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Cambria Tail Risk ETF (TAIL)

Cambria Tail Risk ETF (TAIL)

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Overview

Name Cambria Tail Risk ETF
Fund Family Cambria Funds
Underlying Index VelocityShares Tail Risk Hedged Large Cap Index
Inception Date 04/06/17
First Trade Date 04/06/17
Leverage Long
Asset Class Portfolio-Multi Asset

Description:

The Cambria Tail Risk ETF seeks to mitigate significant downside market risk. The Fund intends to invest in a portfolio of "out of the money" put options purchased on the U.S. stock market. TAIL strategy offers the potential advantage of buying more puts when volatility is low and fewer puts when volatility is high. While a portion of the fund's assets will be invested in the basket of long put option premiums, the majority of fund assets will be invested in intermediate term US Treasuries. As the fund is designed to be a hedge against market declines and rising volatility, Cambria expects the fund to produce negative returns in the most years with rising markets or declining volatility.

Investment Information

Alpha 7.94
60-Month Beta -0.67
Standard Deviation -2.10
Shares Outstanding, K 17,600.00
Managed Assets, $K 331,244.30 K
Net Asset Value 18.82
First Trade Price 25.26
P/E Ratio 27.60
Management Fee 0.59%
Options Yes
Latest Dividend 0.027
Last Dividend Date 06/24/21
Annual Dividend 0.05
Annual Dividend Yield 0.25%
1-Year Return -14.88%
3-Year Return -5.82%
5-Year Return 0.00%
Management Expense Ratio 0.59%

TAIL Dividends

Date Value
06/24/21 $0.0270
03/25/21 $0.0080
12/23/20 $0.0040
09/24/20 $0.0080
06/25/20 $0.0140
03/26/20 $0.0480
12/26/19 $0.0910
09/26/19 $0.0770
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