IVOL: Quadratic Interest Rate Volatility and Inflation Hedge ETF New - MutualFunds.com
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Trending ETFs

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

Vitals

YTD Return

0.3%

1 yr return

5.4%

3 Yr Avg Return

N/A

5 Yr Avg Return

N/A

Net Assets

$3.23 B

Holdings in Top 10

88.8%

52 WEEK LOW AND HIGH

$27.98
$27.19
$28.95

Expenses

OPERATING FEES

Expense Ratio 1.05%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 0.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund

Investment Style

Inflation-Protected Bond


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

IVOL - Profile

Distributions

  • YTD Total Return -0.1%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio -0.06%
DIVIDENDS
  • Dividend Yield 3.6%
  • Dividend Distribution Frequency Monthly

Fund Details

  • Legal Name
    Quadratic Interest Rate Volatility and Inflation Hedge ETF New
  • Fund Family Name
    KraneShares
  • Inception Date
    May 13, 2019
  • Shares Outstanding
    115407007
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Nancy Davis

Fund Description

The fund is actively managed and seeks to achieve its investment objective primarily by investing, directly or indirectly, in a mix of U.S. Treasury Inflation-Protected Securities ("TIPS") and long options tied to the shape of the U.S. interest rate curve. It is non-diversified.


IVOL - Performance

Return Ranking - Trailing

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
YTD 0.3% -1.7% 9.8% 99.52%
1 Yr 5.4% 3.6% 13.4% 60.19%
3 Yr N/A* 3.6% 13.5% N/A
5 Yr N/A* 2.2% 8.1% N/A
10 Yr N/A* -0.1% 5.7% N/A

* Annualized

Return Ranking - Calendar

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
2020 10.5% -29.4% 23.0% 5.31%
2019 N/A -47.0% 16.7% N/A
2018 N/A -11.1% -0.5% N/A
2017 N/A -2.8% 6.6% N/A
2016 N/A 0.5% 7.7% N/A

Total Return Ranking - Trailing

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
YTD -0.1% -1.7% 9.8% 99.52%
1 Yr 5.4% -0.3% 13.4% 55.45%
3 Yr N/A* 3.4% 13.5% N/A
5 Yr N/A* 2.2% 8.1% N/A
10 Yr N/A* -0.1% 5.7% N/A

* Annualized

Total Return Ranking - Calendar

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
2020 10.5% -29.4% 23.0% 5.31%
2019 N/A 0.8% 16.7% N/A
2018 N/A -9.9% 0.6% N/A
2017 N/A -2.7% 9.6% N/A
2016 N/A 0.5% 10.4% N/A

IVOL - Holdings

Concentration Analysis

IVOL Category Low Category High IVOL % Rank
Net Assets 3.23 B 9.8 M 53.9 B 28.50%
Number of Holdings 15 4 1286 98.60%
Net Assets in Top 10 2.87 B 3.14 M 31.4 B 18.22%
Weighting of Top 10 88.80% 14.8% 100.0% 12.00%

Top 10 Holdings

  1. Schwab US TIPS ETF™ 88.80%

Asset Allocation

Weighting Return Low Return High IVOL % Rank
Bonds
93.14% 50.62% 140.61% 77.10%
Cash
6.86% -46.86% 50.18% 16.82%
Stocks
0.00% 0.00% 15.56% 57.94%
Preferred Stocks
0.00% 0.00% 0.43% 59.81%
Other
0.00% -2.70% 32.77% 59.35%
Convertible Bonds
0.00% 0.00% 6.19% 71.50%

Bond Sector Breakdown

Weighting Return Low Return High IVOL % Rank
Government
93.14% 20.23% 100.00% 33.64%
Cash & Equivalents
6.86% 0.00% 35.89% 13.55%
Derivative
0.00% 0.00% 21.32% 70.09%
Securitized
0.00% 0.00% 55.23% 88.79%
Corporate
0.00% 0.00% 46.25% 85.05%
Municipal
0.00% 0.00% 2.75% 69.63%

Bond Geographic Breakdown

Weighting Return Low Return High IVOL % Rank
US
93.14% 16.73% 152.56% 42.99%
Non US
0.00% -15.91% 72.01% 83.18%

IVOL - Expenses

Operational Fees

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.05% 0.01% 1.71% 16.99%
Management Fee 0.99% 0.00% 0.99% 100.00%
12b-1 Fee 0.00% 0.00% 1.00% 13.00%
Administrative Fee N/A 0.00% 0.40% N/A

Sales Fees

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 1.00% 4.75% N/A
Deferred Load N/A 1.00% 4.00% N/A

Trading Fees

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A N/A N/A N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 0.00% 0.00% 330.00% 0.47%

IVOL - Distributions

Dividend Yield Analysis

IVOL Category Low Category High IVOL % Rank
Dividend Yield 3.61% 0.00% 0.31% 54.88%

Dividend Distribution Analysis

IVOL Category Low Category High Category Mod
Dividend Distribution Frequency Monthly Semi-Annually Monthly Monthly

Net Income Ratio Analysis

IVOL Category Low Category High IVOL % Rank
Net Income Ratio -0.06% -0.06% 4.83% 100.00%

Capital Gain Distribution Analysis

IVOL Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually

Dividend Payout History

View More +

IVOL - Fund Manager Analysis

Managers

Nancy Davis


Start Date

Tenure

Tenure Rank

May 13, 2019

2.3

2.3%

Nancy Davis is the Managing Partner and CIO of Quadratic, which she founded in 2013. Ms. Davis began her career at Goldman Sachs, where she spent nearly ten years, the last seven at the proprietary trading group where she became Head of Credit, Derivatives and OTC Trading. Prior to starting Quadratic, she served as a portfolio manager at Highbridge where she managed $500 million of capital in a derivatives-only portfolio. She later served in a senior executive role at AllianceBernstein. Ms. Davis writes and speaks frequently about financial topics and world markets. She has been published in Financial News, Absolute Return, and Institutional Investor and has contributed papers to two books. Ms. Davis holds a B.A. magna cum laude in Economics from George Washington University, where she was a recipient of the Presidential Academic Scholarship.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.17 19.76 6.67 10.35