Summary
KGRN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -14.66% Volatility 27.72% Sharpe 0.30
Official loaded data — not a live quote.

KRANESHARES MSCI CHINA CLEAN TECHNOLOGY INDEX ETF

Symbol: KGRN

Exchange: NYSE

Sector: Consumer_Cyclical

Category: Greater China Region

Inception date: 12/10/2017

Latest date: 20/07/2026

Current price: $23.75

Expense ratio: 0.79%

Assets under management
$52.9M
-0.64% 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

-3.69%

Ann. 61.23% (Sharpe / Sortino numerator)

Volatility

25.72%

Sharpe ratio

2.239

VaR 95%

-2.54%

CVaR 95%: -2.67%
Max drawdown: -4.66%
Sortino ratio: 3.787
Calmar ratio: 13.13

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

-19.91%

Ann. 10.60% (Sharpe / Sortino numerator)

Volatility

21.26%

Sharpe ratio

0.328

VaR 95%

-2.11%

CVaR 95%: -2.53%
Max drawdown: -6.42%
Sortino ratio: 0.542
Calmar ratio: 1.65

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

-12.44%

Ann. -21.47% (Sharpe / Sortino numerator)

Volatility

24.82%

Sharpe ratio

-1.012

VaR 95%

-2.50%

CVaR 95%: -3.45%
Max drawdown: -15.87%
Sortino ratio: -1.398
Calmar ratio: -1.35

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

-14.66%

Ann. 11.84% (Sharpe / Sortino numerator)

Volatility

27.72%

Sharpe ratio

0.296

VaR 95%

-2.45%

CVaR 95%: -3.95%
Max drawdown: -17.25%
Sortino ratio: 0.390
Calmar ratio: 0.69

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

19.61%

Ann. 19.84% (Sharpe / Sortino numerator)

Volatility

31.83%

Sharpe ratio

0.509

VaR 95%

-2.68%

CVaR 95%: -4.36%
Max drawdown: -24.14%
Sortino ratio: 0.721
Calmar ratio: 0.82

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

-10.55%

Ann. 1.05% (Sharpe / Sortino numerator)

Volatility

31.52%

Sharpe ratio

-0.082

VaR 95%

-2.85%

CVaR 95%: -4.26%
Max drawdown: -42.19%
Sortino ratio: -0.124
Calmar ratio: 0.02

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

-0.052%

Best day

4.015%

13/10/2025
Worst day

-7.315%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.90 $23.98 $23.69 $23.75 9,300
17/07/2026 $23.34 $23.55 $23.25 $23.46 7,700
16/07/2026 $23.77 $23.90 $23.72 $23.81 9,300
15/07/2026 $23.50 $23.90 $23.32 $23.73 16,600
14/07/2026 $23.44 $23.67 $23.42 $23.45 9,000
13/07/2026 $23.28 $23.68 $23.01 $23.10 10,300
10/07/2026 $23.72 $23.75 $23.35 $23.56 8,400
09/07/2026 $23.30 $23.63 $23.30 $23.52 2,400
08/07/2026 $23.62 $23.70 $23.30 $23.45 10,500
07/07/2026 $23.83 $23.83 $23.43 $23.64 62,000