sotnkKMLM KraneShares Mount Lucas Managed Futures Index Strategy ETF
- Last close
- 29.21
- 504-day return
- +9.73%
- Median $/day
- $3.0M
- Significant pairs
- 136
KMLM vs FMF
Both indexed to 100 at 2026-05-11.
Moves with KMLM
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| FMF First Trust Managed Futures Strategy Fund | $844k | 0d | +0.50 | +0.54 | 100% | <1e-15 | robust |
| AHLT American Beacon AHL Trend ETF | $123k | 0d | +0.50 | +0.53 | 100% | <1e-15 | robust |
| DBMF iMGP DBi Managed Futures Strategy ETF | $20.3M | 0d | +0.48 | +0.68 | 100% | <1e-15 | robust |
| CTA Simplify Managed Futures Strategy ETF | $11.1M | 0d | +0.54 | +0.83 | 88% | <1e-15 | robust |
| HARD Simplify Commodities Strategy No K-1 ETF | $470k | 0d | +0.46 | +0.79 | 88% | <1e-15 | robust |
| RSBT Return Stacked Bonds & Managed Futures ETF | $425k | 0d | +0.38 | +0.35 | 100% | <1e-15 | robust |
| LALT First Trust Multi-Strategy Alternative ETF | $187k | 0d | +0.37 | +0.44 | 100% | <1e-15 | robust |
| PIT VanEck Commodity Strategy ETF | $191k | 0d | +0.46 | +0.79 | 75% | <1e-15 | robust |
| FAAR First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF | $544k | 0d | +0.38 | +0.60 | 88% | <1e-15 | robust |
| COM Direxion Auspice Broad Commodity Strategy ETF | $1.2M | 0d | +0.37 | +0.54 | 88% | <1e-15 | robust |
| CERY State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | $1.8M | 0d | +0.41 | +0.74 | 75% | <1e-15 | robust |
| NBCM Neuberger Commodity Strategy ETF | $884k | 0d | +0.40 | +0.72 | 75% | <1e-15 | robust |
| FTGC First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund | $11.5M | 0d | +0.37 | +0.70 | 75% | <1e-15 | robust |
| DCMT DoubleLine Commodity Strategy ETF | $105k | 0d | +0.44 | +0.80 | 62% | <1e-15 | moderate |
| SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | $2.7M | 0d | +0.43 | +0.78 | 62% | <1e-15 | moderate |
Moves against KMLM
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| IAGG iShares Core International Aggregate Bond Fund | $38.1M | 0d | -0.41 | -0.74 | 88% | <1e-15 | robust |
| BNDX Vanguard Charlotte Funds Vanguard Total International Bond ETF | $177.1M | 0d | -0.43 | -0.74 | 75% | <1e-15 | robust |
| DFGX Dimensional ETF Trust Dimensional International Core Fixed Income ETF | $5.5M | 0d | -0.42 | -0.73 | 75% | <1e-15 | robust |
| DFGP Dimensional ETF Trust Dimensional Global Core Plus Fixed Income ETF | $7.8M | 0d | -0.40 | -0.70 | 75% | <1e-15 | robust |
| DFSB Dimensional Global Sustainability Fixed Income ETF | $1.6M | 0d | -0.40 | -0.70 | 75% | <1e-15 | robust |
| BNDW Vanguard Scottsdale Funds Vanguard Total World Bond ETF | $6.3M | 0d | -0.40 | -0.71 | 75% | <1e-15 | robust |
| FLGV Franklin U.S. Treasury Bond ETF | $1.2M | 0d | -0.37 | -0.63 | 75% | <1e-15 | robust |
| CGCB Capital Group Core Bond ETF | $21.0M | 0d | -0.36 | -0.64 | 75% | <1e-15 | robust |
| SPTB State Street SPDR Portfolio Treasury Index ETF | $361k | 0d | -0.36 | -0.64 | 75% | <1e-15 | robust |
| OACP OneAscent Core Plus Bond ETF | $563k | 0d | -0.35 | -0.66 | 75% | 2e-15 | robust |
| XTEN BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF | $4.4M | 0d | -0.35 | -0.66 | 75% | 2e-15 | robust |
| EVTR Eaton Vance Total Return Bond ETF | $19.2M | 0d | -0.35 | -0.64 | 75% | 2e-15 | robust |
| GOVT iShares U.S. Treasury Bond ETF | $161.7M | 0d | -0.35 | -0.65 | 75% | 4e-15 | robust |
| PMBS PIMCO ETF Trust PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | $2.4M | 0d | -0.35 | -0.63 | 75% | 4e-15 | robust |
| PTRB PGIM Total Return Bond ETF | $2.9M | 0d | -0.35 | -0.64 | 75% | 7e-15 | robust |