Summary
KHPI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.09% Volatility 10.96% Sharpe 0.57
Official loaded data — not a live quote.

KENSINGTON HEDGED PREMIUM INCOME ETF

Symbol: KHPI

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 04/09/2024

Latest date: 03/06/2026

Current price: $26.06

Expense ratio: 0.98%

Assets under management
$360.4M
-0.42% 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

2.40%

Ann. -42.22% (Sharpe / Sortino numerator)

Volatility

10.72%

Sharpe ratio

-4.277

VaR 95%

-1.25%

CVaR 95%: -1.43%
Max drawdown: -6.44%
Sortino ratio: -6.775
Calmar ratio: -6.56

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

4.53%

Ann. -14.36% (Sharpe / Sortino numerator)

Volatility

8.26%

Sharpe ratio

-2.178

VaR 95%

-0.98%

CVaR 95%: -1.22%
Max drawdown: -7.26%
Sortino ratio: -3.078
Calmar ratio: -1.98

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

4.74%

Ann. -2.56% (Sharpe / Sortino numerator)

Volatility

7.48%

Sharpe ratio

-0.827

VaR 95%

-0.86%

CVaR 95%: -1.10%
Max drawdown: -7.26%
Sortino ratio: -1.173
Calmar ratio: -0.35

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

15.09%

Ann. 9.91% (Sharpe / Sortino numerator)

Volatility

10.96%

Sharpe ratio

0.573

VaR 95%

-0.79%

CVaR 95%: -1.51%
Max drawdown: -7.26%
Sortino ratio: 0.708
Calmar ratio: 1.37

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

19.49%

Ann. 11.03% (Sharpe / Sortino numerator)

Volatility

9.79%

Sharpe ratio

0.760

VaR 95%

-0.78%

CVaR 95%: -1.35%
Max drawdown: -10.58%
Sortino ratio: 0.970
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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.057%

Best day

1.471%

31/03/2026
Worst day

-1.573%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $26.17 $26.17 $26.02 $26.06 80,000
02/06/2026 $26.17 $26.19 $26.10 $26.19 85,900
01/06/2026 $26.08 $26.20 $26.03 $26.16 97,200
29/05/2026 $26.11 $26.24 $26.07 $26.09 126,300
28/05/2026 $26.18 $26.29 $26.16 $26.29 50,100
27/05/2026 $26.28 $26.28 $26.10 $26.20 57,500
26/05/2026 $26.34 $26.34 $26.11 $26.21 96,000
22/05/2026 $26.04 $26.15 $26.04 $26.07 78,500
21/05/2026 $25.83 $26.04 $25.83 $25.96 66,200
20/05/2026 $26.02 $26.02 $25.79 $26.00 106,900