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NIKKEI 225
38,121.72
-152.33
(-0.40%)
HANG SENG
17,763.03
0.00
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CRUDE OIL
79.29
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(+0.37%)
GOLD FUTURES
2,335.50
+24.50
(+1.06%)
DOW
37,903.29
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Bitcoin GBP
46,018.12
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Money
Family finances
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Cambria Global Tail Risk ETF (FAIL)
Cboe US - Cboe US Delayed price. Currency in USD
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16.44
-0.20
(-1.20%)
At close: 03:59PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FAIL
Category average
5 years
FAIL
Category average
10 years
FAIL
Category average
Alpha
-10.05
N/A
-7.14
N/A
0
N/A
BETA
-0.37
N/A
-0.05
N/A
0
N/A
Mean annual return
-0.89
N/A
-0.48
N/A
0
N/A
R-squared
57.86
N/A
1.06
N/A
0
N/A
Standard deviation
8.51
N/A
8.99
N/A
0
N/A
Sharpe ratio
-1.58
N/A
-0.86
N/A
0
N/A
Treynor ratio
36.06
N/A
158.67
N/A
0
N/A
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