KFA Mount Lucas Managed Futures Index Strategy ETF (KMLM)
| Assets | $285.25M |
| Expense Ratio | 0.90% |
| PE Ratio | 10.83 |
| Shares Out | n/a |
| Dividend (ttm) | $2.48 |
| Dividend Yield | 8.55% |
| Ex-Dividend Date | Dec 28, 2022 |
| Payout Ratio | 92.52% |
| 1-Year Return | -12.68% |
| Volume | 70,254 |
| Open | 29.40 |
| Previous Close | 29.38 |
| Day's Range | 28.95 - 29.40 |
| 52-Week Low | 28.57 |
| 52-Week High | 34.81 |
| Beta | n/a |
| Holdings | 24 |
| Inception Date | Dec 2, 2020 |
About KMLM
Fund Home PageThe KFA Mount Lucas Managed Futures Index Strategy ETF (KMLM) is an exchange-traded fund that is based on the KFA MLM index. The fund 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. KMLM was launched on Dec 2, 2020 and is issued by KraneShares.
Top 10 Holdings
254.38% of assets| Name | Symbol | Weight |
|---|---|---|
| Total Cash Offset | n/a | 147.45% |
| Cash | n/a | 21.52% |
| United States Treasury Bills 0% | B 0 12.21.23 | 15.99% |
| Kfa Mt Lucas Cfc 142000 | n/a | 14.33% |
| United States Treasury Bills 0% | B 0 12.28.23 | 14.20% |
| United States Treasury Bills 0% | B 0 01.11.24 | 14.17% |
| United States Treasury Bills 0% | B 0 01.02.24 | 12.42% |
| Sg Usd Seg Im Cash Ft | n/a | 5.96% |
| SG USD SEG EXCESS/DEFICIT | n/a | 4.37% |
| CHF Currency Dec23 | n/a | 3.97% |
Dividends
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 28, 2022 | $2.481 | Dec 30, 2022 |
| Dec 29, 2021 | $1.83812 | Dec 31, 2021 |
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