KMLM
KFA Mount Lucas Strategy ETF
NAV as of
4 Week: 31.95 - 32.84
52 Week: 29.02 - 39.94
Latest Closing Price
32.77
Premium / Discount
0.46
Expense Ratio
0.9%
Investment Objective
The investment seeks to provide investment results that, before fees and expenses, track the price performance of the KFA MLM Index (the “index”). The fund seeks to achieve its goal by investing in commodity, currency, and global fixed income futures contracts traded on U.S. and foreign exchanges that are the same as or similar to those included in the index. It may also invest directly and indirectly in certain debt instruments. The index measures the performance of a portfolio of commodity, currency, and global fixed income futures contracts traded on U.S. and foreign exchanges using a trend following methodology. It is non-diversified.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 7.50 | 0.76 | 9.91 |
| 1 Day | 0.21 | 0.00 | 0.00 |
| 1 Week | 1.30 | 0.95 | 1.36 |
| 1 Month | 4.52 | 2.37 | 1.91 |
| 3 Months | 6.94 | 5.09 | 1.36 |
| 6 Months | 12.27 | 7.17 | 1.71 |
| 1 Year | -12.57 | 18.43 | -0.68 |
| 2 Years | 13.38 | 28.83 | 0.46 |
| 3 Years | 0.00 | 0.00 | 0.00 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 7.5978 | 30.5243 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 31.0000 | 20.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 16
Number of Bond Holdings: 1
Number of Equity Holdings: 1
Total Market Value: 735,333,829
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Jpn 10Y Bond(Ose) Dec23 | 14.7159 | 45 | -6 | 43,650,964 |
| 2 | United States Treasury Bills 0% | 13.4791 | 40,000,000 | 0 | 39,982,446 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.00 |
| Medium | 0.00 |
| Small | 0.00 |
| Micro | 0.61 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
0.9773
Price/Book*
1.0450
Price/Sales*
2.1349
Price/Cash Flow*
11.7220
Dividend Yield*
0.0000
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
80.6188
Sales Growth
-34.0543
Cash-Flow Growth
0.0000
Book-Value Growth
375.7600
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
1
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 97.97 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 100.00 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 0.00 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.00 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 14.72 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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