Summary
KEMX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 50.74% Volatility 21.50% Sharpe 2.11
Official loaded data — not a live quote.

KRANESHARES MSCI EMERGING MARKETS EX CHINA INDEX ETF

Symbol: KEMX

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 12/04/2019

Latest date: 20/07/2026

Current price: $47.89

Expense ratio: 0.24%

Assets under management
$133.7M
-0.67% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-12.10%

Ann. -66.86% (Sharpe / Sortino numerator)

Volatility

42.02%

Sharpe ratio

-1.677

VaR 95%

-4.32%

CVaR 95%: -5.01%
Max drawdown: -9.04%
Sortino ratio: -2.560
Calmar ratio: -7.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.78%

Ann. 30.19% (Sharpe / Sortino numerator)

Volatility

30.14%

Sharpe ratio

0.881

VaR 95%

-3.82%

CVaR 95%: -4.44%
Max drawdown: -15.36%
Sortino ratio: 1.162
Calmar ratio: 1.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.47%

Ann. 42.55% (Sharpe / Sortino numerator)

Volatility

24.19%

Sharpe ratio

1.609

VaR 95%

-2.09%

CVaR 95%: -3.69%
Max drawdown: -15.36%
Sortino ratio: 2.077
Calmar ratio: 2.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

50.74%

Ann. 48.92% (Sharpe / Sortino numerator)

Volatility

21.50%

Sharpe ratio

2.106

VaR 95%

-1.82%

CVaR 95%: -3.22%
Max drawdown: -15.36%
Sortino ratio: 2.655
Calmar ratio: 3.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.95%

Ann. 21.35% (Sharpe / Sortino numerator)

Volatility

18.87%

Sharpe ratio

0.939

VaR 95%

-1.86%

CVaR 95%: -2.84%
Max drawdown: -19.61%
Sortino ratio: 1.198
Calmar ratio: 1.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

91.69%

Ann. 20.31% (Sharpe / Sortino numerator)

Volatility

17.16%

Sharpe ratio

0.972

VaR 95%

-1.66%

CVaR 95%: -2.54%
Max drawdown: -19.61%
Sortino ratio: 1.298
Calmar ratio: 1.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.178%

Best day

5.902%

08/04/2026
Worst day

-6.933%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $48.21 $48.39 $47.88 $47.89 10,300
17/07/2026 $47.25 $48.38 $46.87 $48.07 18,000
16/07/2026 $48.77 $48.87 $48.18 $48.44 8,200
15/07/2026 $49.88 $49.88 $48.89 $49.48 7,600
14/07/2026 $49.60 $49.95 $49.57 $49.87 6,900
13/07/2026 $49.68 $49.70 $49.02 $49.15 13,100
10/07/2026 $50.71 $51.06 $50.71 $50.98 5,200
09/07/2026 $50.48 $50.78 $50.48 $50.65 6,900
08/07/2026 $49.78 $50.44 $49.64 $50.44 7,100
07/07/2026 $50.49 $50.53 $49.90 $50.23 11,400