Cambria Global Tail Risk ETF (FAIL)

Description

The FAIL ETF contains constituents. It is focused on holdings in the region.

Price $21.71 as of 2022-10-21

Cost/Risk/Yield

Dividend yield
Expense ratio0.63%
Average spread8.844%
1Y roundtrip cost9.474%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.4%1.0%-0.9%0.6%-0.7%4.7%-4.2%-0.0%5.2%-3.6%2.5%
2021-1.6%-1.6%-5.4%-3.6%-0.6%-1.3%-0.7%3.1%-1.9%-3.5%0.2%-4.7%-21.6%
20200.3%-3.1%-6.7%-0.1%5.7%2.7%2.6%-2.0%-0.7%-0.4%5.6%2.6%6.7%
20194.2%0.5%-2.3%-0.6%0.4%5.1%0.2%-3.6%0.9%0.8%-0.7%2.6%7.6%
20184.3%-1.4%0.7%-3.0%-4.9%-3.1%1.8%-5.9%0.2%1.3%2.0%1.0%-7.0%
20171.9%0.7%1.0%1.5%1.6%3.1%2.2%-0.5%0.5%-4.0%2.6%0.7%11.4%
20165.3%1.5%-1.7%3.4%0.2%0.3%3.3%-1.0%-5.7%1.2%6.9%
9.4%-3.8%-8.1%-3.7%-0.2%14.7%2.2%-8.7%7.4%-10.4%4.1%3.5%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20200.020.080.070.17
20190.240.190.290.571.29
20180.180.250.190.531.15
20170.110.600.450.441.59
20160.240.260.360.86
0.000.000.550.000.001.360.000.001.250.000.001.90

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

FAIL EMHY EMLC FEMB PGHY TUR
Product nameCambria Global Tail Risk ETFiShares Emerging Markets High Yield Bond ETFMarket Vectors J.P. Morgan EM Local Currency Bond ETFFirst Trust Emerging Markets Local Currency Bond ETFPowerShares Global Short Term High Yield Bond Portfolio ETFiShares MSCI Turkey ETF
IssuerCambriaiSharesVanEckFirst TrustInvescoiShares
Price$21.709$32.12$22.67$24.23$18.91$26.96
Expense Ratio0.63%better0.5%better0.3%worse0.85%better0.35%better0.59%
Average Spread8.844%0.031%0.044%0.371%0.106%0.074%
AUM$4,829,970$351,604,000$2,662,340,000$196,693,000$206,601,000$310,827,000
Shares222,48710,946,568117,438,8598,117,75810,925,49711,529,194
Average Daily Volume3,74086,0001,417,65746,94743,623269,943
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2016-02-232012-04-032010-07-222014-11-042013-06-202008-03-26
Index TrackedNo Underlying IndexJ.P. Morgan USD Emerging Markets High Yield Bond IndexJ.P. Morgan Government Bond Index - Emerging Markets Global CoreNo Underlying IndexDB Global Short Maturity High Yield Bond IndexMSCI Turkey IMI 25/50 Index
CategoryInternational Government BondsEmerging Markets BondsEmerging Markets BondsEmerging Markets BondsHigh Yield BondsEmerging Markets Equities
Asset ClassBondBondBondBondBondEquity
Asset Class SizeMid/Small Caps
Value or GrowthBlend
RegionEurope
CountriesBroadBroadBroadBroadBroadU.S.
Annual Dividend Rate$0$2.402$1.395$1.867$0.908$0.643
Annual Dividend Yield0.000%0.075%0.062%0.077%0.048%0.024%
Number of Holdings7280046050
YTD Return2.14%-21.66%-17.46%-18.18%-8.19%49.17%
Beta-0.75-0.42-0.51-0.48-0.31-1.31
Upside Beta-0.71-0.010.09-0.30-0.080.05
Downside Beta-0.150.070.150.070.040.66
Volatility 1Y28.60%13.17%12.44%11.53%6.20%47.97%
Sharpe Ratio 3Y-0.35-0.80-1.22-1.43-0.450.26
Treynor Ratio 3Y0.010.020.020.020.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew