KVLE

KFA Value Line Dynamic Core Equity Index ETF
*Unless otherwise stated, data provided by FactSet.

KVLE Fund Description

KVLE tracks a multi-factor-weighted index of US large-cap stocks with high dividend yields and rated highly on a safety and timeliness ranking system.

KVLE Factset Analytics Insight

KVLE is passively managed to provide exposure to US companies that have high dividend yields that rank well on Value Line’s proprietary system for safety and timeliness. The Value Line Safety Ranking System measures risk based on price stability and financial strength, while the Timeliness Ranking System measures price performance over a period. From the ranked companies, stocks are narrowed down by selecting those with the best dividend and beta target. Companies with 25% of the highest dividend-yielding stocks and those with a beta target of between 0.8 to 1 are selected. Finally, each company is assigned a score based on their Safety and Timelines rank, which determines their weighting. This approach allows the fund to adapt to the market environment. The index is rebalanced monthly.

KVLE MSCI ESG Analytics Insight

KFA Value Line Dynamic Core Equity Index ETF has an MSCI ESG Fund Rating of AA based on a score of 8.56 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. KFA Value Line Dynamic Core Equity Index ETF ranks in the 85th percentile within its peer group and in the 94th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

KVLE MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 01/18/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
KVLE 2.34% 6.55% -0.82% 24.18% -- -- --
KVLE (NAV) 0.52% 4.86% -2.16% 22.45% -- -- --
MSCI USA Large Cap Value 2.03% 5.34% -0.84% 22.61% 14.31% 11.23% 12.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

KVLE Summary Data

CICC
KraneShares
11/24/20
Open-Ended Fund
0.56%
$31.06M
$30.29K
0.25%

KVLE Portfolio Data

$477.41B
20.54
3.22
9.60%
N/A
74

KVLE Index Data

Value Line Dynamic Core Equity Index
Multi-Factor
Multi-Factor
MSCI USA Large Cap Value

KVLE Portfolio Management

0.56%
--
--
--

KVLE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

KVLE Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Medium
Daily

KVLE Factset Analytics Block Liquidity

As of 01/19/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of KVLE. KVLE is rated a 4 out of 5.

KVLE Tradability

1,237
$30.29K
448
$11.21K
0.25%
$0.06
0.02%
0.40% / -1.91%
None
100.00%
700
0.64
291.78%
0.00%
0
$23.58
4

KVLE Sector/Industry Breakdown


KVLE
Segment Benchmark
27.18%
11.96%
15.83%
22.52%
15.77%
4.18%
15.10%
11.38%
8.89%
19.05%
8.02%
9.82%
3.83%
2.18%
2.77%
2.87%
2.60%
10.74%

KVLE Top 10 Holdings[View All]

Apple Inc. 4.39%
AT&T Inc. 2.02%
28.79%

KVLE Countries


KVLE
Segment Benchmark
100.00%
99.90%
--
0.10%

KVLE Regions


KVLE
Segment Benchmark
100.00%
100.00%

KVLE Economic Development


KVLE
Segment Benchmark
100.00%
100.00%

KVLE Performance Statistics

0.87
0.93
0.96
0.90
0.28%
MSCI USA Large Cap Value

KVLE MSCI ESG Ratings

8.56 / 10
93.72
85.03
5.73%
--
329.03

KVLE Benchmark Comparison Holdings

74
210
40
26.44%

KVLE Benchmark Comparison Summary


KVLE
Segment Benchmark
74
210
$477.41B
$180.11B
20.54
19.24
3.22
3.02
2.68%
2.29%
Medium
Low

KVLE Benchmark Comparison Market Cap Size


KVLE
Segment Benchmark
75.28%
100.00%
24.71%
0.00%
0.01%
0.00%
0.00%
0.00%