Cambria Tail Risk ETF (TAIL)
TAIL is an actively managed ETF by Cambria. TAIL launched on Apr 6, 2017 and has a 0.59% expense ratio.
ETF Info
| ISIN | US1320618622 |
|---|---|
| CUSIP | 132061862 |
| Issuer | Cambria |
| Inception Date | Apr 6, 2017 |
| Region | North America (U.S.) |
| Category | Diversified Portfolio, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Home Page | www.cambriafunds.com |
| Asset Class | Multi-Asset |
Asset Class Size | Multi-Cap |
Expense Ratio
TAIL features an expense ratio of 0.59%, falling within the medium range.
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.
Popular comparisons: TAIL vs. DRSK, TAIL vs. BTAL, TAIL vs. QTR, TAIL vs. SPY, TAIL vs. DGRO, TAIL vs. VOO, TAIL vs. QQQ, TAIL vs. KMLM, TAIL vs. VFFSX, TAIL vs. CAOS
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria 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
Cambria Tail Risk ETF had a return of -10.01% year-to-date (YTD) and -7.57% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -10.01% | 25.48% |
| 1 month | -4.38% | 2.14% |
| 6 months | -2.74% | 12.76% |
| 1 year | -7.57% | 33.14% |
| 5 years (annualized) | -9.20% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of TAIL, 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 | -0.94% | -3.39% | -0.31% | -2.81% | -0.68% | 0.61% | 2.07% | 0.59% | 1.26% | -2.82% | -10.01% | ||
| 2023 | -2.55% | -2.15% | 1.55% | -0.48% | -2.19% | -4.27% | -1.33% | -1.34% | -1.23% | -0.58% | -1.52% | 2.06% | -13.29% |
| 2022 | -0.78% | 1.07% | -6.86% | 1.92% | -1.00% | 4.94% | -4.66% | -1.91% | 2.95% | -8.24% | -1.75% | 1.19% | -13.13% |
| 2021 | -0.19% | -4.09% | -4.78% | 0.05% | -0.43% | 0.25% | 1.66% | -1.47% | 0.32% | -3.78% | 1.94% | -2.80% | -12.80% |
| 2020 | 2.90% | 8.00% | 11.40% | -4.61% | -1.80% | -0.38% | -0.72% | -2.58% | 0.41% | -0.49% | -3.47% | -0.80% | 6.91% |
| 2019 | -8.91% | -2.94% | 1.28% | -2.26% | 6.07% | -2.94% | -1.86% | 5.03% | -2.95% | -1.27% | -2.13% | -1.57% | -14.27% |
| 2018 | -3.41% | 0.16% | 2.63% | -3.51% | -0.97% | -0.11% | -3.27% | 0.05% | -2.25% | 4.17% | -0.86% | 11.08% | 2.85% |
| 2017 | -0.68% | 0.20% | -1.79% | -2.14% | 2.06% | -2.95% | -1.63% | -1.58% | -0.62% | -8.85% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TAIL is 2, indicating that it is in the bottom 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Tail Risk ETF (TAIL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Tail Risk ETF provided a 3.59% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.48 | $0.23 | $0.09 | $0.07 | $0.31 | $0.35 | $0.21 |
Dividend yield | 3.59% | 3.73% | 1.50% | 0.49% | 0.36% | 1.58% | 1.52% | 0.91% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.48 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.23 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.09 |
| 2020 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.07 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.31 |
| 2018 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.35 |
| 2017 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.21 |
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 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 Tail Risk ETF was 51.27%, occurring on Nov 12, 2024. The portfolio has not yet recovered.
The current Cambria Tail Risk ETF drawdown is 51.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.27% | Apr 3, 2020 | 1161 | Nov 12, 2024 | — | — | — |
| -21.38% | Apr 17, 2017 | 695 | Jan 17, 2020 | 37 | Mar 12, 2020 | 732 |
| -6.17% | Mar 24, 2020 | 3 | Mar 26, 2020 | 5 | Apr 2, 2020 | 8 |
| -4.24% | Mar 13, 2020 | 1 | Mar 13, 2020 | 1 | Mar 16, 2020 | 2 |
| -2.28% | Mar 17, 2020 | 1 | Mar 17, 2020 | 3 | Mar 20, 2020 | 4 |
Volatility
Volatility Chart
The current Cambria Tail Risk ETF volatility is 4.02%, 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.