KMLMKFA MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETFACTIVE
KFA MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF
$31.16+0.23% vs prior close
263152-WK
Price through Oct 1 · Flows through unavailable. Figures use the latest available records, not a live quote. Fund details retrieved Oct 2. Holdings snapshot retrieved Oct 2.
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1M SHOWN
The desk’s read
Recent fund-flow records are unavailable, while the price has returned +20.1% so far this year.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$361Massets under management
—expense ratio
—net flow, trailing month
425Kavg daily volume, 30 days
0holdings · US-domiciled
2024listed March 14, 2024 · beta -0.22
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | +0.8% |
| 1 month | +2.7% |
| 3 months | +13.6% |
| 6 months | +10.5% |
| YTD | +20.1% |
| 1 year | +16.9% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
12%realized volatility, 30 days (annualized)
13%realized volatility, 1 year
-9.6%deepest fall from a peak, 1 year
at peaklatest close versus that peak
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
Options tape
4calls · latest snapshot
2puts · latest snapshot
0.50put/call ratio
421Kshares traded
The case against KMLM
Due diligence cuts both ways. These funds sit on the same shelf and beat KMLM on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 0.45% | $9897.51T | — | 27410243× the assets | Head-to-head |
| KEUA KraneShares European Carbon Allowance Strategy ETF | 0.79% | $9812.32T | — | 27174318× the assets | Head-to-head |
| SCAP Infrastructure Capital Small Cap Income ETF | 1.35% | $9568.10T | — | 26497967× the assets | Head-to-head |
| TYLG Global X Information Technology Covered Call & Growth ETF | 0.60% | $9343.71T | — | 25876554× the assets | Head-to-head |
| JDOC JPMorgan Healthcare Leaders ETF | 0.65% | $9122.91T | — | 25265058× the assets | Head-to-head |