21 | Mar 25, 2021 | 21 | Apr 26, 2021 | 42 |
| -4.59% | Apr 18, 2022 | 5 | Apr 25, 2022 | 7 | May 4, 2022 | 12 |
| -3.99% | Mar 25, 2022 | 4 | Mar 31, 2022 | 6 | Apr 8, 2022 | 10 |
| -3.60% | May 6, 2022 | 2 | May 10, 2022 | 5 | May 17, 2022 | 7 |
| -3.57% | May 17, 2022 | 2 | May 19, 2022 | 11 | Jun 6, 2022 | 13 |
| -3.45% | Jan 5, 2021 | 4 | Jan 11, 2021 | 3 | Jan 14, 2021 | 7 |
| -2.85% | Feb 24, 2022 | 1 | Feb 25, 2022 | 3 | Mar 2, 2022 | 4 |
| -2.05% | Jan 14, 2021 | 14 | Feb 4, 2021 | 2 | Feb 8, 2021 | 16 |
| -1.72% | Feb 14, 2022 | 3 | Feb 17, 2022 | 3 | Feb 23, 2022 | 6 |
| -1.50% | Dec 23, 2020 | 2 | Dec 28, 2020 | 1 | Dec 29, 2020 | 3 |
| -1.25% | Dec 17, 2020 | 3 | Dec 22, 2020 | 1 | Dec 23, 2020 | 4 |
| -0.83% | Feb 4, 2022 | 1 | Feb 7, 2022 | 3 | Feb 10, 2022 | 4 |
| -0.82% | Oct 11, 2022 | 2 | Oct 13, 2022 | 1 | Oct 14, 2022 | 3 |
| -0.78% | Dec 7, 2020 | 1 | Dec 8, 2020 | 5 | Dec 15, 2020 | 6 |
| -0.70% | Dec 3, 2020 | 1 | Dec 4, 2020 | 1 | Dec 7, 2020 | 2 |
| -0.68% | Feb 16, 2021 | 1 | Feb 17, 2021 | 1 | Feb 18, 2021 | 2 |
| -0.65% | Apr 27, 2021 | 1 | Apr 28, 2021 | 1 | Apr 29, 2021 | 2 |
| -0.60% | Apr 30, 2021 | 1 | May 3, 2021 | 1 | May 4, 2021 | 2 |
| -0.50% | Feb 9, 2021 | 1 | Feb 10, 2021 | 3 | Feb 16, 2021 | 4 |
| -0.47% | May 7, 2021 | 1 | May 10, 2021 | 1 | May 11, 2021 | 2 |