TAIL: Cambria Tail Risk ETF - MutualFunds.com
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Trending ETFs

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$18.97

-

-

0.59%

Vitals

YTD Return

-8.4%

1 yr return

-13.0%

3 Yr Avg Return

-2.1%

5 Yr Avg Return

N/A

Net Assets

$339 M

Holdings in Top 10

98.0%

52 WEEK LOW AND HIGH

$19.02
$18.60
$21.83

Expenses

OPERATING FEES

Expense Ratio 0.59%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 19.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund

Investment Style

Trading--Inverse Equity


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$18.97

-

-

0.59%

TAIL - Profile

Distributions

  • YTD Total Return -7.8%
  • 3 Yr Annualized Total Return -2.1%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.18%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    Cambria Tail Risk ETF
  • Fund Family Name
    CAMBRIA ETF TRUST
  • Inception Date
    Apr 05, 2017
  • Shares Outstanding
    18150002
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Mebane Faber

Fund Description

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.


TAIL - Performance

Return Ranking - Trailing

Period TAIL Return Category Return Low Category Return High Rank in Category (%)
YTD -8.4% -71.9% 730.7% 35.21%
1 Yr -13.0% -99.0% 19.0% 9.15%
3 Yr -2.1%* -82.0% 1.0% 2.17%
5 Yr N/A* -77.1% 0.4% N/A
10 Yr N/A* -69.0% -7.0% N/A

* Annualized

Return Ranking - Calendar

Period TAIL Return Category Return Low Category Return High Rank in Category (%)
2020 6.6% -91.6% 724.7% 22.54%
2019 -15.6% -80.5% 216.6% 11.59%
2018 1.2% -22.1% 1024.3% 75.76%
2017 N/A -75.7% 177.4% N/A
2016 N/A -84.5% 192.8% N/A

Total Return Ranking - Trailing

Period TAIL Return Category Return Low Category Return High Rank in Category (%)
YTD -7.8% -69.6% 738.3% 35.21%
1 Yr -13.0% -99.0% 19.0% 9.15%
3 Yr -2.1%* -82.0% 1.0% 2.17%
5 Yr N/A* -77.1% 0.4% N/A
10 Yr N/A* -69.0% -7.0% N/A

* Annualized

Total Return Ranking - Calendar

Period TAIL Return Category Return Low Category Return High Rank in Category (%)
2020 6.6% -96.0% 724.7% 18.31%
2019 -15.6% -84.0% 186.0% 5.80%
2018 1.2% -22.1% 48.3% 72.73%
2017 N/A -75.7% 5.7% N/A
2016 N/A -97.6% 146.1% N/A

TAIL - Holdings

Concentration Analysis

TAIL Category Low Category High TAIL % Rank
Net Assets 339 M 233 K 1.56 B 6.12%
Number of Holdings 11 4 743 46.90%
Net Assets in Top 10 332 M -4.06 B 408 M 2.07%
Weighting of Top 10 97.95% 1.0% 100.0% 31.65%

Top 10 Holdings

  1. United States Treasury Notes 0.63% 87.35%
  2. United States Treasury Notes 0.13% 5.85%
  3. Option on S&P 500 PR 1.90%
  4. Option on S&P 500 PR 1.90%
  5. Option on S&P 500 PR 1.90%
  6. Option on S&P 500 PR 1.90%
  7. Option on S&P 500 PR 1.90%
  8. Option on S&P 500 PR 1.90%
  9. Option on S&P 500 PR 1.90%
  10. Option on S&P 500 PR 1.90%

Asset Allocation

Weighting Return Low Return High TAIL % Rank
Bonds
93.20% 0.00% 93.20% 0.69%
Stocks
4.75% -300.04% 200.01% 8.97%
Cash
2.05% -100.01% 400.04% 95.17%
Preferred Stocks
0.00% 0.00% 0.00% 8.28%
Other
0.00% -203.68% 59.45% 35.17%
Convertible Bonds
0.00% 0.00% 13.37% 26.90%

Stock Sector Breakdown

Weighting Return Low Return High TAIL % Rank
Technology
24.63% 0.00% 50.09% 14.29%
Financial Services
13.87% 0.00% 100.00% 57.14%
Healthcare
13.51% 0.00% 31.90% 57.14%
Consumer Cyclical
11.74% 0.00% 30.00% 64.29%
Communication Services
11.24% 0.00% 50.00% 50.00%
Industrials
8.73% 0.00% 24.84% 42.86%
Consumer Defense
6.34% 0.00% 7.10% 28.57%
Real Estate
2.63% 0.00% 8.01% 28.57%
Energy
2.55% 0.00% 100.00% 21.43%
Utilities
2.48% 0.00% 3.13% 28.57%
Basic Materials
2.27% 0.00% 5.02% 35.71%

Stock Geographic Breakdown

Weighting Return Low Return High TAIL % Rank
US
4.70% -298.60% 181.91% 7.59%
Non US
0.05% -12.99% 20.00% 5.52%

Bond Sector Breakdown

Weighting Return Low Return High TAIL % Rank
Government
97.85% 0.00% 97.85% 0.72%
Cash & Equivalents
2.15% 2.15% 100.00% 100.00%
Derivative
0.00% 0.00% 11.62% 20.14%
Securitized
0.00% 0.00% 13.10% 23.02%
Corporate
0.00% 0.00% 13.83% 28.06%
Municipal
0.00% 0.00% 0.30% 20.14%

Bond Geographic Breakdown

Weighting Return Low Return High TAIL % Rank
US
93.20% -19.21% 93.20% 0.69%
Non US
0.00% 0.00% 38.42% 22.07%

TAIL - Expenses

Operational Fees

TAIL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.59% 0.50% 6.16% 99.32%
Management Fee 0.59% 0.35% 1.50% 1.36%
12b-1 Fee 0.00% 0.00% 1.00% 6.98%
Administrative Fee N/A 0.03% 0.45% N/A

Sales Fees

TAIL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.75% 5.75% N/A
Deferred Load N/A 1.00% 1.00% N/A

Trading Fees

TAIL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

TAIL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 19.00% 0.00% 247.00% 61.63%

TAIL - Distributions

Dividend Yield Analysis

TAIL Category Low Category High TAIL % Rank
Dividend Yield 0.00% 0.00% 0.65% 1.36%

Dividend Distribution Analysis

TAIL Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annually Quarterly Annually

Net Income Ratio Analysis

TAIL Category Low Category High TAIL % Rank
Net Income Ratio 0.18% -7.24% 3.71% 15.22%

Capital Gain Distribution Analysis

TAIL Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

TAIL - Fund Manager Analysis

Managers

Mebane Faber


Start Date

Tenure

Tenure Rank

Apr 05, 2017

4.41

4.4%

Mr. Faber is a co-founder and the Chief Investment Officer of Cambria Investment Management. Faber is a manager of Cambria's ETFs, separate accounts and private investment funds for accredited investors. Mr. Faber has authored numerous white papers and three books: Shareholder Yield, The Ivy Portfolio, and Global Value. He is a frequent speaker and writer on investment strategies and has been featured in Barron's, The New York Times, and The New Yorker. Mr. Faber graduated from the University of Virginia with a double major in Engineering Science and Biology.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 34.36 7.69 7.92