Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FAIL (Cambria Global Tail Risk ETF) | NA | -5.69% | -7.42% | -7.49% | NA | NA | NA | … | … |
Data as of 01/16/2025, Common starting date is 02/23/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FAIL (Cambria Global Tail Risk ETF) | 02/23/2016 | 01/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | -5.69 | -7.42 | -7.49 | NA | NA | NA | … | … | 0.01 | -7.33 | -8.77 | -5.31 | -19.82 | 6.11 | 7.50 | -7.26 | 11.75 | 8.14 |
| Sharpe Ratio | NA | -1.16 | -0.59 | -0.45 | NA | NA | NA | … | … | -0.72 | -1.31 | -1.05 | -0.25 | -0.74 | 0.22 | 1.05 | -0.71 | 1.16 | 0.88 |
| Standard Deviation(%) | NA | 10.53 | 17.86 | 22.00 | NA | NA | NA | … | … | 3.78 | 10.72 | 12.54 | 26.72 | 26.66 | 26.98 | 5.81 | 12.03 | 9.66 | 10.54 |
| Draw Down(%) | NA | 8.10 | 28.70 | 36.70 | NA | NA | NA | … | … | 0.55 | 8.10 | 11.10 | 17.48 | 20.71 | 25.40 | 5.39 | 16.15 | 5.06 | 7.55 |
| Yield(%) | 0.00 | 3.56 | 1.45 | 0.87 | 2.39 | 1.59 | 1.20 | … | … | 0.00 | 3.52 | 1.48 | 0.00 | 0.00 | 0.67 | 5.23 | 4.12 | 6.01 | 3.44 |
Data as of 01/16/2025, Common starting date is 02/23/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAIL (Cambria Global Tail Risk ETF) |
-11.52%
Dec 2020 – Dec 2023 |
-7.35%
Dec 2019 – Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAIL (Cambria Global Tail Risk ETF) |
3.67%
Dec 2016 – Dec 2019 |
1.85%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart