ETFs - Profile

Cambria Tail Risk ETF

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Rank

Universe Rank
25 1

Summary

The fund seeks to provide income and capital appreciation by investing in companies in the United States.

The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests in cash and U.S. government bonds.

Also, the team utilizes a put option strategy to manage the risk of a significant negative movement in the value of domestic equities (tail risk) over rolling one-month periods.

The team intends to spend approximately one percent of the fund’s net assets per month to purchase put options, and generally targets put options in the 0% to 30% out of the money range.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund More

Philosophy Strategy Process Reaserch Risk Management

Price

  • Last Close
  • $18.08
    -0.13
  • 52 Week HL
  • $20.49 - $17.52
  • Net Assets
  • $327.14 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Performance
0.5 % YTD

  • 3 Year
  • -6.39%
  • 5 Year
  • -18.35%
  • Best
  • 2.85%
    2018
  • Worst
  • -13.17%
    2021

Returns +
A

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
TAIL 1%-13%0%0%3%0%0%0%0%0%0%
S&P 500 -10%27%16%29%-6%19%10%-1%11%30%13%

Returns +
Q

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 2% -8.5% 23.6% -10.5% -0.7% - - - - - -
Q2 - 0.6% -6.8% 1.7% -7.2% -2.3% - - - - -
Q3 - -1.1% -2.8% 0.4% -5.5% -3.1% - - - - -
Q4 - -4.5% -4.9% -5.3% 15.2% -3% - - - - -

Returns +
M

J F M A M J J A S O N D
2022 2% - - - - - - - - - - -
2021 -0.2% -4.1% -4.4% -0.7% 0.1% 0.3% 1.3% -1.5% 0.2% -3.8% 1.9% -2.6%

Annual
Return

Index Comparison

Alpha

NAV