CAMBRIA TAIL RISK ETF
Symbol: TAIL
Exchange: BATS
Sector: Technology
Category: Trading--Inverse Equity
Inception Date: 05/04/2017
Latest Date: 02/04/2026
Current Price: $11.62
Expense Ratio: 0.59%
Assets Under Management
$163.3M
-1.23% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
0.40%
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
1.31%
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
-0.94%
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
1.95%
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
2.11%
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
-13.63%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.014%
Best Day
9.026%
04/04/2025
Worst Day
-7.98%
09/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $11.79 | $11.95 | $11.77 | $11.93 | 662,200 |
| 26/03/2026 | $11.69 | $11.76 | $11.64 | $11.75 | 888,300 |
| 25/03/2026 | $11.59 | $11.64 | $11.57 | $11.62 | 472,600 |
| 24/03/2026 | $11.67 | $11.68 | $11.60 | $11.63 | 496,800 |
| 23/03/2026 | $11.57 | $11.65 | $11.54 | $11.63 | 394,000 |
| 20/03/2026 | $11.66 | $11.80 | $11.63 | $11.76 | 895,300 |