Cambria Tail Risk Etf Profile
| TAIL Etf | USD 12.20 0.09 0.73% |
Performance5 of 100
| Odds Of DistressLess than 9
|
Cambria Tail is selling for 12.20 as of the 13th of September 2024. This is a 0.73 percent decrease since the beginning of the trading day. The etf's lowest day price was 12.16. Cambria Tail has less than a 9 % chance of experiencing financial distress in the next few years but had a somewhat modest performance during the last 90 days. Equity ratings for Cambria Tail Risk are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 19th of September 2023 and ending today, the 13th of September 2024. Click here to learn more.
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. Cambria Tail is traded on BATS Exchange in the United States.. More on Cambria Tail Risk
Moving together with Cambria Etf
| 0.61 | SH | ProShares Short SP500 | PairCorr |
| 0.84 | PSQ | ProShares Short QQQ | PairCorr |
| 0.79 | QID | ProShares UltraShort QQQ | PairCorr |
Moving against Cambria Etf
Cambria Etf Highlights
| Thematic Ideas | (View all Themes) |
| Business Concentration | Target Outcome ETFs, Corona Opportunity, Asset Allocation ETFs, Trading--Inverse Equity, CAMBRIA ETF TRUST (View all Sectors) |
| Issuer | Cambria |
| Inception Date | 2017-04-05 |
| Benchmark | Not Applicable |
| Entity Type | Regulated Investment Company |
| Asset Under Management | 84.59 Million |
| Average Trading Valume | 64,649.9 |
| Asset Type | Multi Asset |
| Category | Asset Allocation |
| Focus | Target Outcome |
| Market Concentration | Developed Markets |
| Region | North America |
| Administrator | ALPS Fund Services, Inc. |
| Advisor | Cambria Investment Management, L.P. |
| Custodian | Brown Brothers Harriman & Co. |
| Distributor | SEI Investments Distribution Co. |
| Portfolio Manager | Mebane T. Faber, Eric W. Richardson |
| Transfer Agent | Brown Brothers Harriman & Co. |
| Fiscal Year End | 31-Aug |
| Exchange | Cboe BZX Exchange, Inc. |
| Number of Constituents | 11.0 |
| Market Maker | Jane Street |
| Total Expense | 0.59 |
| Management Fee | 0.59 |
| Country Name | USA |
| Returns Y T D | (1.74) |
| Name | Cambria Tail Risk ETF |
| Currency Code | USD |
| Open Figi | BBG00GD9FFB8 |
| In Threey Volatility | 9.11 |
| 1y Volatility | 5.98 |
| 200 Day M A | 12.1525 |
| 50 Day M A | 12.0101 |
| Code | TAIL |
| Updated At | 12th of September 2024 |
| Currency Name | US Dollar |
Cambria Tail Risk [TAIL] is traded in USA and was established 2017-04-05. The fund is listed under Trading--Inverse Equity category and is part of CAMBRIA ETF TRUST family. The entity is thematically classified as Target Outcome ETFs. Cambria Tail Risk at this time have 370.96 M in assets. , while the total return for the last 3 years was -11.0%.
Check Cambria Tail Probability Of Bankruptcy
Sector Allocation
Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Cambria Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Cambria Etf, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Cambria Tail Risk Etf, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.
Cambria Tail Top Holders
| TFALX | Tfa Tactical Income | Mutual Fund | Multistrategy | |
| TFAZX | Tfa Tactical Income | Mutual Fund | Nontraditional Bond | |
| TFAFX | Tactical Growth Allocation | Mutual Fund | Allocation--85%+ Equity | |
| TFAEX | Tactical Growth Allocation | Mutual Fund | Multistrategy | |
| GMOM | Cambria Global Momentum | Etf | Tactical Allocation |
Cambria Tail Risk Risk Profiles
The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Cambria Tail. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures.
| Risk Adjusted Performance | 0.0747 | |||
| Jensen Alpha | 0.1616 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0118 |
Cambria Tail Against Markets
Additional Information and Resources on Investing in Cambria Etf
When determining whether Cambria Tail Risk is a strong investment it is important to analyze Cambria Tail's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cambria Tail's future performance. For an informed investment choice regarding Cambria Etf, refer to the following important reports:Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Cambria Tail Risk. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
The market value of Cambria Tail Risk is measured differently than its book value, which is the value of Cambria that is recorded on the company's balance sheet. Investors also form their own opinion of Cambria Tail's value that differs from its market value or its book value, called intrinsic value, which is Cambria Tail's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cambria Tail's market value can be influenced by many factors that don't directly affect Cambria Tail's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cambria Tail's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Tail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Tail's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.