IVOL

Quadratic Interest Rate Volatility and Inflation Hedge ETF
--

--
*Unless otherwise stated, data provided by FactSet.

IVOL Fund Description

The Quadratic Interest Rate Volatility and Inflation Hedge ETF is an actively-managed portfolio of TIPS and options on the yield curve.

IVOL Factset Analytics Insight

IVOL is a fund focused on protecting against rising long-term interest rates using bonds and derivatives. The portfolio consists of Treasury Inflation-Protected Securities (TIPS) to protect against an increase in interest rates, along with holding options on the steepening of the yield curve. The fund is actively-managed, and charges a fee worth consideration for this unique exposure.

IVOL CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IVOL 0.04% 3.76% -- -- -- -- --
IVOL (NAV) 0.11% 2.40% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS) 2.27% 4.61% 8.74% 7.37% 2.83% 2.06% 3.91%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IVOL Summary Data

KraneShares
Quadratic
05/13/19
Open-Ended Fund
0.99%
$55.60M
$538.35K
0.16%

IVOL Portfolio Data

--
--
--
N/A
3

IVOL Index Data

No Underlying Index
Proprietary
Proprietary
Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS)

IVOL Portfolio Management

0.99%
--
--
--

IVOL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

IVOL Fund Structure

Open-Ended Fund
Yes
--
-- / --
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

IVOL Factset Analytics Block Liquidity

As of 08/19/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IVOL. IVOL is rated a 2 out of 5.

IVOL Tradability

20,758
$538.35K
13,753
$358.36K
0.16%
$0.04
0.35%
1.50% / -1.18%
None
--
25,000
0.55
0.04%
2.25%
--
$25.89
2

IVOL Top 10 Holdings

11.57%
1.96%
100%

IVOL Performance Statistics

--
--
--
--
--

IVOL HOLDINGS STATISTICS

--
--
--
--
--
3
--

IVOL AVG LIFE MATURITY DISTRIBUTION

--
--
--
--
--
--
--

IVOL OAS BREAKDOWN

--
--
--
--
--
--
--
--
--
--