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
US02072L5167
Aug 14, 2013
North America (U.S.)
1x
No Index (Active)
Large-Cap
Growth
Expense Ratio
CAOS features an expense ratio of 0.63%, falling within the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 5.12% year-to-date (YTD) and 5.00% in the last 12 months.
CAOS
5.12%
0.23%
2.87%
5.00%
N/A
N/A
^GSPC (Benchmark)
25.03%
-0.96%
8.77%
24.73%
13.00%
11.07%
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% | 0.06% | 5.12% | |
| 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
With an overall rank of 76, CAOS is among the top 24% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 0.50%.
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 | 67 | Nov 13, 2024 | 71 |
| -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 0.74%, 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.