Performance analysis of CAOS (ALPHA ARCHITECT TAIL RISK ETF)
Annual Return
Over the past 3 years, CAOS has had an average annual return of +3.64%, underperforming the benchmark SPY, which returned +19.63% annual.
Since Mar 6, 2023, CAOS has had an average annual return of +4.95%, underperforming the benchmark SPY, which returned +21.58% annual.
| 2026 | 2025 | 2024 | 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.95% | +2.55% | +5.33% | +7.97% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.61% | +0.06% | +0.43% | -0.20% | -0.12% | -0.13% | +0.30% | +0.95% | |||||
| 2025 | +0.32% | -0.04% | +0.19% | +0.76% | +0.16% | +0.10% | -0.04% | +0.78% | +0.04% | +0.54% | -0.13% | -0.15% | +2.55% |
| 2024 | +0.35% | +0.50% | +0.58% | -1.18% | +1.20% | +0.67% | +0.72% | +0.38% | +0.78% | +0.77% | +0.05% | +0.41% | +5.33% |
| 2023 | +0.53% | +1.38% | +0.68% | +2.45% | +0.84% | +0.08% | -0.44% | +0.56% | +1.37% | +0.29% | +7.97% |
Drawdown analysis of CAOS (ALPHA ARCHITECT TAIL RISK ETF)
The maximum drawdown for the CAOS was -3.59%, occurring on May 9, 2025. This drawdown has not yet recovered.
The current CAOS drawdown is -0.94%.
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.59% | Apr 8, 2025 | 22 | May 9, 2025 | Ongoing | Ongoing | Ongoing |
| -3.41% | Mar 6, 2023 | 4 | Mar 10, 2023 | 15 | Mar 31, 2023 | 19 |
| -2.06% | Aug 5, 2024 | 4 | Aug 9, 2024 | 67 | Nov 13, 2024 | 71 |
| -1.62% | May 1, 2023 | 3 | May 4, 2023 | 9 | May 17, 2023 | 12 |
| -1.53% | Oct 17, 2023 | 8 | Oct 27, 2023 | 4 | Nov 2, 2023 | 12 |
| -1.30% | Apr 18, 2023 | 6 | Apr 26, 2023 | 2 | Apr 28, 2023 | 8 |
| -1.22% | Sep 15, 2023 | 12 | Oct 3, 2023 | 6 | Oct 11, 2023 | 18 |
| -1.21% | Apr 11, 2024 | 14 | May 1, 2024 | 15 | May 22, 2024 | 29 |
| -0.89% | May 22, 2023 | 2 | May 24, 2023 | 2 | May 26, 2023 | 4 |
| -0.83% | Aug 14, 2023 | 4 | Aug 18, 2023 | 15 | Sep 11, 2023 | 19 |
| -0.69% | Dec 27, 2023 | 6 | Jan 5, 2024 | 8 | Jan 18, 2024 | 14 |
| -0.51% | Dec 19, 2024 | 4 | Dec 26, 2024 | 23 | Jan 31, 2025 | 27 |
| -0.42% | Apr 3, 2023 | 2 | Apr 5, 2023 | 5 | Apr 13, 2023 | 7 |
| -0.38% | Nov 13, 2024 | 3 | Nov 18, 2024 | 21 | Dec 18, 2024 | 24 |
| -0.35% | Aug 7, 2023 | 4 | Aug 11, 2023 | 1 | Aug 14, 2023 | 5 |
| -0.35% | May 24, 2024 | 3 | May 30, 2024 | 4 | Jun 5, 2024 | 7 |
| -0.30% | Mar 28, 2024 | 4 | Apr 4, 2024 | 5 | Apr 11, 2024 | 9 |
| -0.27% | Jul 28, 2023 | 5 | Aug 4, 2023 | 1 | Aug 7, 2023 | 6 |
| -0.26% | Mar 10, 2025 | 3 | Mar 13, 2025 | 10 | Mar 27, 2025 | 13 |
| -0.26% | Jun 22, 2023 | 2 | Jun 26, 2023 | 1 | Jun 27, 2023 | 3 |
| -0.24% | Mar 27, 2025 | 4 | Apr 2, 2025 | 1 | Apr 3, 2025 | 5 |
| -0.21% | Jul 24, 2024 | 4 | Jul 30, 2024 | 3 | Aug 2, 2024 | 7 |
| -0.18% | May 26, 2023 | 2 | May 31, 2023 | 1 | Jun 1, 2023 | 3 |
| -0.15% | Dec 20, 2023 | 1 | Dec 21, 2023 | 3 | Dec 27, 2023 | 4 |
| -0.14% | Feb 21, 2025 | 4 | Feb 27, 2025 | 3 | Mar 4, 2025 | 7 |