CAOS

Alpha Architect Tail Risk ETF

S&P 500 TR USD

NAV as of 19-Sep-2023

81.9080

4 Week: 81.29 - 81.92

52 Week: 9.29 - 81.92

Latest Closing Price

81.77

Premium / Discount

0

Expense Ratio

0.63%

Investment Objective

The investment seeks to maximize total return through a combination of capital appreciation and current income. The fund is an actively managed exchange-traded fund (“ETF”). The fund will invest, under normal circumstances, in a portfolio of options contracts on securities that are linked to the performance of an index whose value is based on companies with market capitalizations that qualify them as “large cap” companies.

Main Fund Characteristics

Fund Manager:
IP Unsure (Only US OE Use)
Asset Under Management:
388,936,414
Launch Date:
13/08/2013
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
16
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD0.000.000.00
1 Day-0.130.000.00
1 Week-0.080.17-0.47
1 Month0.850.511.66
3 Months1.531.151.32
6 Months763.74206.123.71
1 Year0.000.000.00
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00002.62561.4754-0.57694.5430-6.35823.196919.9587-2.0987-14.1386
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.000097.000019.000099.0000100.000059.0000100.000026.0000100.000025.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 16

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 388,936,414

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Option on S&P 500 PR72.9584220220121,540,202
2Alpha Architect 1-3 Month Box ETF63.98691,030,0000106,594,700
3Meli 10/27/2023 1331.17 C28.37983,000047,277,420
4Meli 10/27/2023 1341.17 P22.79643,000037,976,130
5Option on S&P 500 PR22.537334334337,544,585
6Option on S&P 500 PR19.445234334332,393,464
7Option on S&P 500 PR1.146918181,910,619
8Option on S&P 500 PR1.054718181,756,984
9CBOE S&P PUT OPT 09/23 43500.4735402402788,735

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant94.00
Large69.57
Medium33.90
Small0.58
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

20.0290

Price/Book*

3.6626

Price/Sales*

2.2752

Price/Cash Flow*

13.4840

Dividend Yield*

1.6798

Growth Measures

Long-Term Earnings

11.7946

Historical Earnings

15.0288

Sales Growth

11.3994

Cash-Flow Growth

7.9896

Book-Value Growth

4.6383

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.

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