Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KEM (KraneShares Dynamic Emerging Markets Strategy ETF) | NA | 64.84% | 27.34% | 54.54% | 15.99% | 2.15% | -5.63% | … | … |
Data as of 06/12/2020, Common starting date is 10/21/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KEM (KraneShares Dynamic Emerging Markets Strategy ETF) | 10/21/1992 | 06/12/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | 64.84 | 27.34 | 54.54 | 15.99 | 2.15 | -5.63 | … | … | 0.59 | 54.22 | 16.47 | 127.15 | 179.75 | -43.57 | -25.53 | 12.13 | -28.65 | -51.65 | 308.40 | 340.74 | -95.93 | -9.18 | 3.25 | -21.01 | -34.62 | 56.64 | -50.76 | 17.36 | -32.87 | 300.56 | -41.94 | -16.67 | -2.62 | 61.18 | 91.13 | 8.77 | 42.50 |
| Sharpe Ratio | NA | 1.22 | 0.09 | 0.54 | -0.08 | NA | NA | … | … | -0.91 | 0.63 | -0.09 | 1.59 | 2.55 | -1.10 | -0.90 | -0.12 | -0.93 | -1.10 | 4.33 | 2.15 | -0.91 | -0.98 | -0.45 | -1.22 | -1.47 | 0.85 | -1.36 | -0.08 | -1.22 | 6.35 | -0.14 | -1.29 | -0.01 | -0.02 | 2.37 | 0.23 | 10.80 |
| Standard Deviation(%) | NA | 34.28 | 54.64 | 57.16 | 55.94 | NA | NA | … | … | 25.85 | 49.50 | 54.15 | 68.35 | 56.74 | 56.43 | 48.76 | 51.64 | 50.98 | 63.97 | 66.89 | 150.11 | 126.75 | 32.13 | 42.37 | 34.32 | 36.81 | 43.73 | 51.95 | 50.77 | 83.35 | 51.31 | 61.92 | 49.12 | 56.96 | 53.37 | 39.12 | 37.89 | 47.97 |
| Draw Down(%) | NA | 22.84 | 47.68 | 58.33 | 92.12 | NA | NA | … | … | 21.85 | 24.93 | 46.32 | 47.68 | 46.06 | 65.94 | 36.05 | 41.93 | 62.72 | 60.67 | 40.15 | 82.61 | 96.27 | 34.89 | 38.86 | 31.62 | 54.39 | 24.20 | 71.51 | 38.26 | 64.79 | 26.27 | 58.00 | 42.74 | 44.20 | 38.89 | 13.89 | 35.00 | 8.85 |
| Yield(%) | 0.00 | 0.30 | 0.50 | 1.28 | 0.32 | 0.07 | 0.01 | … | … | 0.00 | 0.85 | 0.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/12/2020, Common starting date is 10/21/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEM (KraneShares Dynamic Emerging Markets Strategy ETF) |
-74.95%
Feb 2006 – Feb 2009 |
-60.59%
Feb 2004 – Feb 2009 |
-30.72%
Feb 1999 – Feb 2009 |
-22.60%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KEM (KraneShares Dynamic Emerging Markets Strategy ETF) |
177.86%
Feb 2009 – Feb 2012 |
68.35%
Feb 2009 – Feb 2014 |
46.44%
Feb 2009 – Feb 2019 |
4.23%
Dec 1992 – Dec 2007 |
Annualized Rolling Returns Comparison Chart