Cambria Tail Risk ETF (TAIL)
9.96
-0.14
(-1.39%)
USD |
BATS |
Sep 18, 16:00
9.97
+0.01
(+0.10%)
Pre-Market: 20:00
TAIL Max Drawdown (5Y) : 52.36% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 52.36% |
| July 31, 2026 | 52.36% |
| June 30, 2026 | 52.36% |
| May 31, 2026 | 52.36% |
| April 30, 2026 | 52.36% |
| March 31, 2026 | 52.36% |
| February 28, 2026 | 52.36% |
| January 31, 2026 | 52.36% |
| December 31, 2025 | 52.36% |
| November 30, 2025 | 52.36% |
| October 31, 2025 | 52.36% |
| September 30, 2025 | 52.36% |
| August 31, 2025 | 52.36% |
| July 31, 2025 | 52.36% |
| June 30, 2025 | 52.36% |
| May 31, 2025 | 52.36% |
| April 30, 2025 | 52.36% |
| March 31, 2025 | 52.36% |
| February 28, 2025 | 52.36% |
| January 31, 2025 | 52.36% |
| December 31, 2024 | 51.79% |
| November 30, 2024 | 51.27% |
| October 31, 2024 | 50.42% |
| September 30, 2024 | 50.42% |
| August 31, 2024 | 50.42% |
| Date | Value |
|---|---|
| July 31, 2024 | 50.42% |
| June 30, 2024 | 50.33% |
| May 31, 2024 | 50.21% |
| April 30, 2024 | 49.95% |
| March 31, 2024 | 48.71% |
| February 29, 2024 | 48.63% |
| January 31, 2024 | 47.49% |
| December 31, 2023 | 47.33% |
| November 30, 2023 | 47.33% |
| October 31, 2023 | 46.85% |
| September 30, 2023 | 46.04% |
| August 31, 2023 | 45.25% |
| July 31, 2023 | 44.55% |
| June 30, 2023 | 43.63% |
| May 31, 2023 | 41.95% |
| April 30, 2023 | 41.63% |
| March 31, 2023 | 41.63% |
| February 28, 2023 | 40.93% |
| January 31, 2023 | 39.14% |
| December 31, 2022 | 38.28% |
| November 30, 2022 | 38.28% |
| October 31, 2022 | 37.18% |
| September 30, 2022 | 35.85% |
| August 31, 2022 | 35.23% |
| July 31, 2022 | 35.23% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ProShares Short Dow30 | 61.05% |
| ProShares UltraShort QQQ | 96.03% |
| Direxion Daily Financial Bear 3X ETF | 99.07% |
| ProShares Short Russell2000 | 66.44% |
| ProShares UltraPro Short S&P500 | 97.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.65 |
| Beta (5Y) | -0.3101 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.07 |
| Beta (vs YCharts Benchmark) (5Y) | -0.1812 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.41% |
| Historical Sharpe Ratio (5Y) | -1.128 |
| Historical Sortino (5Y) | -1.890 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.55% |