CAOS
Alpha Architect Tail Risk ETF
NAV as of
4 Week: 83.57 - 84.31
52 Week: 77.09 - 84.31
Latest Closing Price
83.69
Premium / Discount
0.04
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 | 0.56 | 0.14 | 4.07 |
1 Day | -0.14 | 0.00 | 0.00 |
1 Week | -0.58 | 0.68 | -0.85 |
1 Month | -0.51 | 0.80 | -0.64 |
3 Months | 0.87 | 1.05 | 0.83 |
6 Months | 1.71 | 1.83 | 0.94 |
1 Year | 7.04 | 3.75 | 1.88 |
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
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 2.9642 | 3.4299 | 0.9521 | 4.7460 | -6.3582 | 3.1969 | 22.4225 | 2.8276 | -14.1386 | 13.2966 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 96.0000 | 6.0000 | 99.0000 | 100.0000 | 59.0000 | 100.0000 | 11.0000 | 100.0000 | 25.0000 | 79.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 13
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 356,917,968
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Option on S&P 500 PR | 67.5774 | 205 | 205 | 123,657,180 |
2 | Alpha Architect 1-3 Month Box ETF | 64.9918 | 1,115,000 | 0 | 118,925,900 |
3 | Option on S&P 500 PR | 53.8565 | 439 | 439 | 98,549,876 |
4 | Option on S&P 500 PR | 4.3431 | 439 | 439 | 7,947,324 |
5 | Put On S&P 500 Apr24 | 1.7335 | 181 | 181 | 3,172,027 |
6 | Option On Spdr® S&P 500 Etf Trust Jun24 | 0.6711 | 12 | 12 | 1,227,992 |
7 | Option On Spdr® S&P 500 Etf Trust Jun24 | 0.6251 | 12 | 12 | 1,143,944 |
8 | Option on S&P 500 PR | 0.3851 | 2,112 | 2,112 | 704,712 |
9 | Option on S&P 500 PR | 0.2267 | 2,520 | 2,520 | 414,781 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 123.24 |
Large | 89.15 |
Medium | 46.04 |
Small | 0.88 |
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*
21.7473
Price/Book*
4.1110
Price/Sales*
2.6620
Price/Cash Flow*
14.9941
Dividend Yield*
1.4403
Growth Measures
Long-Term Earnings
11.8670
Historical Earnings
6.8102
Sales Growth
8.7784
Cash-Flow Growth
8.7817
Book-Value Growth
6.6201
*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.