ALPHA ARCHITECT TAIL RISK ETF
Symbol: CAOS
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 14/08/2013
Latest date: 15/10/2026
Current price: $91.24
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
0.77%
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
0.78%
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
0.76%
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
1.38%
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
4.93%
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
11.07%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.006%
Best day
0.419%
Worst day
-0.329%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $91.27 | $91.28 | $91.19 | $91.24 | 28,700 |
| 14/10/2026 | $90.78 | $91.26 | $90.78 | $91.24 | 50,300 |
| 13/10/2026 | $91.19 | $91.19 | $91.09 | $91.17 | 14,600 |
| 12/10/2026 | $91.14 | $91.18 | $91.08 | $91.16 | 9,700 |
| 09/10/2026 | $90.99 | $91.19 | $90.84 | $91.14 | 51,500 |
| 08/10/2026 | $91.08 | $91.08 | $90.58 | $90.76 | 19,800 |
| 07/10/2026 | $90.97 | $91.06 | $90.75 | $91.06 | 40,600 |
| 06/10/2026 | $90.94 | $91.26 | $90.91 | $91.17 | 27,700 |
| 05/10/2026 | $90.74 | $90.99 | $90.68 | $90.80 | 56,000 |
| 02/10/2026 | $90.59 | $90.76 | $90.56 | $90.64 | 29,600 |