Summary
KSPY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.57% Volatility 11.90% Sharpe 0.98
Official loaded data — not a live quote.

KRANESHARES HEDGEYE HEDGED EQUITY INDEX ETF

Symbol: KSPY

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 15/07/2024

Latest date: 20/07/2026

Current price: $29.42

Expense ratio: 0.88%

Assets under management
$103.8M
-0.07% 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

0.82%

Ann. -19.78% (Sharpe / Sortino numerator)

Volatility

13.50%

Sharpe ratio

-1.734

VaR 95%

-1.14%

CVaR 95%: -1.25%
Max drawdown: -4.38%
Sortino ratio: -3.296
Calmar ratio: -4.52

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

4.21%

Ann. 0.71% (Sharpe / Sortino numerator)

Volatility

10.23%

Sharpe ratio

-0.285

VaR 95%

-1.07%

CVaR 95%: -1.24%
Max drawdown: -4.46%
Sortino ratio: -0.420
Calmar ratio: 0.16

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

7.15%

Ann. 6.93% (Sharpe / Sortino numerator)

Volatility

8.92%

Sharpe ratio

0.370

VaR 95%

-1.02%

CVaR 95%: -1.20%
Max drawdown: -4.46%
Sortino ratio: 0.510
Calmar ratio: 1.55

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

16.57%

Ann. 15.35% (Sharpe / Sortino numerator)

Volatility

11.90%

Sharpe ratio

0.985

VaR 95%

-1.01%

CVaR 95%: -1.71%
Max drawdown: -5.92%
Sortino ratio: 1.116
Calmar ratio: 2.59

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

27.02%

Ann. 12.18% (Sharpe / Sortino numerator)

Volatility

10.80%

Sharpe ratio

0.795

VaR 95%

-1.08%

CVaR 95%: -1.64%
Max drawdown: -11.67%
Sortino ratio: 0.894
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

0.063%

Best day

2.047%

31/03/2026
Worst day

-1.372%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $29.44 $29.53 $29.36 $29.42 20,700
17/07/2026 $29.44 $29.50 $29.32 $29.44 14,000
16/07/2026 $29.55 $29.59 $29.49 $29.50 18,600
15/07/2026 $29.57 $29.61 $29.51 $29.60 114,200
14/07/2026 $29.66 $29.99 $29.42 $29.54 48,700
13/07/2026 $29.51 $29.51 $29.42 $29.48 16,100
10/07/2026 $29.65 $29.65 $29.48 $29.55 46,600
09/07/2026 $29.35 $29.51 $29.32 $29.48 28,500
08/07/2026 $29.18 $29.32 $29.18 $29.31 2,900
07/07/2026 $29.33 $29.42 $29.28 $29.35 53,300