Cambria Tail Risk ETFCboe Consolidated Listings:TAIL
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- LAST PRICE11.79
- TODAY'S CHANGE (%)-0.04 (-0.34%)
- Bid / Lots10.76/ 1
- Ask / Lots12.93/ 1
- Open / Previous Close11.78 / 11.83
- Day Range
- 52 Week Range
- Volume18,654
- Overall Morningstar RatingNot Ratedout of funds
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| Company | Country | Symbol |
|---|
Select an index
- TSX Comp
- TSX Venture
- DJIA
- S&P 500
- NASDAQ
| Time | Volume | TAIL |
|---|---|---|
| 09:32 ET | 382 | 11.78 |
| 09:38 ET | 942 | 11.8142 |
| 10:03 ET | 213 | 11.795 |
| 10:37 ET | 409 | 11.84 |
| 11:13 ET | 952 | 11.8101 |
| 11:51 ET | 100 | 11.82 |
| 12:45 ET | 1190 | 11.82 |
| 12:57 ET | 332 | 11.82 |
| 01:12 ET | 100 | 11.81 |
| 01:30 ET | 100 | 11.8 |
| 01:35 ET | 100 | 11.79 |
| 01:48 ET | 1000 | 11.79 |
| 02:00 ET | 100 | 11.77 |
| 02:22 ET | 730 | 11.795 |
| 02:26 ET | 310 | 11.7901 |
| 02:51 ET | 800 | 11.81 |
| 03:05 ET | 265 | 11.81 |
| 03:09 ET | 900 | 11.8 |
| 03:27 ET | 878 | 11.7901 |
| 03:59 ET | 4914 | 11.79 |
Daily Premium/Discount
| Date | Daily Premium/Discount |
|---|---|
| 01/25/2024 | -0.20% |
| 01/26/2024 Largest Premium | 0.30% |
| 01/29/2024 | 0.26% |
| 01/30/2024 | -0.32% |
| 01/31/2024 | -0.10% |
| 02/01/2024 | -0.13% |
| 02/02/2024 | -0.27% |
| 02/05/2024 | -0.26% |
| 02/06/2024 | -0.24% |
| 02/07/2024 | 0.09% |
| 02/08/2024 | -0.19% |
| 02/09/2024 | -0.19% |
| 02/12/2024 | -0.23% |
| 02/13/2024 | 0.11% |
| 02/14/2024 | -0.05% |
| 02/15/2024 | -0.21% |
| 02/16/2024 Largest Discount | -0.34% |
| 02/20/2024 | -0.06% |
| 02/21/2024 | -0.14% |
| 02/22/2024 | -0.30% |
| 02/23/2024 | -0.33% |
| 02/26/2024 | -0.03% |
| 02/27/2024 | -0.17% |
| 02/28/2024 | -0.06% |
| 02/29/2024 Largest Premium | 0.30% |
| 03/01/2024 | -0.03% |
| 03/04/2024 | -0.05% |
| 03/05/2024 | 0.26% |
| 03/06/2024 | -0.19% |
| 03/08/2024 | -0.19% |
| 03/11/2024 | -0.24% |
| 03/12/2024 | -0.18% |
| 03/13/2024 | 0.00% |
| 03/14/2024 | -0.17% |
| 03/15/2024 | -0.11% |
| 03/18/2024 | -0.22% |
| 03/19/2024 | -0.13% |
| 03/20/2024 | 0.02% |
| 03/21/2024 | -0.10% |
| 03/22/2024 | -0.23% |
| 03/25/2024 | -0.19% |
| 03/26/2024 | -0.10% |
| 03/27/2024 | -0.23% |
| 03/28/2024 | 0.19% |
| 04/01/2024 | 0.26% |
| 04/02/2024 | -0.20% |
| 04/03/2024 | -0.18% |
| 04/04/2024 | 0.19% |
| 04/05/2024 | -0.24% |
| 04/09/2024 | -0.16% |
| 04/10/2024 | -0.22% |
| 04/11/2024 | -0.13% |
| 04/12/2024 | 0.27% |
| 04/15/2024 | 0.18% |
| 04/16/2024 | -0.23% |
| 04/17/2024 | -0.26% |
| 04/18/2024 | 0.07% |
| 04/19/2024 | -0.02% |
| 04/22/2024 | -0.25% |
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.
Asset Class
| US Bond | 93.3% |
|---|---|
| US Stock | 14.9% |
| Non-US Stock | 0.1% |
| Convertible | 0 |
| Non-US Bond | 0 |
| Other | 0 |
Sectors
| Technology | 4.6% |
|---|---|
| Healthcare | 1.9% |
| Financial Serv.s | 1.9% |
| Consumer Cyclical | 1.6% |
| Communication Services | 1.3% |
| Industrials | 1.2% |
| Consumer Defensive | 0.9% |
| Energy | 0.6% |
| Real Estate | 0.4% |
| Utilities | 0.3% |
| Basic Mat. | 0.3% |
Geographic Region
| United States | 99.4% |
|---|---|
| Europe | 0.2% |
| Asia/Oceania | 0.0% |
| Africa | 0 |
| Latin America | 0 |
| Canada | 0 |
| Company Name sortable | Position sortable | Allocation sortable | Allocation sortable1 Month Change | Market Value sortable |
|---|---|---|---|---|
United States Treasury Notes 4.13% | Long | 93.3% | 0.00% | $81.8M |
Option on S&P 500 PR | Long | 3.3% | --- | $2.9M |
Option on S&P 500 PR | Long | 3.1% | --- | $2.7M |
Option on S&P 500 PR | Long | 2.4% | --- | $2.1M |
Option on S&P 500 PR | Long | 1.9% | --- | $1.7M |
Option on S&P 500 PR | Long | 1.8% | --- | $1.6M |
Option on S&P 500 PR | Long | 1.3% | --- | $1.2M |
Option on S&P 500 PR | Long | 0.8% | --- | $669.4K |
First American Treasury Obligs X | Long | 0.7% | 0.00% | $616.4K |
Option on S&P 500 PR | Long | 0.3% | --- | $264.4K |
Reports
No reports available
Morningstar Ratings
| Time Horizon | Star Rating |
|---|---|
| Overall Rating | Not Rated |
| 3 Year Rating | Not Rated |
| 5 Year Rating | Not Rated |
| 10 Year Rating | Not Rated |
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.
Best Fit Index | --- |
|---|---|
Category | Trading--Inverse Equity |
Sponsor | Cambria Investment Management, L.P. |
Inception | April 5, 2017 |
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.
| Total Net Assets | $87.7M |
|---|---|
| Shares Out. | 6.9M |
| Net Asset Value (NAV) | $11.84 |
| Prem/Discount to NAV | -0.12% |
| P/E Ratio | 24.8 |
| Dividend Yield | 3.90% |
| Dividend per Share | 0.46 USD |
| Ex-Dividend Date | 03/21/2024 |
| Dividend Payment Date | 04/1/2024 |
| Beta | --- |
| Morningstar Investment Style | Trading--Inverse Equity |
| Equity Style | Large Cap Growth |
| Credit Quality / Duration | --- |
| Actual Management Fee | 0.59% |
|---|---|
| Actual Mgmt. Expense Ratio (MER) | 0.59% |