TAIL Cambria Tail Risk ETF
Bloomberg Short Treasury TR USD

NAV as of 24-May-2022

17.5500

4 Week: 16.40 - 17.67

52 Week: 16.06 - 19.28

Latest Closing Price

17.44

Premium / Discount

0.3

Expense Ratio

0.59%

Investment Objective

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.

Main Fund Characteristics

Fund Manager:
CAMBRIA ETF TRUST
Asset Under Management:
455,913,980
Launch Date:
04/04/2017
Asset Class:
Miscellaneous
Replication Method:
Not Applicable
Number of Holdings:
9
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / Equity
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-3.861.30-2.97
1 Day-1.550.000.00
1 Week-2.223.43-0.65
1 Month0.678.520.08
3 Months-2.3911.75-0.20
6 Months-6.4313.67-0.47
1 Year-8.3314.98-0.56
2 Years-23.0017.05-1.35
3 Years-16.2025.77-0.63
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00002.3305-13.99046.9839-12.8153
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.000070.00001.00001.00000.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
23/03/202203/04/20220.0321
21/12/202102/01/20220.0242
22/09/202103/10/20210.0293
23/06/202105/07/20210.0268
24/03/202104/04/20210.0078
22/12/202003/01/20210.0043
24/06/202005/07/20200.0141
25/03/202005/04/20200.0477
25/12/201905/01/20200.0908
25/09/201906/10/20190.0771

Portfolio Data

Total Number of Holdings: 9

Number of Bond Holdings: 2

Number of Equity Holdings: 0

Total Market Value: 455,913,980

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Notes 0.63%86.1367313,968,0006,752,000293,044,859
2United States Treasury Notes 0.13%5.520017,029,662368,89018,779,630
3Option on S&P 500 PR3.523441141111,986,815
4Option on S&P 500 PR1.47182702705,007,150
5Option on S&P 500 PR0.875398982,977,730
6Option on S&P 500 PR0.58611571571,993,900
7Option on S&P 500 PR0.566581811,927,395
8Option on S&P 500 PR0.343968681,169,940

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant3.83
Large2.55
Medium1.13
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

20.1449

Price/Book*

3.8598

Price/Sales*

2.7285

Price/Cash Flow*

14.2337

Dividend Yield*

1.4853

Growth Measures

Long-Term Earnings

13.9856

Historical Earnings

2.6737

Sales Growth

2.8523

Cash-Flow Growth

6.3165

Book-Value Growth

4.8044

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

2

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0.59
Average Weighted Price*85.15

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years81.15
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

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