Cambria Global Tail Risk ETF (FAIL)
FAIL is an actively managed ETF by Cambria. FAIL launched on Feb 23, 2016 and has a 0.63% expense ratio.
ETF Info
US1320618051
132061805
Feb 23, 2016
Emerging Markets (Broad)
1x
No Index (Active)
Expense Ratio
FAIL 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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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Global 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
FAIL
N/A
N/A
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^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of FAIL, 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 | -0.27% | -2.93% | -0.83% | -2.00% | -0.75% | -0.26% | 0.72% | 2.00% | 1.38% | -1.52% | -1.55% | -1.25% | -7.12% |
| 2023 | -2.05% | -0.80% | 1.73% | -0.81% | -0.64% | -1.67% | -2.82% | 0.69% | 0.40% | 2.90% | -7.21% | 1.56% | -8.76% |
| 2022 | 0.35% | 1.01% | -0.86% | 0.63% | -0.73% | 4.74% | -4.25% | -0.03% | 5.22% | -4.06% | -7.62% | 0.89% | -5.31% |
| 2021 | -1.64% | -1.59% | -5.38% | -3.65% | -0.60% | -1.26% | -0.65% | 3.11% | -1.91% | -3.51% | 0.18% | -4.69% | -19.82% |
| 2020 | 0.34% | -3.09% | -6.72% | -0.09% | 5.73% | 2.68% | 2.64% | -1.98% | -0.74% | -0.41% | 5.64% | 2.63% | 6.11% |
| 2019 | 4.16% | 0.55% | -2.25% | -0.56% | 0.42% | 5.11% | 0.23% | -3.64% | 0.87% | 0.76% | -0.65% | 2.60% | 7.50% |
| 2018 | 4.29% | -1.38% | 0.70% | -2.97% | -4.91% | -3.09% | 1.77% | -5.95% | 0.21% | 1.32% | 2.01% | 1.01% | -7.26% |
| 2017 | 1.90% | 0.67% | 1.03% | 1.47% | 1.60% | 3.11% | 2.25% | -0.48% | 0.46% | -4.01% | 2.60% | 0.75% | 11.75% |
| 2016 | 1.43% | 5.34% | 1.45% | -1.69% | 3.41% | 0.18% | 0.25% | 3.32% | -0.96% | -5.66% | 1.20% | 8.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FAIL is 3, meaning it’s performing worse than 97% of other 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 Cambria Global Tail Risk ETF (FAIL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Global Tail Risk ETF provided a 3.92% dividend yield over the last twelve months, with an annual payout of $0.63 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.63 | $0.63 | $0.30 | $0.00 | $0.00 | $0.17 | $1.18 | $1.03 | $1.37 | $0.82 |
Dividend yield | 3.92% | 3.92% | 1.65% | 0.00% | 0.00% | 0.63% | 4.69% | 4.17% | 4.94% | 3.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Global Tail Risk ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.63 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.17 |
| 2019 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.46 | $1.18 |
| 2018 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.40 | $1.03 |
| 2017 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.22 | $1.37 |
| 2016 | $0.24 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.32 | $0.82 |
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 Cambria Global 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 Cambria Global Tail Risk ETF was 36.70%, occurring on Jul 1, 2024. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.7% | Dec 21, 2020 | 886 | Jul 1, 2024 | — | — | — |
| -25.69% | Jan 29, 2018 | 542 | Mar 24, 2020 | 181 | Dec 9, 2020 | 723 |
| -7.55% | Oct 4, 2016 | 30 | Nov 14, 2016 | 124 | May 15, 2017 | 154 |
| -5.06% | Aug 22, 2017 | 50 | Oct 31, 2017 | 45 | Jan 5, 2018 | 95 |
| -3.19% | May 3, 2016 | 14 | May 20, 2016 | 22 | Jun 22, 2016 | 36 |
Volatility
Volatility Chart
The current Cambria Global Tail Risk ETF volatility is 1.71%, 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.