What is the KMLM ETF?

KMLM is a Kraneshares ETF that provides exposure to a managed futures strategy, aiming to generate returns from diverse asset classes.

Will the KMLM ETF go up?

According to Danelfin AI, the KMLM ETF has today an AI Score of 3/10 (Sell rating), because its probability of beating the ETF universe in 3 months (60.12%) is -2.47% vs. the average probability (62.59%) of all US-listed ETFs.

Is it a good time to buy, sell, or hold the KMLM ETF right now?

The KMLM ETF has today a Sell rating (AI Score 3/10), according to Danelfin AI. Its probability of beating the ETF universe in 3 months (60.12%) is -2.47% vs. the average probability (62.59%) of all US-listed ETFs, based on our AI-powered analysis.

Is the KMLM ETF overbought?

The Danelfin AI Technical Score for KMLM ETF is 2/10, which is a Strong Sell based solely on technical indicators.

What was the price range of the KMLM ETF over the past 12 months?

The KMLM ETF price range over the past 12 months has been $25.36 - $30.17.

What is going on with the KMLM ETF in the last 3 months?

The KMLM ETF performance in the last quarter has been -1.96%.

Does the KMLM ETF offer dividend payments?

Yes, the KMLM ETF dividend yield is 4.75%.

What is the AUM of the KMLM ETF?

The KMLM ETF has 297.04M in total assets under management (AUM).

How much does it cost to invest in the KMLM ETF?

The KMLM ETF total expense ratio is 0.90%.

KraneShares Mount Lucas Managed Futures Index Strategy ETF KMLM ETF AI-powered analysis

Advanced Chart

Custom range

Jul 3, 2025

→

Jul 3, 2026

Custom range

Jul 3, 2025

→

Jul 3, 2026

KMLM AI-Powered ETFs Analysis

AI Score Explanation

AI Score

Sell

Fundamental
Technical
Sentiment
Low Risk

According to Danelfin’s proprietary AI model, KraneShares Mount Lucas Managed Futures Index Strategy ETF today receives an AI Score of 3/10, which translates to a Sell rating. The ETF has a 60% probability of outperforming the ETF universe in the next 3 months, which is 3% lower than the average probability of any US-listed ETF (63%). The top positive contributor is the ETF Investment Segment (Global Macro), which boosts the probability by +9.12%. Other positive signals include Flows to AUM YTD (top 20%, +3.36%), Chart Pattern (90d) (+2.57%), and Alpha 6M (top 50%, +1.03%). On the negative side, the strongest detractors are Beta (bottom 10%, -6.24%), ETF Brand (KraneShares, -3.74%), ETF Focus (Global Macro, -3.06%), and Chart Pattern (180d) (-3.01%). Additional detractors include Fundamentals Impact (Long Tail) (bottom 10%, -1.44%), ETF Weighting Scheme (Equal, -1.22%), RSI Trend Slope (90d) (bottom 10%, -0.82%), and Net Asset Value (bottom 40%, -0.88%). Notable data points include a very low Beta of -0.29 (bottom 10%), indicating the ETF moves inversely to the market, which historically detracts from its probability. Conversely, Flows to AUM YTD is exceptionally high at 67.69% (top 20%), signaling strong investor demand that positively influences the outlook. The ETF's Alpha 6M is -2.75% (top 50%), showing a slightly negative risk-adjusted return but still above average. The RSI Trend Slope (90d) is deeply negative at -0.34 (bottom 10%), suggesting weakening momentum. Overall, while the ETF has strong inflows and a favorable investment segment, its low beta, negative momentum, and brand/focus detractors weigh heavily, resulting in a low AI Score and a Sell rating.

AI Score Explanation

Generating AI Score explanation

We're getting the explanation ready so you can easily understand what's behind the AI Score. This may take a few seconds.

AI Score

Sell

KRANESHARES MT LC MN (KMLM) has a AI Score of 3/10 (Sell) because, according to an overall analysis, it has a probability advantage of -2.47% of beating the ETF universe (an equal-weight index of all US-listed ETFs) in the next 3 months. This advantage is calculated as the difference between the average probability of any US-listed ETF (62.59%) and the probability of KMLM (60.12%) of outperforming the ETF universe in the next 3 months, as determined by Danelfin AI's comprehensive analysis.

Average probability of any US-listed ETF of beating the ETF universe (3M)62.59%
KMLM probability advantage of beating the ETF universe (3M)-2.47%
KMLM probability of beating the ETF universe (3M)60.12%

KMLM probability advantage of beating the ETF universe (3M): -2.47%

The AI-powered overall analysis of KRANESHARES MT LC MN (KMLM) is based on the 30 fundamental, technical, and sentiment features that had the greatest impact on ETF performance during the last 12 months (alpha signals). These alpha signals explain the probability advantage of KMLM:

Type	Alpha Signal	Current Value	Value Decile Position	Probability Advantage Impact (3M)
Sentiment	ETF Investment Segment	-	N/A	+9.12%
Technical	Beta	-0.29	N/A	-6.24%
Sentiment	ETF Brand	-	N/A	-3.74%
Fundamental	Flows to AUM YTD	67.69%		+3.36%
Sentiment	ETF Focus	-	N/A	-3.06%
Technical	Chart Pattern (180d)	figure_183	N/A	-3.01%
Technical	Chart Pattern (90d)	figure_99	N/A	+2.57%
Technical	Technicals Impact (Long Tail)	-	N/A	+2.41%
Fundamental	Fundamentals Impact (Long Tail)	-	N/A	-1.44%
Sentiment	ETF Weighting Scheme	-	N/A	-1.22%
Technical	Upgrade to unlock			+1.03%
Sentiment	Upgrade to unlock			+0.89%
Technical	Upgrade to unlock			-0.88%
Fundamental	Upgrade to unlock			-0.88%
Technical	Upgrade to unlock			+0.84%

Rest of Alpha Signals: -2.20%

KMLM probability advantage of beating the ETF universe (3M)Total:-2.47%
KMLM AI Score

Significant changes Vs previous day

KMLM Short Trading Parameters

These suggested trading parameters for a 3-month horizon help improve risk management and decision-making.

Entry:$27.44
Horizon: 3 months
Stop Loss:$XXXXXPro (XXXXXPro)
Take Profit:$XXXXXPro (XXXXX
Pro
)

KMLM Proven Sell Signal & Price Forecast

This is the price chart for KMLM from January 2, 2026 until today. The chart indicates, in red, the 77 days when the stock received a Sell/Strong Sell rating (sell signals, AI Score 1 to 3).

Forecast: In the section below, the central dotted line represents the most expected path, while the shaded area indicates the anticipated price range. This is based on previous Sell signals with a 90% confidence level.

Full Track Record

Unlock AI-powered forecast

Closing price (USD)
Sell signals

Forecast:

1 Month
3 Months
6 Months
1 Year

KMLM Average Past Performance & Loss Rate

Three months after its 348 Sell signals since July 2026, KMLM had an average performance of xxxxxx and a xxxxxx Loss rate (negative performance).

348 Past KMLM Sell Signals	1 Month Later	3 Months Later	6 Months Later	1 Year Later
Average Performance				-2.36%
Average Alpha				-5.87%
Loss Rate (% Negative Perf.)				71.26%
% Negative Alpha				63.79%

KMLM Frequently Asked Questions

What is the KMLM ETF?
KMLM is a Kraneshares ETF that provides exposure to a managed futures strategy, aiming to generate returns from diverse asset classes.
Will the KMLM ETF go up?
Is it a good time to buy, sell, or hold the KMLM ETF right now?
Is the KMLM ETF overbought?
What was the price range of the KMLM ETF over the past 12 months?
What is going on with the KMLM ETF in the last 3 months?
Does the KMLM ETF offer dividend payments?
What is the AUM of the KMLM ETF?
How much does it cost to invest in the KMLM ETF?

KMLM ETF Profile

KRANESHARES MT LC MN FT ID S (KMLM) is an exchange-traded fund designed to offer investors a sophisticated approach to commodity market exposure through a managed futures strategy. The fund seeks to capitalize on price trends across a broad and diversified portfolio of global commodity futures, encompassing sectors such as energy, industrial and precious metals, agriculture, and livestock. This innovative strategy aims to provide returns that are potentially uncorrelated with traditional equity and fixed income asset classes, making it a compelling tool for enhancing portfolio diversification and potentially mitigating overall portfolio volatility. KMLM's dynamic approach is rooted in systematic trend-following, aiming to capture opportunities in both rising and falling commodity markets. KMLM employs a robust, quantitative model to systematically identify and execute its long and short positions in commodity futures contracts. This disciplined methodology is designed to capture momentum and trend-following opportunities across the global commodity landscape, moving beyond the limitations of traditional long-only commodity investments. By actively managing its exposure through a rules-based process, the fund endeavors to mitigate risks associated with single-commodity concentration and aims to generate returns regardless of the overall direction of commodity markets. The strategy's objective is to provide consistent exposure to the performance of commodity trends, offering a differentiated return stream. For investors seeking alternative investment strategies, KMLM offers a transparent and liquid ETF structure to access the potential benefits of commodity trend-following. Its design is particularly appealing to those looking for enhanced diversification, potential inflation hedging capabilities, and a strategy that can perform across various economic cycles and market environments. The fund's systematic approach provides a disciplined framework for navigating the complexities of commodity markets, aiming to deliver a consistent investment experience. This makes KMLM a valuable consideration for investors aiming to build a more resilient and diversified investment portfolio. KMLM represents a strategic allocation for investors aiming to enhance risk-adjusted returns through exposure to a broad array of commodities and an actively managed, systematic approach. The fund's commitment to a rules-based methodology and its focus on capturing global commodity trends position it as a distinctive component within a well-rounded investment strategy. Its structure provides ease of access and liquidity, aligning with the needs of modern portfolio construction. The fund's revenue mix is primarily derived from management fees, its go-to-market strategy involves distribution through financial advisors and online brokerage platforms, and it maintains a global presence through its underlying commodity futures exposure.

Asset ClassAlternatives
Asset Class Style-
FocusGlobal Macro
General RegionGlobal
Specific RegionBroad

Asset Class
Asset Class Style
Focus
General Region
Specific Region

	ETF	AI Score
1	DBMFiMGP DBi Managed Futures Strategy ETF
2

ETF

AI Score

DBMFiMGP DBi Managed Futures Strategy ETF

ETF

AI Score

KMLM ETF AI Analysis