CAMBRIA TAIL RISK ETF
Symbol: TAIL
Exchange: BATS
Sector: Technology
Category: Trading--Inverse Equity
Inception date: 05/04/2017
Latest date: 20/07/2026
Current price: $10.58
Expense ratio: 0.59%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.47%
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
-4.73%
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
-7.14%
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
-8.40%
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
-4.79%
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
-14.48%
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: 21/07/2025 - 20/07/2026.
Average daily return
-0.034%
Best day
1.989%
Worst day
-2.498%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $10.56 | $10.60 | $10.55 | $10.58 | 102,300 |
| 17/07/2026 | $10.64 | $10.68 | $10.60 | $10.62 | 120,700 |
| 16/07/2026 | $10.53 | $10.57 | $10.52 | $10.56 | 161,000 |
| 15/07/2026 | $10.52 | $10.57 | $10.52 | $10.55 | 82,600 |
| 14/07/2026 | $10.53 | $10.56 | $10.52 | $10.53 | 159,700 |
| 13/07/2026 | $10.51 | $10.54 | $10.51 | $10.52 | 88,500 |
| 10/07/2026 | $10.56 | $10.57 | $10.52 | $10.54 | 145,900 |
| 09/07/2026 | $10.56 | $10.58 | $10.42 | $10.54 | 296,400 |
| 08/07/2026 | $10.58 | $10.60 | $10.56 | $10.58 | 151,600 |
| 07/07/2026 | $10.60 | $10.61 | $10.57 | $10.58 | 189,600 |