CAOS Performance — Alpha Architect Tail Risk ETF
Data updated: 2026-08-26
CAOS returned +0.69% year to date and +1.76% over one year to Jun 2026. The annualised 3-year return is +3.76%. The fund trailed its Hedged category average: $100 invested three years ago grew to $112, against $134 for the category, and to $102 over one year, against $105. Volatility over the past three years was 1.59% a year. In the 12 months to Jun 2026 the fund took in a net $281.8M, and assets reached $705.09M.
CAOS Growth of $100
What $100 invested in Alpha Architect Tail Risk ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Hedged category average over the same months.
| Period | CAOS | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $102 | $105 |
| 3 years (Jul 2023 – Jun 2026) | $112 | $134 |
| Since data start (Jan 2023 – Jun 2026) | $123 | $140 |
CAOS Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.69% |
| 1 year | +1.76% |
| 3 years (annualised) | +3.76% |
CAOS Annual Returns
Calendar-year total returns of Alpha Architect Tail Risk ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.69% |
| 2025 | +2.57% |
| 2024 | +5.24% |
| 2023 | +13.30% |
CAOS Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.6% | +0.2% | +0.4% | −0.2% | −0.1% | −0.1% | — | — | — | — | — | — |
| 2025 | +0.3% | 0.0% | +0.3% | +0.7% | +0.2% | 0.0% | +0.1% | +0.6% | +0.2% | +0.5% | −0.1% | −0.2% |
| 2024 | +0.3% | +0.6% | +0.5% | −1.0% | +1.1% | +0.7% | +0.7% | +0.4% | +0.8% | +0.7% | +0.1% | +0.4% |
| 2023 | +5.5% | −2.1% | +2.1% | +1.5% | +0.6% | +2.4% | +0.9% | +0.1% | −0.4% | +0.5% | +1.5% | +0.3% |
CAOS Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 1.59%
- 3-year Sharpe ratio: -0.47 (vs 4.5% risk-free rate)
- Best month: +1.49% (Nov 2023)
- Worst month: −1.04% (Apr 2024)
CAOS Fund Flows
Monthly money in and out of Alpha Architect Tail Risk ETF, from SEC Form N-PORT.
- 12-month net flow: $281.8M
- 12-month gross sales (incl. reinvestments): $365.6M
- Sales ÷ redemptions: 4.36×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $51.6M | $14.5M | $37.1M |
| May 2026 | $19.0M | $0 | $19.0M |
| Apr 2026 | $9.1M | $24.5M | −$15.4M |
| Mar 2026 | $77.0M | $2.7M | $74.2M |
| Feb 2026 | $20.8M | $2.7M | $18.1M |
| Jan 2026 | $26.2M | $0 | $26.2M |
| Dec 2025 | $15.3M | $3.6M | $11.7M |
| Nov 2025 | $8.1M | $28.8M | −$20.7M |
| Oct 2025 | $26.9M | $0 | $26.9M |
| Sep 2025 | $25.1M | $1.8M | $23.3M |
| Aug 2025 | $79.5M | $1.8M | $77.7M |
| Jul 2025 | $7.1M | $3.6M | $3.6M |
CAOS Assets Under Management
Net assets of Alpha Architect Tail Risk ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $705.09M |
| 2026-03-31 | $667.31M |
| 2025-12-31 | $542.29M |
| 2025-09-30 | $523.08M |
| 2025-06-30 | $414.95M |
| 2025-03-31 | $342.62M |
| 2024-12-31 | $299.49M |
| 2024-09-30 | $248.53M |
| 2024-06-28 | $193.04M |
| 2024-03-28 | $182.33M |
| 2023-12-29 | $170.70M |
| 2023-09-29 | $164.55M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.