Cambria Global Tail Risk ETF
FAIL CBOE - exBATS
Cambria Global Tail Risk ETF aims to provide a defensive approach to global ex-US equities by actively managing put options with similar exposure and managing the collateral of the fund consisting mostly of cash and government bonds. FAIL’s strategy offers the potential advantage of buying more put...
Price history is not available for this asset yet.
- Fund size
- 18.4M USD under management
- Expense ratio
- 0.61% per year
- Dividend yield
- 0.00% Quarterly
- Volatility · 1Y
- 0.0% Low Risk
- Beta
- -0.07 vs the market
How FAIL has paid off
Price return over every period, and total return with dividends reinvested, set against price alone.
Return by period
Price · toHow bumpy is the ride?
Return only means something next to the risk taken to earn it. Volatility, drawdowns and market sensitivity over 1 year.
Volatility
Annualized · 1YA typical year sees the price swing about ±0% around its trend.
Market sensitivity
BetaA beta of -0.07 means FAIL has moved less than the market.
Inside the fund
Smart Betas · DownsideProtection — tracking the Not Applicable.
- Assets under management18.4MUSD
- Expense ratio0.61%per year
- Holdings52
- Net asset value24.59USD
- Premium / discount−0.16%to NAV
- Risk score4.7Medium
Launched February 2016. Fund data as of Feb 28, 2020.
Where FAIL shows up
Curated themes and indices that hold FAIL. Open one to see it in context, or test the whole theme in a portfolio.
About Cambria Global Tail Risk ETF
Cambria Global Tail Risk ETF aims to provide a defensive approach to global ex-US equities by actively managing put options with similar exposure and managing the collateral of the fund consisting mostly of cash and government bonds. FAIL’s 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 and TIPS, as well as short and intermediate term ex-U.S. sovereign bonds.
- Featured in 1 curated theme
- 52 holdings
- Ticker
- FAIL
- Exchange
- CBOE - exBATS
- ISIN
- US1320618051
- CUSIP
- 132061805
- Currency
- U.S. Dollar (USD)
- Country
- USA
- Sector
- Smart Betas
- Industry
- DownsideProtection
- Benchmark
- Not Applicable
All key statistics
Details
Shareas of Jan 8, 2025
Dataas of Feb 28, 2020
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Data for information only, not investment advice. Past performance does not guarantee future results.