IVOL: Complex ETF Falling Short Of Its Goals

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Binary Tree Analytics
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Summary

  • The Quadratic Interest Rate Volatility and Inflation Hedge ETF is an exchange-traded fund that tries to capture Interest Rates market volatility.
  • One of its stated goals is to provide a hedge against inflation and fixed income volatility.
  • IVOL has a dual factor portfolio composition.
  • 2022 has been a year of surprisingly high inflation and massive fixed income volatility as measured by the MOVE index.

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Thesis

The Krane Shares Trust - Quadratic Interest Rate Volatility and Inflation Hedge ETF (NYSEARCA:IVOL) is an exchange traded fund that tries to capture the rates market volatility. The vehicle is fairly opaque when an investor takes a first

IVOL portfolio applications

Portfolio Applications ((Fact Sheet))

IVOL portfolio composition

Portfolio Composition ( (Fact Sheet))

IVOL balance sheet

Balance Sheet Components ((Annual Report))

IVOL open options contracts

Option Contracts ( (Annual Report))

2 year / 10-year graph

2Y/10Y Graph ((The Fed))

IVOL fund investments

Fund Investments ( (Annual Report))

schedule

Schedule ( (Annual Report))

IVOL YTD performance

YTD Performance ((Seeking Alpha))

IVOL 3 year return

3Y Total Return ( (Seeking Alpha))

This article was written by

Binary Tree Analytics profile picture
3.34K Followers
With a financial services cash and derivatives trading background, Binary Tree Analytics aims to provide transparency and analytics in respect to capital markets instruments and trades.We are reachable at BinaryTreeAnalytics@gmail.com_____________________________http://www.BinaryTreeAnalytics.com

Disclosure: I/we have no stock, option or similar derivative position in any of the companies mentioned, and no plans to initiate any such positions within the next 72 hours. I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it (other than from Seeking Alpha). I have no business relationship with any company whose stock is mentioned in this article.

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