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KFA Mount Lucas Managed Futures Index Strategy ETF

KMLM

Market cap $528M

30.90 USD

-0.17

0.55%

At close Updated Sep 25, 4:00 PM EDT

Pre-market

After hours

30.97

+0.07

0.23%

1 day

-0.55%

5 days

0.98%

1 month

7.22%

3 months

12%

6 months

12.45%

Year to date

18.39%

1 year

15.04%

5 years

6.85%

10 years

23.16%

News

Positive

Neutral

Negative

Sentiment 3-Months

Positive 100%

Neutral 0%

Negative 0%

Duration Risk And Commodities: Hedging With KMLM

KraneShares Mount Lucas Managed Futures Ix Str ETF (KMLM) has a systematic trend-following strategy across commodities, currencies, and bonds, targeting portfolio hedging benefits. KMLM's monthly rebalancing and mechanical signals provide diversification and risk smoothing, but may lag in rapidly shifting markets. Including KMLM at a 20% allocation could improved portfolio ratios from 2022 onward.

Duration Risk And Commodities: Hedging With KMLM

Why the 60/40 Portfolio Needs a New Playbook

For most of the last four decades, the 60/40 portfolio did exactly what it promised. Stocks climbed, bonds offset the losses when they didn't, and advisors could build client portfolios around a reliably predictable balance.

Why the 60/40 Portfolio Needs a New Playbook

24/7 Wall Street

Tired of Tracking the S&P 500? These 3 Managed Futures ETFs Offer a Different Path

Managed futures funds spent most of the past decade as a footnote in portfolio construction conversations.

Tired of Tracking the S&P 500? These 3 Managed Futures ETFs Offer a Different Path

24/7 Wall Street

The 3 Managed Futures ETFs That Made Money While the S&P 500 Crashed

The S&P 500 has shed roughly its worst drawdown in the past 12 months during the early months of 2026, as tariff escalation and macro uncertainty rattled equity markets.

The 3 Managed Futures ETFs That Made Money While the S&P 500 Crashed

CNBC Television

ETF Edge on using managed futures to navigate volatility during the Iran war

An increase in market volatility is driving ETF innovation around packaging ever-more complex strategies into single instruments. One example is the growth of strategies like managed futures.

ETF Edge on using managed futures to navigate volatility during the Iran war

KMLM: Two Ways To Boost Portfolio Performance Amid A Turbulent 2026

The KraneShares Mount Lucas Managed Futures Index Strategy ETF offers strong diversification benefits via algorithmic trend-following across commodities, currencies, and global bonds. I see heightened stagflation risks for 2026, making KMLM and managed futures allocations especially timely for portfolios exposed to equities and bonds. Allocating 20% to managed futures like KMLM in a 50-30-20 portfolio historically improved returns, reduced volatility, and softened drawdowns versus traditional 60/40 mixes.

KMLM: Two Ways To Boost Portfolio Performance Amid A Turbulent 2026

24/7 Wall Street

The 5% Yield Is Tempting But You Should Know Something Before Buying

The KraneShares Mount Lucas Managed Futures Index Strategy ETF (NYSEARCA:KMLM) offers a 5% dividend yield based on its most recent annual distribution.

The 5% Yield Is Tempting But You Should Know Something Before Buying

Undercovered ETFs: Managed Futures, India, Europe, Value +

The 'Undercovered' Dozen series highlights lesser-known ETFs featuring in-depth analyses and offering unique investment opportunities for investors. The Mount Lucas Managed Futures Index Strategy ETF, Columbia India Consumer ETF, SPDR EURO STOXX 50 ETF, and Global X MSCI Greece ETF are recommended buys due to their strategic advantages and market positions. Invesco Dorsey Wright Industrials Momentum ETF and CoinShares Bitcoin Miners ETF receive hold ratings due to sector-specific challenges and concerns about diversification and expense ratios.

Undercovered ETFs: Managed Futures, India, Europe, Value +

KMLM: An Underappreciated Hedge

Managed future ETFs are funds that attempt to produce positive expected returns and some diversification to equities and fixed income. KraneShares Mount Lucas Managed Futures Index Strategy ETF offers low correlations with the S&P 500 and long-term US government bonds, which is great for diversification. KMLM has performed poorly relative to a couple of its key peers since 2022, making it an underappreciated fund, in my view.

KMLM: An Underappreciated Hedge

KMLM: Last Year Was Unprofitable; Here's What We Learned

KMLM employs a trend-following, volatility-weighted futures strategy aiming for positive returns in all market conditions, but its performance has varied, notably struggling in 2024. The ETF leverages futures to provide over 100% exposure across commodities, currencies, and fixed income, managed by an algorithm rather than human expertise. Diversifying managed futures strategies across multiple funds, like CTA and DBMF, is crucial to mitigate strategy concentration risk and enhance portfolio performance.

KMLM: Last Year Was Unprofitable; Here's What We Learned

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