Event Details:

Trend, Unwind, Repeat: A Year-To-Date Review of Managed Futures with KMLM
Thursday, September 17, 2026
11:00 am - 12:00 pm EDT

The first half of 2026 was a two-act story for managed futures strategies. Q1 brought us the Iran war, an oil spike, and a simultaneous selloff in stocks and bonds—a textbook environment where trend-following historically earns its place in a portfolio. Q2 brought us the reversal: crude oil prices tumbled on ceasefire optimism, a hawkish Federal Reserve under new Chair Kevin Warsh sent the Dollar surging, and Gold gave back a significant portion of its January highs.

Through both acts, the KraneShares Mount Lucas Managed Futures Index Strategy ETF (Ticker: KMLM) systematically adjusted, and the results speak for themselves. Year-to-date performance has tracked competitively with the S&P 500, around 10%¹, and its trailing one-year return has been strong compared to other similar strategies¹, all while maintaining the negative correlation to equities that makes it a genuine diversifier when traditional portfolios need it most. With the first half of the year behind us and the macro backdrop still volatile, the question now is how KMLM is positioned to navigate what comes next.

Join KraneShares CIO Brendan Ahern for a webinar with Jerry Prior and David Aspell of Mount Lucas Management, the sub-advisor behind KMLM, where they will cover:

• How KMLM has navigated dynamic market environments throughout the year
• KMLM's performance relative to the S&P 500 and other managed futures strategies
• Current positioning across energy, currencies, and global bonds heading into the second half of the year
• Why negative equity correlation makes KMLM a differentiated diversifier
• The case for KMLM in a portfolio when the traditional 60/40 framework is under pressure
• Comprehensive Q&A

Investors can submit questions by emailing [email protected]

1 CFP/CIMA Credit Available