CAMBRIA TAIL RISK ETF
Symbol: TAIL
Exchange: BATS
Sector: Technology
Category: Trading--Inverse Equity
Inception date: 05/04/2017
Latest date: 15/10/2026
Current price: $9.88
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.50%
Ann. 4.45% (Sharpe / Sortino numerator)
Volatility
14.79%
Sharpe ratio
0.055
VaR 95%
-1.09%
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
-5.57%
Ann. 5.42% (Sharpe / Sortino numerator)
Volatility
11.68%
Sharpe ratio
0.153
VaR 95%
-1.07%
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
-10.33%
Ann. -1.88% (Sharpe / Sortino numerator)
Volatility
10.18%
Sharpe ratio
-0.542
VaR 95%
-0.85%
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
-14.91%
Ann. 1.96% (Sharpe / Sortino numerator)
Volatility
17.73%
Sharpe ratio
-0.094
VaR 95%
-0.92%
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
-11.71%
Ann. 1.05% (Sharpe / Sortino numerator)
Volatility
15.86%
Sharpe ratio
-0.162
VaR 95%
-1.03%
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
-15.17%
Ann. -4.79% (Sharpe / Sortino numerator)
Volatility
14.22%
Sharpe ratio
-0.592
VaR 95%
-1.07%
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
-0.063%
Best day
1.524%
Worst day
-2.497%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $9.93 | $9.96 | $9.86 | $9.88 | 95,500 |
| 14/10/2026 | $9.73 | $9.85 | $9.72 | $9.83 | 116,700 |
| 13/10/2026 | $9.77 | $9.79 | $9.76 | $9.78 | 60,300 |
| 12/10/2026 | $9.75 | $9.76 | $9.75 | $9.76 | 26,200 |
| 09/10/2026 | $9.74 | $9.77 | $9.74 | $9.76 | 164,000 |
| 08/10/2026 | $9.75 | $9.81 | $9.73 | $9.79 | 86,200 |
| 07/10/2026 | $9.70 | $9.75 | $9.70 | $9.74 | 99,600 |
| 06/10/2026 | $9.75 | $9.75 | $9.72 | $9.73 | 114,000 |
| 05/10/2026 | $9.73 | $9.76 | $9.71 | $9.72 | 347,500 |
| 02/10/2026 | $9.82 | $9.83 | $9.76 | $9.77 | 459,700 |