CAOS
Alpha Architect Tail Risk ETF
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 0.00 | 0.00 | 0.00 |
| 1 Day | -0.13 | 0.00 | 0.00 |
| 1 Week | -0.08 | 0.17 | -0.47 |
| 1 Month | 0.85 | 0.51 | 1.66 |
| 3 Months | 1.53 | 1.15 | 1.32 |
| 6 Months | 763.74 | 206.12 | 3.71 |
| 1 Year | 0.00 | 0.00 | 0.00 |
| 2 Years | 0.00 | 0.00 | 0.00 |
| 3 Years | 0.00 | 0.00 | 0.00 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 2.6256 | 1.4754 | -0.5769 | 4.5430 | -6.3582 | 3.1969 | 19.9587 | -2.0987 | -14.1386 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 97.0000 | 19.0000 | 99.0000 | 100.0000 | 59.0000 | 100.0000 | 26.0000 | 100.0000 | 25.0000 |
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 | ||
|---|---|---|---|---|---|
| 1 | Option on S&P 500 PR | 72.9584 | 220 | 220 | 121,540,202 |
| 2 | Alpha Architect 1-3 Month Box ETF | 63.9869 | 1,030,000 | 0 | 106,594,700 |
| 3 | Meli 10/27/2023 1331.17 C | 28.3798 | 3,000 | 0 | 47,277,420 |
| 4 | Meli 10/27/2023 1341.17 P | 22.7964 | 3,000 | 0 | 37,976,130 |
| 5 | Option on S&P 500 PR | 22.5373 | 343 | 343 | 37,544,585 |
| 6 | Option on S&P 500 PR | 19.4452 | 343 | 343 | 32,393,464 |
| 7 | Option on S&P 500 PR | 1.1469 | 18 | 18 | 1,910,619 |
| 8 | Option on S&P 500 PR | 1.0547 | 18 | 18 | 1,756,984 |
| 9 | CBOE S&P PUT OPT 09/23 4350 | 0.4735 | 402 | 402 | 788,735 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 94.00 |
| Large | 69.57 |
| Medium | 33.90 |
| Small | 0.58 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
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
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(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.
