TAIL - Cambria Tail Risk ETF

Cboe US - Cboe US Real-time price. Currency in USD

Risk statistics

3 yearsTAILCategory average
5 yearsTAILCategory average
10 yearsTAILCategory average
Alpha
-10.75N/A
-2N/A
0N/A
BETA
-0.33N/A
-0.54N/A
0N/A
Mean annual return
-1.11N/A
-0.51N/A
0N/A
R-squared
41.41N/A
59.67N/A
0N/A
Standard deviation
9.05N/A
13.05N/A
0N/A
Sharpe ratio
-1.62N/A
-0.59N/A
0N/A
Treynor ratio
44.02N/A
15.44N/A
0N/A