Cambria Tail Risk ETF
Cboe Consolidated Listings:TAIL

  • LAST PRICE
    11.55
  • TODAY'S CHANGE (%)
    -0.12 (-1.07%)
  • Bid / Lots
    11.55/ 2
  • Ask / Lots
    11.56/ 9
  • Open / Previous Close
    11.66 / 11.67
  • Day Range
    11.55
    11.66
  • 52 Week Range
    11.45
    13.99
  • Volume
    18,764
  • Overall Morningstar Rating
    Not Ratedout of funds

Search Criteria

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CompanyCountrySymbol

Charts

Price Comparison Graph. See accessible table below
Data delayed at least 15 minutes.

Daily Premium/Discount

Bar Graph.See accessible table below
ETFs trading at a price higher than its Net Asset Value (NAV) is said to be trading at a premium, while those trading at price lower than its NAV is said to be at a discount. By showing the daily premium/discount percentage, we can see the trend in market sentiments, regarding the value of an ETF over time.

Holdings Diversification

Asset Class
US Bond		90.9%
US Stock		17.0%
Non-US Stock		0.1%
Convertible		0
Non-US Bond		0
Other		0
Sectors
Technology5.5%
Financial Serv.s2.2%
Healthcare2.1%
Consumer Cyclical1.7%
Communication Services1.5%
Industrials1.3%
Consumer Defensive1.0%
Energy0.6%
Utilities0.4%
Real Estate0.4%
Basic Mat.0.3%
Geographic Region
United States		99.4%
Europe		0.2%
Asia/Oceania		0.0%
Africa		0
Latin America		0
Canada		0
As of 2024-09-30

Top 10 Holdings

Company NamePositionAllocation
Allocation
1 Month Change
Market Value
United States Treasury Notes 4.13%
Long
90.9%
0.00%
$74.9M
Option on S&P 500 PR
Long
4.0%
---
$3.3M
Option on S&P 500 PR
Long
2.4%
---
$2.0M
Option on S&P 500 PR
Long
1.9%
---
$1.6M
Option on S&P 500 PR
Long
1.6%
---
$1.3M
Option on S&P 500 PR
Long
1.6%
---
$1.3M
First American Treasury Obligs X
Long
1.5%
0.00%
$1.2M
Option on S&P 500 PR
Long
1.4%
---
$1.2M
Option on S&P 500 PR
Long
1.4%
---
$1.2M
Option on S&P 500 PR
Long
1.3%
---
$1.1M
As of 2024-10-28

Reports

No reports available

Morningstar Ratings

Time HorizonStar Rating
Overall RatingNot Rated
3 Year RatingNot Rated
5 Year RatingNot Rated
10 Year RatingNot Rated
As of 2024-09-30

Past performance is no guarantee of future results. The ratings reflect historical risk-adjusted performance, and the overall rating is derived from a weight average of the fund's 3, 5, and 10 year (Morningstar Rating) metrics.

Style Box is calculated only using the long position holdings of the portfolio.

ETF Profile
Best Fit Index
---
Category
Trading--Inverse Equity
Sponsor
Cambria Investment Management, L.P.
Inception
April 5, 2017
As of 2024-09-30

The investment seeks to provide income and capital appreciation from investments in the U.S. market while protecting against significant downside risk. The fund is actively managed and seeks to achieve its investment objective by investing in cash and U.S. government bonds, and utilizing a put option strategy to manage the risk of a significant negative movement in the value of domestic equities. The adviser intends to spend approximately one percent of the fund's total assets per month to purchase put options.

Holding Details
Total Net Assets$82.5M
Shares Out.7.3M
Net Asset Value (NAV)$11.67
Prem/Discount to NAV0.08%
P/E Ratio27.1
Dividend Yield4.52%
Dividend per Share0.52 USD
Ex-Dividend Date06/21/2024
Dividend Payment Date07/1/2024
Beta---
Morningstar Investment StyleTrading--Inverse Equity
Equity Style
Large Cap Blend
Credit Quality / Duration
---
Fees & Expenses
Actual Management Fee0.59%
Actual Mgmt. Expense Ratio (MER)0.59%