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Cambria Global Tail Risk ETF (FAIL)

Cboe US - Cboe US Delayed price. Currency in USD
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16.60-0.00 (-0.00%)
At close: 03:43PM EDT

Risk statistics

3 yearsFAILCategory average
5 yearsFAILCategory average
10 yearsFAILCategory average
Alpha
-11.1N/A
-7.59N/A
0N/A
BETA
-0.36N/A
-0.04N/A
0N/A
Mean annual return
-0.85N/A
-0.5N/A
0N/A
R-squared
53.4N/A
0.85N/A
0N/A
Standard deviation
8.43N/A
9.01N/A
0N/A
Sharpe ratio
-1.56N/A
-0.89N/A
0N/A
Treynor ratio
37.17N/A
184.54N/A
0N/A