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Cambria Global Tail Risk ETF (FAIL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US1320618051

CUSIP

132061805

Issuer

Cambria

Inception Date

Feb 23, 2016

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

FAIL has an expense ratio of 0.63%, placing it in the medium range.


Expense ratio chart for FAIL: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAIL: 0.63%

Share Price Chart


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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 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.


0.00%50.00%100.00%150.00%200.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
-17.74%
209.03%
FAIL (Cambria Global Tail Risk ETF)
Benchmark (^GSPC)

Returns By Period


FAIL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.01%0.01%
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%
20220.35%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%
20200.34%-3.09%-6.72%-0.09%5.73%2.68%2.64%-1.98%-0.74%-0.41%5.64%2.63%6.11%
20194.16%0.55%-2.25%-0.56%0.42%5.11%0.23%-3.64%0.87%0.76%-0.65%2.60%7.50%
20184.29%-1.38%0.70%-2.97%-4.91%-3.09%1.77%-5.95%0.21%1.32%2.01%1.01%-7.26%
20171.90%0.67%1.03%1.47%1.60%3.11%2.25%-0.48%0.46%-4.01%2.60%0.75%11.75%
20161.43%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.


The Risk-Adjusted Performance Rank of FAIL is 33
Overall Rank
The Sharpe Ratio Rank of FAIL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FAIL is 22
Sortino Ratio Rank
The Omega Ratio Rank of FAIL is 22
Omega Ratio Rank
The Calmar Ratio Rank of FAIL is 44
Calmar Ratio Rank
The Martin Ratio Rank of FAIL is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


There is not enough data available to calculate the Sharpe ratio for Cambria Global Tail Risk ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
-0.54
1.91
FAIL (Cambria Global Tail Risk ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Global Tail Risk ETF provided a 1.63% dividend yield over the last twelve months, with an annual payout of $0.26 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.26$0.63$0.30$0.00$0.00$0.17$1.18$1.03$1.37$0.82

Dividend yield

1.63%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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.


-40.00%-30.00%-20.00%-10.00%0.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
-36.50%
-2.51%
FAIL (Cambria Global Tail Risk ETF)
Benchmark (^GSPC)

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, 2020886Jul 1, 2024
-25.69%Jan 29, 2018542Mar 24, 2020181Dec 9, 2020723
-7.55%Oct 4, 201630Nov 14, 2016124May 15, 2017154
-5.06%Aug 22, 201750Oct 31, 201745Jan 5, 201895
-3.19%May 3, 201614May 20, 201622Jun 22, 201636

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
1.71%
4.97%
FAIL (Cambria Global Tail Risk ETF)
Benchmark (^GSPC)