KLCD Performance — KFA Large Cap Quality Dividend Index ETF
Data updated: 2023-03-01
KLCD returned −7.84% over one year to Dec 2022. The annualised 3-year return is +8.11%. The fund beat its Money Market category average: $100 invested three years ago grew to $126, against $99 for the category, and to $92 over one year, against $87. Volatility over the past three years was 19.33% a year. In the 12 months to Dec 2022 the fund took in a net $56.4M, and assets reached $5.77M.
KLCD Growth of $100
What $100 invested in KFA Large Cap Quality Dividend Index ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | KLCD | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $92 | $87 |
| 3 years (Jan 2020 – Dec 2022) | $126 | $99 |
| Since data start (Jul 2019 – Dec 2022) | $135 | $104 |
KLCD Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.84% |
| 3 years (annualised) | +8.11% |
KLCD Annual Returns
Calendar-year total returns of KFA Large Cap Quality Dividend Index ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −7.84% |
| 2021 | +25.22% |
| 2020 | +9.48% |
| 2019 (Jul–Dec) | +6.89% |
KLCD Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +4.2% | −1.1% | −5.9% | −6.6% | +0.2% | −4.6% | −7.5% | −2.4% | +6.0% | −4.2% | +5.4% | +10.0% |
| 2021 | +6.1% | +2.3% | −1.7% | −2.0% | +2.3% | +4.5% | −5.3% | +3.4% | +2.4% | +5.9% | −1.7% | +7.2% |
| 2020 | −14.2% | −8.6% | +0.5% | +0.2% | +6.0% | +9.6% | −1.9% | +3.0% | +6.1% | +2.5% | +8.9% | −0.2% |
| 2019 | — | — | — | — | — | — | +0.8% | +1.8% | +1.5% | +1.4% | +1.5% | −0.2% |
KLCD Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 19.33%
- 3-year Sharpe ratio: 0.19 (vs 4.5% risk-free rate)
- Best month: +10.02% (Dec 2022)
- Worst month: −14.17% (Jan 2020)
KLCD Fund Flows
Monthly money in and out of KFA Large Cap Quality Dividend Index ETF, from SEC Form N-PORT.
- 12-month net flow: $56.4M
- 12-month gross sales (incl. reinvestments): $13.3M
- Sales ÷ redemptions: -0.31×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $0 | −$13.2M | $13.2M |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | −$3.3M | $3.3M |
| Sep 2022 | $0 | −$10.5M | $10.5M |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $4.8M | $0 | $4.8M |
| Jun 2022 | $0 | −$1.7M | $1.7M |
| May 2022 | $0 | −$11.1M | $11.1M |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $1.7M | $0 | $1.7M |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $6.8M | −$3.4M | $10.1M |
KLCD Assets Under Management
Net assets of KFA Large Cap Quality Dividend Index ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-31 | $5.77M |
| 2022-09-30 | $21.40M |
| 2022-06-30 | $32.79M |
| 2022-03-31 | $50.08M |
| 2021-12-31 | $46.47M |
| 2021-09-30 | $49.87M |
| 2021-06-30 | $67.38M |
| 2021-03-31 | $52.06M |
| 2020-12-31 | $41.60M |
| 2020-09-30 | $44.84M |
| 2020-06-30 | $46.76M |
| 2020-03-31 | $41.23M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.