BNDD Quadratic Deflation ETF

NAV as of 29-Mar-2023

15.6600

4 Week: 15.46 - 16.21

52 Week: 14.96 - 26.08

Latest Closing Price

15.78

Premium / Discount

-0.22

Expense Ratio

0.96%

Investment Objective

The investment seeks to benefit from lower growth, deflation, lower or negative long-term interest rates, and/or a reduction in the spread between shorter and longer term interest rates by investing in U.S. Treasuries and options; as a secondary goal, the fund seeks to adhere to ESG principles by excluding investments in issuers that are involved in and/or that derive significant revenue from, certain practices, industries or product lines and by increasing the representation of underrepresented groups in the governance of ETFs. It invests in Treasuries of various maturities directly or through other ETFs that invest in Treasuries. The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
KraneShares
Asset Under Management:
80,824,234
Launch Date:
15/09/2021
Asset Class:
Fixed Income
Replication Method:
Not Applicable
Number of Holdings:
6
Trading Currency:
USD
Style:
Long Term High Quality
Region/Sector/Strategy:
N.A / Government / Long Term
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD4.820.815.98
1 Day-0.100.000.00
1 Week-1.130.85-1.33
1 Month1.903.540.54
3 Months4.826.390.75
6 Months-27.2534.15-0.80
1 Year-38.1435.54-1.07
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.0000-17.7139
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.00005.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 6

Number of Bond Holdings: 4

Number of Equity Holdings: 0

Total Market Value: 80,824,234

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
N.A

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
N.A

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

0.0000

Price/Book*

0.0000

Price/Sales*

0.0000

Price/Cash Flow*

0.0000

Dividend Yield*

0.0000

Growth Measures

Long-Term Earnings

0.0000

Historical Earnings

0.0000

Sales Growth

0.0000

Cash-Flow Growth

0.0000

Book-Value Growth

0.0000

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

4

Bond Statitics

DetailValue
Average Effective Duration16.14
Average Effective Maturity (Years)*23.10
Average Credit Quality2.00
Average Weighted Coupon*2.74
Average Weighted Price*82.86

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA99.96
AA0.00
A0.00
BBB0.00
BB0.00
B0.00
Below B0.00
Not Rated0.04

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years4.16
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years1.19
15 to 20 Years28.00
20 to 30 Years51.20
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days1.16
183 to 364 Days0.00

Data Source: Morningstar

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