Alpha Architect Tail Risk ETF (CAOS)
| Assets | $616.39M |
| Expense Ratio | 0.63% |
| PE Ratio | n/a |
| Shares Out | 6.86M |
| Dividend (ttm) | n/a |
| Dividend Yield | n/a |
| Ex-Dividend Date | n/a |
| Payout Frequency | n/a |
| Payout Ratio | n/a |
| Volume | 3,507 |
| Open | 90.40 |
| Previous Close | 90.57 |
| Day's Range | 90.40 - 90.50 |
| 52-Week Low | 87.80 |
| 52-Week High | 92.11 |
| Beta | 0.09 |
| Holdings | 12 |
| Inception Date | Mar 6, 2023 |
About CAOS
Fund Home PageThe Alpha Architect Tail Risk ETF (CAOS) is an exchange-traded fund that mostly invests in target outcome asset allocation. The fund combines an options overlay strategy and protective options on the S&P 500 index with managing the funds fixed income collateral. The fund seeks income and capital appreciation. CAOS was launched on Mar 6, 2023 and is issued by Alpha Architect.
Top 10 Holdings
116.61% of assets| Name | Symbol | Weight |
|---|---|---|
| SPY 06/18/2026 10010.01 P | 2SPY. 260618P10010010 | 89.42% |
| SPX US 03/20/26 P12000 | SPX. 260320P12000000 | 20.39% |
| SPY 06/18/2026 10.01 C | 2SPY. 260618C00010010 | 6.38% |
| SPX US 06/18/26 P2500 | SPX. 260618P02500000 | 0.16% |
| First American Government Obligations Fund | FGXXX | 0.14% |
| SPX US 05/15/26 P2500 | SPX. 260515P02500000 | 0.10% |
| SPX US 03/20/26 P2500 | SPX. 260320P02500000 | 0.01% |
| SPX US 04/17/26 P2500 | SPX. 260417P02500000 | 0.01% |
| SPY 06/18/2026 10010.01 C | 2SPY. 260618C10010010 | 0.00% |
| SPY 06/18/2026 10.01 P | 2SPY. 260618P00010010 | 0.00% |
Performance
CAOS had a total return of 2.99% in the past year, including dividends. Since the fund's inception, the average annual return has been 5.34%.
News
CAOS: Better For Diversification Than Hedging
The Alpha Architect Tail Risk ETF employs three options strategies for partial large-cap equity exposure with downside risk mitigation and crash event upside. CAOS has delivered a 17.8% total return s...
CAOS: An Imperfect Hedging Tool
Alpha Architect Tail Risk ETF employs a novel, three-part strategy combining protective puts (insurance) with Box Spreads and Put Spreads (cash generators) to offset the typical "negative carry" cost ...
CAOS: Hedging Against A Crash
Alpha Architect Tail Risk ETF implements three options strategies to provide exposure to stocks and interest rates while expecting to benefit from a market crash. The fund's performance since March 20...
Alpha Architect Tail Risk ETF: Protect Your Portfolio From A Still-Possible Hard Economic Landing
The Alpha Architect Tail Risk ETF is recommended solely for risk management and mitigation, crucial for any portfolio today. Traditional performance metrics are inadequate; CAOS is designed to limit d...