IVOL Quadratic Intrst Rt Vol & Infl H ETF
Bloomberg US Treasury US TIPS TR USD

NAV as of 23-Nov-2022

22.5900

4 Week: 21.86 - 22.74

52 Week: 21.86 - 27.31

Latest Closing Price

22.57

Premium / Discount

-0.13

Expense Ratio

1.03%

Investment Objective

The investment seeks to hedge relative interest rate movements, whether these movements arise from falling short-term interest rates or rising long-term interest rates, and to benefit from market stress when fixed income volatility increases, while providing the potential for enhanced inflation-protected income. 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.

Main Fund Characteristics

Fund Manager:
KraneShares
Asset Under Management:
1,075,117,263
Launch Date:
12/05/2019
Asset Class:
Fixed Income
Replication Method:
Not Applicable
Number of Holdings:
14
Trading Currency:
USD
Style:
Intermediate Term High Quality
Region/Sector/Strategy:
N.A / N.A / Inflation Linked
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-15.940.99-16.08
1 Day0.360.000.00
1 Week1.580.227.15
1 Month-1.184.11-0.29
3 Months-7.768.38-0.93
6 Months-11.6312.09-0.96
1 Year-16.6914.98-1.11
2 Years-17.3315.90-1.09
3 Years-11.0220.30-0.54
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.000014.7466-0.0907
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00008.0000100.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 14

Number of Bond Holdings: 11

Number of Equity Holdings: 0

Total Market Value: 1,075,117,263

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Schwab US TIPS ETF™86.17071,866,8020110,533,346
2Cash7.944710,190,860010,190,860
3Usd Cms 2-10 06/28/21 391.255165,00001,609,919
4Usd Cms 2-10 08/03/21 311.092046,00001,400,702
5Usd Cms 2-10 05/13/21 300.939140,00001,204,556
6Usd Cms 2-10 01/27/22 330.737930,0000946,474
7USD CMS 2-10 11/01/21 430.681735,0000874,406
8USD CMS 2-10 09/15/21 510.619240,0000794,230

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

11

Bond Statitics

DetailValue
Average Effective Duration6.88
Average Effective Maturity (Years)*7.38
Average Credit Quality1.00
Average Weighted Coupon*0.69
Average Weighted Price*94.45

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA100.00
AA0.00
A0.00
BBB0.00
BB0.00
B0.00
Below B0.00
Not Rated0.00

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years33.65
3 to 5 Years20.57
5 to 7 Years13.49
7 to 10 Years16.09
10 to 15 Years0.00
15 to 20 Years2.82
20 to 30 Years9.19
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.37
183 to 364 Days0.53

Data Source: Morningstar

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