TAIL - Cambria Tail Risk ETF -  [ ]

Seasonality of Returns By Period

Average daily return by calendar bucket (ClosePriceSA).

Day of Week

Week of Month

Month of Year

Seasonal Path

YTD vs Last Year vs Lookback Avg ยท closes rebased to 100 at each year's first session
Ticker Details
Cambria Tail Risk ETF
The investment seeks to provide income and capital appreciation from investments in the U.S. market while protecting against significant downside risk. The fund is actively managed and seeks to achieve its investment objective by investing in cash and U.S. government bonds, and utilizing a put option strategy to manage the risk of a significant negative movement in the value of domestic equities. The adviser intends to spend approximately one percent of the fund's total assets per month to purchase put options.
IPO Date: April 6, 2017
Activated in VL: True
Average Daily Range
Avg Daily Range: $0.13 | 0.74%
Avg Daily Range (30 D): $0.08 | 0.74%
Avg Daily Range (90 D): $0.07 | 0.68%
Institutional Daily Volume
Avg Daily Volume: .29M
Avg Daily Volume (30 D): .17M
Avg Daily Volume (90 D): .18M
Trade Size
Avg Trade Size (Sh.): 485
Avg Trade Size (Sh.) (30 D): 592
Avg Trade Size (Sh.) (90 D): 466
Institutional Trades
Total Institutional Trades: 1,194
Avg Institutional Trade: $2.26M
Avg Institutional Trade (30 D): $1.9M
Avg Institutional Trade (90 D): $1.91M
Avg Institutional Trade Volume: .14M
Avg Institutional Trades (Per Day): 1
Market Closing Trades
Avg Closing Trade: $2.73M
Avg Closing Trade (30 D): $M
Avg Closing Trade (90 D): $M
Avg Closing Volume: 131.91K
 
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