CAMBRIA TAIL RISK ETF
Symbol: TAIL
Exchange: BATS
Sector: Technology
Category: Trading--Inverse Equity
Inception Date: 05/04/2017
Latest Date: 17/04/2026
Current Price: $11.13
Expense Ratio: 0.59%
Assets Under Management
$202.5M
-0.09% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.90%
Volatility
14.79%
Sharpe Ratio
0.055
VaR 95%
-1.09%
CVaR 95%:
-1.82%
Max Drawdown:
-3.29%
Sortino Ratio:
0.071
Calmar Ratio:
1.35
Return
-3.39%
Volatility
11.68%
Sharpe Ratio
0.153
VaR 95%
-1.07%
CVaR 95%:
-1.50%
Max Drawdown:
-3.29%
Sortino Ratio:
0.226
Calmar Ratio:
1.65
Return
-5.75%
Volatility
10.18%
Sharpe Ratio
-0.542
VaR 95%
-0.85%
CVaR 95%:
-1.23%
Max Drawdown:
-5.19%
Sortino Ratio:
-0.888
Calmar Ratio:
-0.36
Return
-12.69%
Volatility
17.73%
Sharpe Ratio
-0.094
VaR 95%
-0.92%
CVaR 95%:
-2.05%
Max Drawdown:
-16.23%
Sortino Ratio:
-0.126
Calmar Ratio:
0.12
Return
-2.16%
Volatility
15.86%
Sharpe Ratio
-0.162
VaR 95%
-1.03%
CVaR 95%:
-1.95%
Max Drawdown:
-16.23%
Sortino Ratio:
-0.228
Calmar Ratio:
0.06
Return
-16.11%
Volatility
14.22%
Sharpe Ratio
-0.592
VaR 95%
-1.07%
CVaR 95%:
-1.77%
Max Drawdown:
-22.72%
Sortino Ratio:
-0.862
Calmar Ratio:
-0.21
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
-0.053%
Best Day
1.99%
10/10/2025
Worst Day
-2.925%
10/04/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $11.14 | $11.18 | $11.12 | $11.13 | 719,100 |
| 16/04/2026 | $11.17 | $11.20 | $11.12 | $11.14 | 702,800 |
| 15/04/2026 | $11.19 | $11.20 | $11.16 | $11.16 | 299,500 |
| 14/04/2026 | $11.19 | $11.23 | $11.19 | $11.21 | 529,400 |
| 13/04/2026 | $11.34 | $11.34 | $11.22 | $11.23 | 1,559,200 |
| 10/04/2026 | $11.27 | $11.30 | $11.27 | $11.29 | 371,000 |
| 02/04/2026 | $11.77 | $11.78 | $11.60 | $11.62 | 596,500 |
| 01/04/2026 | $11.66 | $11.67 | $11.58 | $11.62 | 1,228,700 |
| 31/03/2026 | $11.88 | $11.90 | $11.70 | $11.71 | 526,400 |
| 30/03/2026 | $11.89 | $12.07 | $11.87 | $12.01 | 370,200 |