FAIL Performance — Cambria Global Tail Risk ETF
Data updated: 2024-12-19
FAIL returned −10.56% over one year to Oct 2024. The annualised 3-year return is −8.49%. The fund trailed its Global Multi-Cap Blend category average: $100 invested three years ago grew to $77, against $109 for the category, and to $89 over one year, against $123. Volatility over the past three years was 8.11% a year. In the 12 months to Oct 2024 the fund took in a net $106K, and assets reached $1.65M.
FAIL Growth of $100
What $100 invested in Cambria Global Tail Risk ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Multi-Cap Blend category average over the same months.
| Period | FAIL | Category average |
|---|---|---|
| 1 year (Nov 2023 – Oct 2024) | $89 | $123 |
| 3 years (Nov 2021 – Oct 2024) | $77 | $109 |
| Since data start (Feb 2020 – Oct 2024) | $68 | $142 |
FAIL Trailing Returns
Total returns to Oct 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −10.56% |
| 3 years (annualised) | −8.49% |
FAIL Annual Returns
Calendar-year total returns of Cambria Global Tail Risk ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Oct) | −4.48% |
| 2023 | −11.98% |
| 2022 | −5.06% |
| 2021 | −19.14% |
| 2020 (Feb–Dec) | +5.86% |
FAIL 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.0% | −3.2% | −0.9% | −1.7% | −0.2% | −0.1% | +1.1% | +0.8% | +1.4% | −1.8% | — | — |
| 2023 | −2.2% | −1.1% | +1.3% | −1.1% | +0.4% | −2.9% | −2.1% | −1.2% | 0.0% | +2.8% | −6.1% | −0.3% |
| 2022 | −0.2% | +1.4% | −1.8% | +2.5% | −2.2% | +4.3% | −1.7% | −0.5% | +3.8% | −3.5% | −6.2% | −0.7% |
| 2021 | −1.1% | −2.0% | −4.6% | −3.0% | −2.3% | −1.2% | +2.3% | −1.5% | +0.7% | −4.1% | +0.2% | −4.2% |
| 2020 | — | −2.0% | −6.1% | +2.6% | +3.7% | +0.9% | +2.3% | −0.4% | −1.6% | −0.2% | +3.9% | +2.9% |
FAIL Risk
Risk measures from monthly returns over Nov 2021 – Oct 2024.
- 3-year volatility (annualised): 8.11%
- 3-year Sharpe ratio: -1.60 (vs 4.5% risk-free rate)
- Best month: +4.32% (Jun 2022)
- Worst month: −6.21% (Nov 2022)
FAIL Fund Flows
Monthly money in and out of Cambria Global Tail Risk ETF, from SEC Form N-PORT.
- 12-month net flow: $106K
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2024 | $0 | $823K | −$823K |
| Sep 2024 | $0 | $0 | $0 |
| Aug 2024 | $0 | $0 | $0 |
| Jul 2024 | $0 | $0 | $0 |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $0 | $0 | $0 |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | −$929K | $929K |
FAIL Assets Under Management
Net assets of Cambria Global Tail Risk ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-10-31 | $1.65M |
| 2024-07-31 | $2.48M |
| 2024-04-30 | $2.49M |
| 2024-01-31 | $2.69M |
| 2023-10-31 | $3.83M |
| 2023-07-31 | $3.74M |
| 2023-04-30 | $3.93M |
| 2023-01-31 | $4.96M |
| 2022-10-31 | $5.44M |
| 2022-07-31 | $5.46M |
| 2022-04-30 | $4.35M |
| 2022-01-31 | $5.33M |
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.