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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

Risk statistics

3 yearsFAILCategory average
5 yearsFAILCategory average
10 yearsFAILCategory average
Alpha
-10.05N/A
-7.14N/A
0N/A
BETA
-0.37N/A
-0.05N/A
0N/A
Mean annual return
-0.89N/A
-0.48N/A
0N/A
R-squared
57.86N/A
1.06N/A
0N/A
Standard deviation
8.51N/A
8.99N/A
0N/A
Sharpe ratio
-1.58N/A
-0.86N/A
0N/A
Treynor ratio
36.06N/A
158.67N/A
0N/A