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Cambria Global Tail Risk ETF
FTSE WBIG USD
NAV as of
4 Week: 19.33 - 20.32
52 Week: 19.29 - 23.85
Latest Closing Price
20.03
Premium / Discount
-0.23
Expense Ratio
0.71%
Investment Objective
The investment seeks to provide income and capital appreciation. Under normal market conditions, the fund’s bond portfolio invests at least 40% of its total assets in investment grade, intermediate U.S. treasuries and TIPS and at least 40% of its total assets in ex-U.S. sovereign bonds, including investment grade and non-investment grade bonds issued by developed and emerging market governments with short and intermediate durations. The investment adviser intends to spend approximately one percent of the fund’s total assets per month to purchase put options.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -0.49 | 0.74 | -0.66 |
| 1 Day | -0.57 | 0.00 | 0.00 |
| 1 Week | -1.29 | 2.21 | -0.59 |
| 1 Month | 2.41 | 3.80 | 0.63 |
| 3 Months | 1.77 | 6.21 | 0.28 |
| 6 Months | -9.78 | 10.90 | -0.90 |
| 1 Year | -6.89 | 22.03 | -0.31 |
| 2 Years | 0.00 | 37.91 | 0.00 |
| 3 Years | -10.78 | 42.63 | -0.25 |
| 5 Years | -29.97 | 48.49 | -0.62 |
| 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 | 0.0000 | 0.0000 | 0.0000 | 13.7551 | -6.9035 | 7.8056 | 5.2743 | -19.1360 | -5.0609 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 10.0000 | 78.0000 | 81.0000 | 13.0000 | 0.0000 | 0.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 24/06/2020 | 05/07/2020 | 0.0813 |
| 25/03/2020 | 05/04/2020 | 0.0199 |
| 25/12/2019 | 05/01/2020 | 0.4559 |
| 25/09/2019 | 06/10/2019 | 0.2913 |
| 26/06/2019 | 07/07/2019 | 0.1918 |
| 27/03/2019 | 07/04/2019 | 0.2400 |
| 25/09/2018 | 04/10/2018 | 0.1894 |
| 26/06/2018 | 05/07/2018 | 0.2544 |
| 27/03/2018 | 05/04/2018 | 0.1800 |
| 26/12/2017 | 04/01/2018 | 0.2209 |
Portfolio Data
Total Number of Holdings: 15
Number of Bond Holdings: 1
Number of Equity Holdings: 0
Total Market Value: 4,024,717
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | iShares 7-10 Year Treasury Bond ETF | 20.9349 | 8,435 | 0 | 842,572 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 4.84 |
| Large | 4.39 |
| Medium | 1.29 |
| Small | 0.01 |
| 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*
13.1396
Price/Book*
1.5645
Price/Sales*
1.2915
Price/Cash Flow*
7.3443
Dividend Yield*
3.0476
Growth Measures
Long-Term Earnings
10.6710
Historical Earnings
16.2810
Sales Growth
2.5154
Cash-Flow Growth
14.2222
Book-Value Growth
5.3343
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
1
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 6.73 |
| Average Effective Maturity (Years)* | 7.89 |
| Average Credit Quality | 8.00 |
| Average Weighted Coupon* | 2.59 |
| Average Weighted Price* | 91.87 |
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 |
|---|---|
| AAA | 60.50 |
| AA | 7.10 |
| A | 12.41 |
| BBB | 13.26 |
| BB | 4.29 |
| B | 0.48 |
| Below B | 0.35 |
| Not Rated | 1.62 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 12.97 |
| 3 to 5 Years | 16.16 |
| 5 to 7 Years | 7.51 |
| 7 to 10 Years | 30.13 |
| 10 to 15 Years | 3.37 |
| 15 to 20 Years | 3.03 |
| 20 to 30 Years | 4.41 |
| Over 30 Years | 0.49 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.03 |
| 183 to 364 Days | 1.06 |
Data Source: Morningstar
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