ALPHA ARCHITECT TAIL RISK ETF
Symbol: CAOS
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 14/08/2013
Latest date: 17/07/2026
Current price: $90.64
Expense ratio: 0.63%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.32%
Ann. 2.94% (Sharpe / Sortino numerator)
Volatility
2.53%
Sharpe ratio
-0.272
VaR 95%
-0.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.10%
Ann. 4.77% (Sharpe / Sortino numerator)
Volatility
1.92%
Sharpe ratio
0.594
VaR 95%
-0.17%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.20%
Ann. 2.77% (Sharpe / Sortino numerator)
Volatility
1.87%
Sharpe ratio
-0.463
VaR 95%
-0.18%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.07%
Ann. 3.23% (Sharpe / Sortino numerator)
Volatility
4.70%
Sharpe ratio
-0.085
VaR 95%
-0.20%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.20%
Ann. 3.83% (Sharpe / Sortino numerator)
Volatility
3.98%
Sharpe ratio
0.051
VaR 95%
-0.18%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.37%
Ann. 5.49% (Sharpe / Sortino numerator)
Volatility
3.93%
Sharpe ratio
0.473
VaR 95%
-0.24%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.008%
Best day
0.368%
Worst day
-0.298%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $90.54 | $90.91 | $90.40 | $90.64 | 40,200 |
| 16/07/2026 | $90.43 | $90.53 | $90.38 | $90.50 | 70,700 |
| 15/07/2026 | $90.47 | $90.60 | $90.42 | $90.53 | 58,800 |
| 14/07/2026 | $90.39 | $90.54 | $90.37 | $90.48 | 27,700 |
| 13/07/2026 | $90.46 | $90.50 | $90.36 | $90.43 | 59,100 |
| 10/07/2026 | $90.36 | $90.59 | $90.36 | $90.41 | 27,600 |
| 09/07/2026 | $90.47 | $90.51 | $90.34 | $90.39 | 61,300 |
| 08/07/2026 | $90.39 | $90.65 | $90.24 | $90.47 | 64,000 |
| 07/07/2026 | $90.25 | $90.55 | $90.25 | $90.55 | 34,700 |
| 06/07/2026 | $90.30 | $90.55 | $90.30 | $90.34 | 33,800 |