Cambria Tail Risk ETF (TAIL)
Description
The TAIL ETF contains constituents. It is focused on holdings in the region.
Price $16.08 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.13% |
| Expense ratio | 0.59% |
| Average spread | 0.124% |
| 1Y roundtrip cost | 0.714% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -0.8% | 1.1% | -6.9% | 1.9% | -1.0% | 4.9% | -4.7% | -1.9% | 2.9% | -4.6% | -8.9% | ||
| 2021 | -0.2% | -4.1% | -4.8% | 0.1% | -0.4% | 0.3% | 1.7% | -1.5% | 0.3% | -3.8% | 1.9% | -2.8% | -13.3% |
| 2020 | 2.9% | 8.0% | 11.4% | -4.6% | -1.8% | -0.4% | -0.7% | -2.6% | 0.4% | -0.5% | -3.5% | -0.8% | 7.9% |
| 2019 | -8.9% | -2.9% | 1.3% | -2.3% | 6.1% | -2.9% | -1.9% | 5.0% | -3.0% | -1.3% | -2.1% | -1.6% | -14.5% |
| 2018 | -3.4% | 0.2% | 2.6% | -3.5% | -1.0% | -0.1% | -3.3% | 0.0% | -2.2% | 4.2% | -0.9% | 11.1% | 3.7% |
| 2017 | 0.2% | -1.8% | -2.1% | 2.1% | -2.9% | -1.6% | -1.6% | -0.6% | -8.4% | ||||
| -10.4% | 2.2% | 3.7% | -8.4% | 2.1% | -0.0% | -11.0% | 1.2% | -4.5% | -7.6% | -6.1% | 5.3% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.03 | 0.05 | 0.07 | 0.16 | |||||||||
| 2021 | 0.01 | 0.03 | 0.03 | 0.02 | 0.09 | ||||||||
| 2020 | 0.05 | 0.01 | 0.01 | 0.00 | 0.07 | ||||||||
| 2019 | 0.09 | 0.05 | 0.08 | 0.09 | 0.31 | ||||||||
| 2018 | 0.07 | 0.09 | 0.09 | 0.10 | 0.35 | ||||||||
| 2017 | 0.05 | 0.06 | 0.09 | 0.20 | |||||||||
| 0.00 | 0.00 | 0.25 | 0.00 | 0.00 | 0.28 | 0.00 | 0.00 | 0.34 | 0.00 | 0.00 | 0.30 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| TAIL | FLGV | IBDW | IBTK | TFJL | VIXY | |
|---|---|---|---|---|---|---|
| Product name | Cambria Tail Risk ETF | Franklin Liberty U.S. Treasury Bond ETF | iShares iBonds Dec 2031 Term Corporate ETF | iShares iBonds Dec 2030 Term Treasury ETF | Innovator 20+ Year Treasury Bond 5 Floor ETF June Series | VIX Short-Term Futures ETF |
| Issuer | Cambria | Franklin | iShares | iShares | Innovator | ProShares |
| Price | $16.08 | $20.342 | $18.925 | $19.03 | $19.83 | $16.48 |
| Expense Ratio | 0.59% |  0.09% | 0.1% | 0.07% |  0.8% | 0.85% |
| Average Spread | 0.124% | 0.295% | 0.264% | 0.105% | 0.454% | 0.061% |
| AUM | $292,972,000 | $352,334,000 | $12,332,500 | $2,862,260 | $7,985,800 | $301,799,000 |
| Shares | 18,219,634 | 17,320,534 | 651,649 | 150,408 | 402,713 | 18,313,043 |
| Average Daily Volume | 531,930 | 74,723 | 155,916 | 240,254 | 23,973 | 12,763,310 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2017-04-06 | 2020-06-09 | 2021-06-22 | 2020-07-14 | 2020-08-18 | 2011-01-03 |
| Index Tracked | No Underlying Index | No Underlying Index | Bloomberg December 2031 Maturity Corporate Index | ICE 2030 Maturity US Treasury Index | No Underlying Index | S&P 500 VIX Short-Term Futures Index |
| Category | Diversified Portfolio | Government Bonds | n/a | Government Bonds | Total Bond Market | Volatility |
| Asset Class | Multi-Asset | Bond | Bond | Bond | Volatility | |
| Asset Class Size | ||||||
| Value or Growth | ||||||
| Region | ||||||
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.181 | $0.441 | $0.629 | $0.338 | $0 | $0 |
| Annual Dividend Yield | 0.011% | 0.022% | 0.033% | 0.018% | 0.000% | 0.000% |
| Number of Holdings | 39 | 182 | 6 | 2 | 3 | |
| YTD Return | -9.13% | -13.72% | -22.08% | -17.65% | -16.96% | 8.64% |
| Beta | -0.60 | -0.05 | 0.37 | -0.06 | 0.01 | -2.22 |
| Upside Beta | -0.48 | -0.18 | -0.36 | -0.29 | -0.32 | 0.50 |
| Downside Beta | -0.25 | -0.24 | -0.62 | -0.36 | -0.31 | 0.46 |
| Volatility 1Y | 18.79% | 6.03% | 9.92% | 9.04% | 7.79% | 78.35% |
| Sharpe Ratio 3Y | -0.83 | 0.00 | 0.00 | 0.00 | 0.00 | -0.55 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 |