ALPHA ARCHITECT TAIL RISK ETF
Symbol: CAOS
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception Date: 14/08/2013
Latest Date: 02/04/2026
Current Price: $90.77
Expense Ratio: 0.63%
Assets Under Management
$590.7M
0.08% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
0.27%
Volatility
2.53%
Sharpe Ratio
-0.272
VaR 95%
-0.23%
CVaR 95%:
-0.26%
Max Drawdown:
-0.45%
Sortino Ratio:
-0.464
Calmar Ratio:
6.52
Return
1.15%
Volatility
1.92%
Sharpe Ratio
0.594
VaR 95%
-0.17%
CVaR 95%:
-0.22%
Max Drawdown:
-0.45%
Sortino Ratio:
1.011
Calmar Ratio:
10.58
Return
1.36%
Volatility
1.87%
Sharpe Ratio
-0.463
VaR 95%
-0.18%
CVaR 95%:
-0.25%
Max Drawdown:
-0.76%
Sortino Ratio:
-0.713
Calmar Ratio:
3.65
Return
3.22%
Volatility
4.70%
Sharpe Ratio
-0.085
VaR 95%
-0.20%
CVaR 95%:
-0.55%
Max Drawdown:
-3.60%
Sortino Ratio:
-0.087
Calmar Ratio:
0.90
Return
7.78%
Volatility
3.98%
Sharpe Ratio
0.051
VaR 95%
-0.18%
CVaR 95%:
-0.47%
Max Drawdown:
-3.60%
Sortino Ratio:
0.053
Calmar Ratio:
1.07
Return
17.30%
Volatility
3.93%
Sharpe Ratio
0.473
VaR 95%
-0.24%
CVaR 95%:
-0.51%
Max Drawdown:
-3.60%
Sortino Ratio:
0.527
Calmar Ratio:
1.53
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.013%
Best Day
1.973%
04/04/2025
Worst Day
-3.006%
09/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $90.70 | $90.87 | $90.70 | $90.77 | 38,600 |
| 01/04/2026 | $90.67 | $90.82 | $90.64 | $90.64 | 110,400 |
| 31/03/2026 | $90.62 | $90.84 | $90.62 | $90.76 | 28,600 |
| 30/03/2026 | $90.81 | $90.81 | $90.67 | $90.70 | 73,000 |
| 27/03/2026 | $90.79 | $90.86 | $90.68 | $90.86 | 231,800 |
| 26/03/2026 | $90.49 | $90.71 | $90.49 | $90.55 | 25,000 |
| 25/03/2026 | $90.48 | $90.58 | $90.46 | $90.46 | 16,000 |
| 24/03/2026 | $90.54 | $90.63 | $90.54 | $90.58 | 36,000 |
| 23/03/2026 | $90.62 | $90.64 | $90.50 | $90.59 | 39,700 |
| 20/03/2026 | $90.59 | $90.68 | $90.49 | $90.64 | 246,900 |