Summary
KSPY
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.44% 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: 03/06/2026

Current price: $28.94

Expense ratio: 0.88%

Assets under management
$93.5M
-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

1.96%

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

3.76%

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

6.19%

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

18.44%

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

24.56%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.068%

Best day

2.047%

31/03/2026
Worst day

-1.372%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $28.96 $29.00 $28.94 $28.94 3,900
02/06/2026 $28.96 $29.03 $28.96 $29.02 8,800
01/06/2026 $28.92 $29.03 $28.90 $29.01 11,200
29/05/2026 $28.94 $28.98 $28.92 $28.98 14,700
28/05/2026 $28.88 $28.96 $28.88 $28.95 14,000
27/05/2026 $28.84 $28.86 $28.77 $28.84 14,500
26/05/2026 $28.89 $28.89 $28.83 $28.88 17,200
22/05/2026 $28.77 $28.83 $28.76 $28.83 7,500
21/05/2026 $28.75 $28.80 $28.73 $28.77 4,800
20/05/2026 $28.70 $28.77 $28.70 $28.73 7,400