CAOSAlpha Architect Tail Risk ETF

Grow my money Get income Diversifier13y track recordRanked #42 of 281 in this goal

Seeks to maximize total return through a combination of capital appreciation and current income.

By Alpha Architect · Launched 2013

Annual Cost

0.63%

#3,444 of 6,040 · average

Fund Size

$672M

#1,441 of 6,040 · large

Return (1Y)

+1.1%

Track Record

13 years

#1,095 of 6,040 · established

Performance

Total-return NAV · USD

Growth of $10,000

$10,107+1.1%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Volatility strategy

Holdings

By weight

Concentration

Top 10 holdings = 117.8% of fundconcentrated

SPY 06/18/2026 10010.01 P

89.8%

SPX US 06/18/26 P12000

21.4%

SPY 06/18/2026 10.01 C

6.2%

SPX US 06/18/26 P2500

0.3%

SPXW US 04/02/26 P6400

0.1%

First American Government Obligations FundFGXXX

0.1%

SPX US 05/15/26 P2500

0.0%

SPX US 04/17/26 P2500

0.0%

SPY 06/18/2026 10.01 P

0.0%

SPY 06/18/2026 10010.01 C

0.0%

Asset allocation

Stocks

199.4%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

1.5%Low

Year-on-year price swings

Max drawdown

-3.6%Mild

Worst peak-to-trough loss

Sharpe (3Y)

-0.13Below average

Sortino (3Y)

-0.18Moderate downside risk

Listing

Exchange: Cboe BZX

Full fund details

Objective: Seeks to maximize total return through a combination of capital appreciation and current income.
Strategy: Actively manages a portfolio of options contracts linked to the performance of large-cap U.S. companies to maximize total return through capital appreciation and current income. The Fund utilizes SPX Options to gain market exposure and hedge against declines, with a focus on managing risk during market dislocation events.
Inception date: August 14, 2013
Fund family: Alpha Architect