All charts and data below are with dividends reinvested. (Inflation adjustment is OFF !)
| Wed 2020-12-02💬 to Mon 2026-11-02 |
Overall
Return |
Exponential
Trendline |
||||
|---|---|---|---|---|---|---|
| KMLM × |
+45.51%
+6.55%/yr |
+1.87%/yr
R2=0.094 |
||||
| KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund | ||||||
| DBMF × |
+79.37%
+10.38%/yr |
+6.72%/yr
R2=0.689 |
||||
| iMGP DBi Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
| SPY × |
+122.32%
+14.46%/yr |
+14.15%/yr
R2=0.859 |
||||
| State Street SPDR S&P 500 ETF Trust Exchange-Traded Fund | ||||||
| Wed 2020-12-02💬 to Mon 2026-11-02 |
Start
Value |
End
Value |
|---|---|---|
| KMLM × |
$10,000.00
2020-12-02 |
$14,551.29
2026-11-02 |
| DBMF × |
$10,000.00
2020-12-02 |
$17,936.84
2026-11-02 |
| SPY × |
$10,000.00
2020-12-02 |
$22,232.31
2026-11-02 |
| YTD | YoY | |
|---|---|---|
| KMLM × | +15.38% | +17.76% |
| DBMF × | +15.55% | +19.04% |
| SPY × | +11.15% | +11.46% |
|
Current
Drawdown |
Worst
Drawdown |
|
|---|---|---|
| KMLM × |
−14.43%
on 2026-11-02 from 2022-10-14 peak |
−31.01%
on 2025-06-20 from 2022-10-14 peak |
| DBMF × |
−3.96%
on 2026-11-02 from 2026-10-12 peak |
−20.39%
on 2023-03-24 from 2022-10-20 peak |
| SPY × |
−3.46%
on 2026-11-02 from 2026-10-06 peak |
−24.50%
on 2022-10-12 from 2022-01-03 peak |
| Period ending Mon 2026-11-02 | 1 yr | 2 yr | 3 yr | 5 yr | 10 yr |
|---|---|---|---|---|---|
| KMLM × | +17.76% |
+12.46% +6.05%/yr |
−0.59% −0.20%/yr |
+22.11% +4.08%/yr |
— |
| DBMF × | +19.04% |
+31.71% +14.76%/yr |
+32.29% +9.78%/yr |
+53.47% +8.94%/yr |
— |
| SPY × | +11.46% |
+34.75% +16.08%/yr |
+81.04% +21.88%/yr |
+74.09% +11.73%/yr |
+319.89% +15.43%/yr |
| Year | KMLM | DBMF | SPY |
|---|---|---|---|
| 2026 (YTD) | +15.38% | +15.55% | +11.15% |
| 2025 | −2.98% | +13.85% | +17.72% |
| 2024 | −1.70% | +7.24% | +24.89% |
| 2023 | −5.66% | −8.94% | +26.18% |
| 2022 | +24.24% | +21.61% | −18.18% |
| 2021 | +7.04% | +11.49% | +28.73% |
| 2020 | +5.40% | +1.81% | +18.33% |
| 2019 | — | +1.70% | +31.22% |
| 2018 | — | — | −4.57% |
| 2017 | — | — | +21.71% |
| 2016 | — | — | +12.00% |
| 2015 | — | — | +1.23% |
| 2014 | — | — | +13.46% |
| 2013 | — | — | +32.31% |
| 2012 | — | — | +15.99% |
| 2011 | — | — | +1.89% |
| 2010 | — | — | +15.06% |
| 2009 | — | — | +26.35% |
| 2008 | — | — | −36.79% |
| 2007 | — | — | +5.15% |
| 2006 | — | — | +15.85% |
| 2005 | — | — | +4.83% |
| 2004 | — | — | +10.70% |
| 2003 | — | — | +28.18% |
| 2002 | — | — | −21.58% |
| 2001 | — | — | −11.76% |
| 2000 | — | — | −9.74% |
| 1999 | — | — | +20.39% |
| 1998 | — | — | +28.69% |
| 1997 | — | — | +33.48% |
| 1996 | — | — | +22.56% |
| 1995 | — | — | +38.04% |
| 1994 | — | — | +0.40% |
| 1993 | — | — | +8.64% |
