Cambria Tactical Yield ETF (TYLD)
The Cambria Tactical Yield ETF (TYLD) invests in global fixed-income securities and REITs, basing its strategy on yield spreads relative to U.S. Treasury Bills. It shifts its allocation toward U.S. Treasury Bills when yield spreads are narrow and invests in other fixed-income sectors when spreads are historically wide.
ETF Info
CUSIP | 132061789 |
---|---|
Issuer | Cambria |
Inception Date | Jan 4, 2024 |
Category | Actively Managed |
Index Tracked | No Index (Active) |
Distribution Policy | Distributing |
Home Page | cambriafunds.com |
Asset Class | Multi-Asset |
Expense Ratio
TYLD features an expense ratio of 0.59%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: TYLD vs. QYLD, TYLD vs. SGOV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Tactical Yield 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
Period | Return | Benchmark |
---|---|---|
Year-To-Date | N/A | 13.78% |
1 month | 0.40% | -0.38% |
6 months | 2.50% | 11.47% |
1 year | N/A | 18.82% |
5 years (annualized) | N/A | 12.44% |
10 years (annualized) | N/A | 10.64% |
Monthly Returns
The table below presents the monthly returns of TYLD, 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 | 0.40% | 0.20% | 0.47% | 0.40% | 0.71% | 0.14% | 2.73% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Tactical Yield ETF (TYLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Tactical Yield ETF granted a 1.51% dividend yield in the last twelve months. The annual payout for that period amounted to $0.38 per share.
Period | TTM |
---|---|
Dividend | $0.38 |
Dividend yield | 1.51% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Tactical Yield 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 | $0.14 | $0.00 | $0.00 | $0.24 | $0.00 | $0.38 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Tactical Yield 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 Tactical Yield ETF was 1.06%, occurring on Feb 26, 2024. Recovery took 47 trading sessions.
The current Cambria Tactical Yield ETF drawdown is 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-1.06% | Feb 23, 2024 | 2 | Feb 26, 2024 | 47 | May 2, 2024 | 49 |
-0.81% | Jun 14, 2024 | 4 | Jun 20, 2024 | — | — | — |
-0.37% | Jun 7, 2024 | 1 | Jun 7, 2024 | 4 | Jun 13, 2024 | 5 |
-0.24% | May 3, 2024 | 1 | May 3, 2024 | 6 | May 13, 2024 | 7 |
-0.18% | May 14, 2024 | 1 | May 14, 2024 | 2 | May 16, 2024 | 3 |
Volatility
Volatility Chart
The current Cambria Tactical Yield ETF volatility is 0.47%, 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.