Summary
KGRN
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -28.91% 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: Utilities

Category: Greater China Region

Inception date: 12/10/2017

Latest date: 15/10/2026

Current price: $21.40

Expense ratio: 0.79%

Assets under management
$46.5M
0.98% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-1.94%

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

-9.82%

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

-26.60%

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

-28.91%

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

-2.19%

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

-8.73%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.128%

Best day

3.776%

06/02/2026
Worst day

-4.204%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $21.19 $21.48 $21.19 $21.40 6,800
14/10/2026 $21.44 $21.50 $21.17 $21.23 39,100
13/10/2026 $21.58 $21.61 $21.40 $21.51 3,800
12/10/2026 $21.57 $21.77 $21.57 $21.72 8,200
09/10/2026 $21.50 $21.81 $21.50 $21.68 26,500
08/10/2026 $21.32 $21.39 $21.20 $21.39 14,100
07/10/2026 $21.22 $21.32 $21.07 $21.32 4,300
06/10/2026 $21.26 $21.50 $21.14 $21.28 2,400
05/10/2026 $21.15 $21.30 $21.05 $21.19 6,900
02/10/2026 $21.32 $21.42 $21.01 $21.09 3,600