Performance analysis of TAIL (CAMBRIA TAIL RISK ETF)
Annual Return
Over the past 3 years, TAIL has had an average annual return of -5.26%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, TAIL has had an average annual return of -8.91%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Jun 13, 2017, TAIL has had an average annual return of -7.24%, underperforming the benchmark SPY, which returned +14.89% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -7.48% | +5.50% | -9.60% | -13.29% | -13.14% | -12.80% | +6.92% | -14.27% | +2.87% | -7.70% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.53% | +2.49% | +0.61% | -6.42% | -2.26% | -0.31% | -1.08% | -7.48% | |||||
| 2025 | -1.43% | +3.26% | +3.63% | +8.33% | -4.32% | -0.90% | -1.34% | +0.18% | +0.22% | +0.14% | +0.04% | -1.87% | +5.50% |
| 2024 | -0.93% | -3.39% | -0.31% | -2.81% | -0.68% | +0.61% | +2.08% | +0.59% | +1.25% | -2.81% | -2.73% | -0.75% | -9.60% |
| 2023 | -2.55% | -2.15% | +1.56% | -0.49% | -2.19% | -4.25% | -1.33% | -1.35% | -1.24% | -0.58% | -1.51% | +2.05% | -13.29% |
| 2022 | -0.79% | +1.08% | -6.86% | +1.92% | -1.00% | +4.95% | -4.66% | -1.91% | +2.95% | -8.25% | -1.73% | +1.18% | -13.14% |
| 2021 | -0.20% | -4.09% | -4.79% | +0.05% | -0.42% | +0.24% | +1.67% | -1.48% | +0.32% | -3.78% | +1.95% | -2.80% | -12.80% |
| 2020 | +2.90% | +8% | +11.41% | -4.61% | -1.80% | -0.38% | -0.72% | -2.58% | +0.41% | -0.48% | -3.47% | -0.80% | +6.92% |
| 2019 | -8.91% | -2.94% | +1.29% | -2.26% | +6.06% | -2.94% | -1.86% | +5.03% | -2.95% | -1.27% | -2.14% | -1.56% | -14.27% |
| 2018 | -3.41% | +0.16% | +2.63% | -3.51% | -0.96% | -0.11% | -3.27% | +0.05% | -2.24% | +4.17% | -0.86% | +11.10% | +2.87% |
| 2017 | -1.04% | -2.14% | +2.07% | -2.95% | -1.63% | -1.58% | -0.61% | -7.70% |
Drawdown analysis of TAIL (CAMBRIA TAIL RISK ETF)
The maximum drawdown for the TAIL was -52.36%, occurring on Jan 23, 2025. This drawdown has not yet recovered.
The current TAIL drawdown is -52.22%.
Since Jun 13, 2017 TAIL has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.36% | Apr 2, 2020 | 1208 | Jan 23, 2025 | Ongoing | Ongoing | Ongoing |
| -20.51% | Dec 24, 2018 | 268 | Jan 17, 2020 | 37 | Mar 12, 2020 | 305 |
| -18.52% | Jun 14, 2017 | 329 | Oct 3, 2018 | 56 | Dec 24, 2018 | 385 |
| -6.16% | Mar 23, 2020 | 3 | Mar 26, 2020 | 5 | Apr 2, 2020 | 8 |
| -4.24% | Mar 12, 2020 | 1 | Mar 13, 2020 | 1 | Mar 16, 2020 | 2 |
| -2.28% | Mar 16, 2020 | 1 | Mar 17, 2020 | 3 | Mar 20, 2020 | 4 |