- ISIN
- US02072Q8042
- CUSIP
- 02072Q804
- Issuer
- Cambria
- Inception Date
- Dec 18, 2024
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Highlights
- Avg. Volume (1M)
- 665
- Avg. Volume Value (1M)
- $20.29K
Share Price Chart
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Performance
TAX Performance Chart
Cambria Tax Aware ETF (TAX) is up 8.1% since the beginning of the year. TAX is currently trading at $31 per share.
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Returns By Period
Cambria Tax Aware ETF (TAX) has returned 8.05% so far this year and 17.66% over the past 12 months.
Cambria Tax Aware ETF
- 1D
- 0.01%
- 1M
- -1.62%
- 6M
- 5.77%
- YTD
- 8.05%
- 1Y
- 17.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.66%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
TAX Monthly Returns History
Based on dividend-adjusted daily data since Dec 18, 2024, TAX's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +9.1%, while the worst month was Mar 2025 at -5.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.
On a daily basis, TAX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 3, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.16% | -0.69% | -5.83% | 9.06% | 3.48% | 3.59% | -3.26% | 8.05% | |||||
| 2025 | 2.10% | -2.09% | -5.91% | 0.08% | 7.45% | 5.01% | 2.02% | 2.26% | 2.34% | 2.01% | 1.34% | -0.44% | 16.72% |
| 2024 | -2.49% | -2.49% |
Benchmark Metrics
Cambria Tax Aware ETF has an annualized alpha of -0.09%, beta of 1.00, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since December 18, 2024.
- With beta of 1.00 and R2 of 0.84, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.09%
- Beta
- 1.00
- R²
- 0.84
- Upside Capture
- 95.73%
- Downside Capture
- 96.47%
Expense Ratio
TAX has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TAX ranks 41 for risk / return — above 41% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Cambria Tax Aware ETF (TAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.00 | -0.50 |
| Martin ratioReturn relative to average drawdown | 5.43 | 8.49 | -3.06 |
Dividends
Dividend History
Cambria Tax Aware ETF provided a 0.32% dividend yield over the last twelve months, with an annual payout of $0.10 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.10 | $0.10 | $0.06 |
Dividend yield | 0.32% | 0.34% | 0.23% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Tax Aware 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2024 | $0.06 | $0.06 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Tax Aware 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 Tax Aware ETF was 18.85%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.
The current Cambria Tax Aware ETF drawdown is 3.26%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-18.85%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-10.95%Mar 2026 | 2mo 13d | 18d | 3mo 1dJan 2026 - Apr 2026 | — |
-5.89%Nov 2025 | 7d | 8d | 15dNov 2025 - Nov 2025 | — |
-5.28%May 2026 | 12d | 8d | 20dMay 2026 - May 2026 | — |
-4.81%Jul 2026 | 28d | — | 1mo 2dJul 2026 - now | — |
Drawdown Indicators
| TAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.85% | -56.78% | +37.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -9.10% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.26% | -1.58% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -2.95% | -10.70% | +7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.14% | +0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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