- CUSIP
- 132061789
- Issuer
- Cambria
- Inception Date
- Jan 4, 2024
- Region
- Global (Global)
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Highlights
- Avg. Volume (1M)
- 5K
- Avg. Volume Value (1M)
- $129.20K
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
TYLD Performance Chart
Cambria Tactical Yield ETF (TYLD) is up 2.0% since the beginning of the year. TYLD is currently trading at $25 per share.
Loading charts...
Compare this symbol against anything
Returns By Period
Cambria Tactical Yield ETF (TYLD) has returned 1.96% so far this year and 3.76% over the past 12 months.
Cambria Tactical Yield ETF
- 1D
- 0.06%
- 1M
- 0.26%
- 6M
- 1.62%
- YTD
- 1.96%
- 1Y
- 3.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.32%
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%
TYLD Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2024, TYLD's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.
Historically, 97% of months were positive and 3% were negative. The best month was Aug 2024 with a return of +0.8%, while the worst month was Mar 2025 at -0.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 1 months.
On a daily basis, TYLD closed higher 55% of trading days. The best single day was Feb 22, 2024 with a return of +1.1%, while the worst single day was Feb 23, 2024 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.34% | 0.12% | 0.34% | 0.20% | 0.46% | 0.30% | 0.20% | 1.96% | |||||
| 2025 | 0.32% | 0.41% | -0.01% | 0.42% | 0.35% | 0.39% | 0.28% | 0.34% | 0.39% | 0.45% | 0.28% | 0.37% | 4.05% |
| 2024 | 0.34% | 0.20% | 0.47% | 0.40% | 0.71% | 0.14% | 0.38% | 0.79% | 0.35% | 0.30% | 0.40% | 0.51% | 5.09% |
Benchmark Metrics
Cambria Tactical Yield ETF has an annualized alpha of 4.24%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 04, 2024.
- This ETF captured 8.90% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -16.58%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.24%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 8.90%
- Downside Capture
- -16.58%
Expense Ratio
TYLD has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TYLD ranks 99 for risk / return — above 99% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Cambria Tactical Yield ETF (TYLD) 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.
| TYLD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.87 | ||
| Sortino ratioReturn per unit of downside risk | +8.09 | ||
| Omega ratioGain probability vs. loss probability | 2.58 | 1.25 | +1.33 |
| Calmar ratioReturn relative to maximum drawdown | 21.67 | 2.00 | +19.66 |
| Martin ratioReturn relative to average drawdown | 114.54 | 8.49 | +106.05 |
Dividends
Dividend History
Cambria Tactical Yield ETF provided a 3.72% dividend yield over the last twelve months, with an annual payout of $0.94 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.94 | $1.10 | $1.07 |
Dividend yield | 3.72% | 4.38% | 4.24% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.11 | $0.00 | $0.33 | |||||
| 2025 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.41 | $1.10 |
| 2024 | $0.14 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.22 | $1.07 |
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.
Loading charts...
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.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-1.06%Feb 2024 | 3d | 2mo 6d | 2mo 9dFeb 2024 - May 2024 | — |
-0.81%Jun 2024 | 6d | 1mo 9d | 1mo 15dJun 2024 - Jul 2024 | — |
-0.52%Apr 2025 | 2d | 1mo 18d | 1mo 20dApr 2025 - May 2025 | 2025 selloff2025 |
-0.37%Jun 2024 | 1d | 6d | 6dJun 2024 - Jun 2024 | — |
-0.24%May 2024 | 1d | 10d | 10dMay 2024 - May 2024 | — |
Drawdown Indicators
| TYLD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.06% | -56.78% | +55.72% |
Max Drawdown (1Y)Largest decline over 1 year | -0.18% | -9.10% | +8.92% |
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 | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -10.70% | +10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 2.14% | -2.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with TYLD
Add Cambria Tactical Yield ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with TYLD