TAIL — Cambria Tail Risk ETF
Data updated: 2026-06-29
TAIL — Cambria Tail Risk ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Intermediate Treasury / Sovereign Bond · $157.34M AUM · 0.59% expense ratio · -11.2% 1-yr return. From SEC regulatory filings.
TAIL Fund Overview
TAIL — Cambria Tail Risk ETF is a US ETF managed by Cambria ETF Trust, categorised as Intermediate Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Cambria ETF Trust
- Category: Intermediate Treasury / Sovereign Bond
- Assets under management: $157.34M
- 1-year return: -11.2%
- Ticker: TAIL
- SEC CIK: 0001529390
- SEC series ID: S000054369
- Share class ID: C000170791
TAIL Holdings
Top 2 holdings of Cambria Tail Risk ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| US Treasury N/b | 88.43% |
| First American Treasury Obliga | 2.36% |
TAIL Portfolio Allocation
Asset-class allocation of Cambria Tail Risk ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 88.4% |
| Derivatives | 5.9% |
| Cash & Equivalents | 2.4% |
TAIL Performance
Total returns for TAIL (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -4.0% |
| 1 year | -11.2% |
| 3 years (annualised) | -5.5% |
| 5 years (annualised) | -7.5% |
TAIL Risk Information
Risk metrics for TAIL, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 8.1%
TAIL Costs and Fees
TAIL costs about $59 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.59%
- Gross expense ratio: 0.59%
- Portfolio turnover: 86%
- Brokerage commissions: 0.46 bps of average net assets (SEC N-CEN)
TAIL Cashflows
Over the 12 months to 2026-04, Cambria Tail Risk ETF had net inflows of $25.04M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$33.21M |
| 2026-03 | $39.16M |
| 2026-02 | $682.60K |
| 2026-01 | $7.44M |
| 2025-12 | $24.59M |
| 2025-11 | $25.62M |
TAIL Debt Constituents
Largest debt holdings of Cambria Tail Risk ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| US Treasury N/b | 88.43% |
TAIL Prospectus and SEC Filings
Official Cambria Tail Risk ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Intermediate Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.