TAIL

Cambria Tail Risk ETF

Up$20.66
+$0.44
(+2.18%)
As of 4:10:00 PM EDT | 5/23/19  |  Market Open

TAIL Trading Data

Open

$20.43

Low Price

$20.43

High Price

$20.8

Previous Last Price

$20.22

Bid Size

$0 X 0

Ask Size

$0 X 0

TAIL Portfolio Data

AUM

$22,726,000

Shares

1,100

PE Ratio

0

Price / Book Ratio

Expense Ratio

0.59

Net Asset Value

$20.66

Volume

Volume

21,583

Avg. Volume (YDT)

32,545

Dollar Volume

$395,259

Weekly Avg. Volume

166,880

Monthly Avg. Volume

57,030

Quarterly Avg. Volume

38,708

TAIL Fund Description

The Cambria Tail Risk ETF seeks to mitigate significant downside market risk. The Fund intends to invest in a portfolio of "out of the money" put options purchased on the U.S. stock market. TAIL strategy offers the potential advantage of buying more puts when volatility is low and fewer puts when volatility is high. While a portion of the fund's assets will be invested in the basket of long put option premiums, the majority of fund assets will be invested in intermediate term US Treasuries. As the fund is designed to be a hedge against market declines and rising volatility, Cambria expects the fund to produce negative returns in the most years with rising markets or declining volatility.

TAIL Chart

TAIL Summary

Fund Family

Cambria Funds

Tracks This Index

Cambria Tail Risk ETF

Inception Date

2017-04-06

Asset Class

Portfolio-Multi Asset

Asset Class Size

TAIL Classification

Region (General)

North America

Region (Specific)

US

Sector

Equity Index

Leveraged Family

TAIL Holdings

Top 10 Holdings

T 2 3/8 02/15/27
88.93%
CASH
5.2%
SPX US 03/20/20 P2550
1.11%
SPX US 03/20/20 P2500
0.89%
SPX US 12/20/19 P2650
0.79%
SPX US 12/20/19 P2500
0.78%
SPX US 12/20/19 P2550
0.78%
SPX US 12/20/19 P2400
0.55%
SPX US 12/20/19 P2625
0.32%
SPX US 06/21/19 P2525
0.31%

Total TAIL Holdings

Total Holdings: 13

T 2 3/8 02/15/27
88.93%
CASH
5.2%
SPX US 03/20/20 P2550
1.11%
SPX US 03/20/20 P2500
0.89%
SPX US 12/20/19 P2650
0.79%
SPX US 12/20/19 P2500
0.78%
SPX US 12/20/19 P2550
0.78%
SPX US 12/20/19 P2400
0.55%
SPX US 12/20/19 P2625
0.32%
SPX US 06/21/19 P2525
0.31%
SPX US 06/21/19 P2550
0.3%
SPX US 06/21/19 P2500
0.06%
Cambria Tail Risk ETF (TAIL)
0%

TAIL Technicals

Alpha

0

Beta

-0.86

Leverage

Long

Standard Deviation

0.74

TAIL Dividends

Dividend Date

2019-03-28

Latest Dividend

0.09

Annual Dividend

0.37

Annual Dividend Rate

0.37

Annual Dividend Yield

1.78

TAIL Performance

YTD Return

-9.66%

1 Year Return

-1.38%

3 Year Return

0%

5 Year Return

0%

10 Year Return

-18.58%

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