IVOL

Quadratic Interest Rate Volatility and Inflation Hedge ETF
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*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 06/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IVOL -- -- -- -- -- -- --
IVOL (NAV) 3.28% -- -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS) 1.47% 3.26% 5.28% 5.00% 2.07% 1.87% 3.72%
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%
$25.06M
$1.79M
0.12%

IVOL Portfolio Data

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N/A
3

IVOL Index Data

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

IVOL Top 10 Holdings

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
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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 06/14/19
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

70,068
$1.79M
37,337
$936.09K
0.12%
$0.03
0.16%
1.50% / -1.18%
None
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25,000
1.49
0.04%
2.25%
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$25.82
2

IVOL Top 10 Holdings

13.29%
2.79%
100%

IVOL Performance Statistics

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IVOL HOLDINGS STATISTICS


IVOL
Segment Benchmark
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N/A

IVOL MATURITY DISTRIBUTION


IVOL
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IVOL CREDIT BREAKDOWN


IVOL
Segment Benchmark
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