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CAOS Stock Price, Chart, Stats & News
Alpha Architect Tail Risk ETF
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Alpha Architect Tail Risk ETF (CAOS) does not currently pay a dividend.
Equity Hedged
Category
0.63%
Expense ratio
682.02M
Assets
1.11%
1Y return
CAOS chart
CAOS returns
| YTD | 0.82% |
| 1Y | 1.11% |
| 3Y | 3.44% |
| 5Y | 1.31% |
| 10Y | 3.04% |
| 1Y volatility | 0.94% |
| 3Y volatility | 1.56% |
| Sharpe ratio | -0.75 |
About
CAOS seeks to actively earn positive returns during periods of significant US equity drawdowns while minimizing the return drag of collateral. The fund allocates up to 20% of assets in long and/or short SPX Index options, depending on market status. Between 1-10% is allocated to protective options positioned to appreciate in value when the index declines by more than 25%, which is considered to be a tail risk event.
Top 10 CAOS holdings
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