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 (%)
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  • 3 Months
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PERFORMANCE [as of 12/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IVOL 0.58% -0.10% -- -- -- -- --
IVOL (NAV) 0.18% 0.15% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS) 0.58% 0.69% 8.09% 8.82% 3.33% 2.42% 3.32%
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%
$81.41M
$592.51K
0.15%

IVOL Portfolio Data

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N/A
4

IVOL Index Data

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

IVOL Portfolio Management

0.99%
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IVOL Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

IVOL Fund Structure

Open-Ended Fund
Yes
No
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N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

IVOL Factset Analytics Block Liquidity

As of 12/13/19
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

23,362
$592.51K
11,564
$295.96K
0.15%
$0.04
0.37%
1.50% / -1.18%
None
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25,000
0.46
0.04%
2.26%
0
$25.18
2

IVOL Top 10 Holdings

9.19%
2.60%
0.68%
99.99%

IVOL Performance Statistics

0.41
1.10
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IVOL Holdings Statistics

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4
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IVOL Avg Life Maturity Distribution

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IVOL OAS Breakdown

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