Alpha Architect Tail Risk ETF (CAOS)
CAOS is an actively managed ETF by Alpha Architect. CAOS launched on Aug 14, 2013 and has a 0.63% expense ratio.
ETF Info
| ISIN | US02072L5167 |
|---|---|
| Issuer | Alpha Architect |
| Inception Date | Aug 14, 2013 |
| Region | North America (U.S.) |
| Category | Options Trading |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Alternatives |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
CAOS features an expense ratio of 0.63%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: CAOS vs. TAIL, CAOS vs. AHTPX, CAOS vs. SPY, CAOS vs. BOXX, CAOS vs. HIGH, CAOS vs. MAIN, CAOS vs. SVIX, CAOS vs. SVOL, CAOS vs. SHY, CAOS vs. SVXY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Architect Tail Risk ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Alpha Architect Tail Risk ETF had a return of 4.84% year-to-date (YTD) and 5.42% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.84% | 25.70% |
| 1 month | 0.28% | 3.51% |
| 6 months | 3.66% | 14.80% |
| 1 year | 5.42% | 37.91% |
| 5 years (annualized) | N/A | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
Monthly Returns
The table below presents the monthly returns of CAOS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.35% | 0.50% | 0.58% | -1.18% | 1.21% | 0.66% | 0.72% | 0.38% | 0.79% | 0.76% | 4.84% | ||
| 2023 | 0.53% | 1.38% | 0.68% | 2.44% | 0.84% | 0.09% | -0.44% | 0.56% | 1.36% | 0.29% | 7.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CAOS is 64, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Alpha Architect Tail Risk ETF (CAOS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Alpha Architect Tail Risk ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Alpha Architect Tail Risk ETF was 3.41%, occurring on Mar 10, 2023. Recovery took 15 trading sessions.
The current Alpha Architect Tail Risk ETF drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.41% | Mar 7, 2023 | 4 | Mar 10, 2023 | 15 | Mar 31, 2023 | 19 |
| -2.07% | Aug 6, 2024 | 4 | Aug 9, 2024 | — | — | — |
| -1.62% | May 2, 2023 | 3 | May 4, 2023 | 7 | May 17, 2023 | 10 |
| -1.52% | Oct 18, 2023 | 8 | Oct 27, 2023 | 4 | Nov 2, 2023 | 12 |
| -1.31% | Apr 19, 2023 | 6 | Apr 26, 2023 | 1 | Apr 28, 2023 | 7 |
Volatility
Volatility Chart
The current Alpha Architect Tail Risk ETF volatility is 0.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.