Fund: CAMTR

Cambria Tail Risk ETF (dis)
US1320618622
05-04-2017
Balanced
Balanced - Total return - USD
Cambria Funds
Cambria Investment Management, L.P.
USD
1,000
5%
The Cambria Tail Risk ETF seeks to mitigate significant downside market risk. The Fund intends to invest in a portfolio of "out of the money" put options purchased on the U.S. stock market. TAIL strategy offers the potential advantage of buying more puts when volatility is low and fewer puts when volatility is high. While a portion of the fund's assets will be invested in the basket of long put option premiums, the majority of fund assets will be invested in intermediate term US Treasuries. As the fund is designed to be a hedge against market declines and rising volatility, Cambria expects the fund to produce negative returns in the most years with rising markets or declining volatility.
EIC Fund Rating
11.8101
25-04-2024
0.0008%
Quick compare
1M 3M 6M 9M 1R 3R p.a. 5R p.a. 7R p.a. 10R p.a. od vnizku p.a.
Výkonnosť fondu -2.11% -5.37% -8.59% -11.86% -20.79% -14.42% -9.92% -10.02% - N/A
Priemerná výkonnosť (36 meraní) -1.17% -14.70% -8.88% - -
Volatilita od priemernej výkonnosti 4.19% 6.19% 5.92% - -
Rozloženie aktív
Long Short Net
Stock 18.63% 18.63%
Bond 91.23% 91.23%
Other
Cash 2.77% 12.63% -9.86%
Veľkosť fondu
Aktíva877 mil.
Počet akcíí0
Počet dlhopisov1
Nákladovosť fondu
Priebež. popl.
 z toho Mng. popl.0.59
Výk. prémia
Trans. popl.
Výnosovosť fondu
Dividenda0.406
Dividendový výnos3.44%
Rozhodný dátum21-03-2024
Frekvencia výplatyštvrťročne
Akciové portfólio
Giant 8.79%
Large 6.45%
Medium 3.33%
Small 0.07%
Micro 0.00%
P/E21.75%
P/BV4.11%
Sektorové rozloženie
Basic Materials 0.40%
Consumer Cyclical 1.96%
Financial Services 2.36%
Real Estate 0.42%
Consumer Defensive 1.11%
Healthcare 2.32%
Utilities 0.41%
Communication Services 1.67%
Energy 0.74%
Industrials 1.55%
Technology 5.70%
Dlhopisové portfólio
Government 91.23
Derivatives -9.86
Výnos do splatnosti p.a.4.63
Modifikovaná durácia7.12
Kreditné rozloženie
AAA 0.00
AA 100.00
A 0.00
BBB 0.00
BB 0.00
B 0.00
Below B 0.00
Not Rated 0.00
Regionálne rozloženie
United States 18.53%
Canada
Latin America
United Kingdom 0.02%
Eurozone 0.03%
Europe - ex Euro 0.05%
Europe - Emerging
Africa
Middle East
Japan
Australasia
Asia - Developed 0.01%
Asia - Emerging
Emerging Market
Developed Country 18.63%
Not Classified
Top 10 pozícií
SpoločnosťSubsektorVáha SpoločnosťSubsektorVáha
United States Treasury Notes 4.13% 91.23% Option on S&P 500 PR 3.73%
Option on S&P 500 PR 3.61% Option on S&P 500 PR 2.65%
Option on S&P 500 PR 2.29% Option on S&P 500 PR 2.03%
Option on S&P 500 PR 1.91% Option on S&P 500 PR 1.43%
Option on S&P 500 PR 0.83% Option on S&P 500 PR 0.15%