TAIL

Cambria Tail Risk ETF

Bloomberg Short Treasury TR USD

NAV as of 22-Sep-2023

13.0300

4 Week: 12.94 - 13.23

52 Week: 12.94 - 16.85

Latest Closing Price

12.94

Premium / Discount

-0.08

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:
166,485,101
Launch Date:
04/04/2017
Asset Class:
Miscellaneous
Replication Method:
Not Applicable
Number of Holdings:
8
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / Equity
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-14.510.84-17.35
1 Day1.090.000.00
1 Week0.621.730.36
1 Month-1.062.05-0.52
3 Months-5.354.35-1.23
6 Months-13.497.69-1.75
1 Year-20.8214.16-1.47
2 Years-29.2622.82-1.28
3 Years-40.0824.18-1.66
5 Years-34.4735.25-0.98
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00002.3305-13.99046.9839-12.8153-13.1463
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.000070.00001.00001.00000.00000.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
20/09/202301/10/20230.1168
21/06/202302/07/20230.1213
22/03/202302/04/20230.1201
21/12/202202/01/20230.0720
21/09/202202/10/20220.0739
22/06/202204/07/20220.0507
23/03/202203/04/20220.0321
21/12/202102/01/20220.0242
22/09/202103/10/20210.0293
23/06/202105/07/20210.0268

Portfolio Data

Total Number of Holdings: 8

Number of Bond Holdings: 1

Number of Equity Holdings: 0

Total Market Value: 166,485,101

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Notes 4.13%84.5908168,198,0000174,426,582
2United States Treasury Notes 0.13%6.443314,628,0701,49113,286,021
3Option on S&P 500 PR1.78062472473,671,655
4Option on S&P 500 PR1.20102772772,476,380
5Option on S&P 500 PR0.83422772771,720,170
6Option on S&P 500 PR0.56541161161,165,800

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant2.54
Large1.85
Medium0.91
Small0.02
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

18.0153

Price/Book*

3.2369

Price/Sales*

2.0136

Price/Cash Flow*

10.8985

Dividend Yield*

1.9589

Growth Measures

Long-Term Earnings

11.7015

Historical Earnings

15.9438

Sales Growth

11.3993

Cash-Flow Growth

8.0558

Book-Value Growth

4.5747

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*4.12
Average Weighted Price*99.95

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 Years88.86
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

© 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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