Cambria Tail Risk Etf Performance
| TAIL Etf | USD 11.63 0.02 0.17% |
The etf shows a Beta (market volatility) of -0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cambria Tail are expected to decrease at a much lower rate. During the bear market, Cambria Tail is likely to outperform the market.
Risk-Adjusted Performance
OK
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Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Tail Risk are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent forward indicators, Cambria Tail is not utilizing all of its potentials. The recent stock price mess, may contribute to short-term losses for the institutional investors. ...more
1 | Black Swan Hedge Fund Posts 4,000 percent Profits During COVID-19 Market Crash Heres How | 03/17/2025 |
| In Threey Sharp Ratio | -1.76 |
Cambria |
Cambria Tail Relative Risk vs. Return Landscape
If you would invest 1,111 in Cambria Tail Risk on December 22, 2024 and sell it today you would earn a total of 52.00 from holding Cambria Tail Risk or generate 4.68% return on investment over 90 days. Cambria Tail Risk is currently generating 0.0804% in daily expected returns and assumes 0.9202% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than Cambria, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Cambria Tail Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Tail's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria Tail Risk, and traders can use it to determine the average amount a Cambria Tail's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0874
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| Cash | TAIL | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Cambria Tail is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Cambria Tail by adding it to a well-diversified portfolio.
Cambria Tail Fundamentals Growth
Cambria Etf prices reflect investors' perceptions of the future prospects and financial health of Cambria Tail, and Cambria Tail fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Cambria Etf performance.
| Total Asset | 370.96 M | |||
About Cambria Tail Performance
By examining Cambria Tail's fundamental ratios, stakeholders can obtain critical insights into Cambria Tail's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Cambria Tail is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
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.| Latest headline from benzinga.com: Black Swan Hedge Fund Posts 4,000 percent Profits During COVID-19 Market Crash Heres How | |
| Cambria Tail Risk created five year return of -12.0% | |
| This fund maintains most of the assets in different exotic instruments. |
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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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.