KraneShares CICC China Leaders 100 Index ETF
Ticker
KFYP
ISIN
US500767207
Price
USD 21.82
Change Today
-
Price 1 year ago
20.26 / 7.687 %
Morningstar
4
52 Week Low
19.46
52 Week High
25.14
200 Day Moving Average 23.20
23.20
50-day Moving Average
22.35
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.61 |
| Sortino Ratio | -0.95 |
| Maximum Drawdown | -10.15% |
| Maximum Drawdown Date | 2023-10-18 |
| Calmar Ratio | 1.12 |
1 year
| Parameter | Value |
|---|---|
| Return | -2.54 |
| Volatility | 11.949% |
| Alpha | -7.09 |
| Beta | None |
| R Squared | +26.33 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.234% |
| Average Annual Volatility | 28.524% |
| Sharpe Ratio | 0.15 |
| Sortino Ratio | 0.07 |
| Maximum Drawdown | -51.0% |
| Maximum Drawdown Date | 2022-10-31 |
| Calmar Ratio | -0.10 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the CSI CICC Select 100 Index. The fund will invest at least 80% of its net assets (plus borrowings for investment purposes) in instruments in its underlying index or in instruments that have economic characteristics similar to those in the underlying index. The underlying index includes the China A-Shares of 100 Chinese companies with high historical returns on equity, dividend yields and growth in net profits that have listed China A-Shares, as determined by the index provider. The fund is non-diversified.
Market
US
Category
China Region
Expense Ratio
0.68%
Fund family
KraneShares
Morningstar
4
Yield
0.0276
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 28.57% |
| Consumer cyclical | 12.31% |
| Consumer defensive | 10.91% |
| Industrials | 9.82% |
| Basic materials | 8.46% |
| Energy | 8.04% |
| Realestate | 6.31% |
| Healthcare | 3.23% |
| Communication services | 1.62% |
| Technology | 1.55% |
| Utilities | 0.74% |
| Country | Ratio |
|---|---|
| China | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| Colombia | 0.00 |
| Czech Republic | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 600309 | Wanhua Chemical Group Co Ltd | 5.66% |
| 600837 | Haitong Securities Co Ltd | 4.98% |
| 601668 | China State Construction Engineering Corp Ltd | 4.81% |
| 600887 | Inner Mongolia Yili Industrial Group Co Ltd | 4.8% |
| 600690 | Haier Smart Home Co Ltd | 4.47% |
| 000651 | Gree Electric Appliances Inc of Zhuhai | 4.43% |
| 000100 | TCL Technology Group Corp | 4.39% |
| 000338 | Weichai Power Co Ltd | 4.18% |
| 002027 | Focus Media Information Technology Co Ltd | 3.96% |
| 601633 | Great Wall Motor Co Ltd A | 3.8% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| VGT | Vanguard Information Technology Index Fund | PCX | 0.10% | 5 | -5.04 | ||
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.