Alpha Architect Tail Risk ETF (CAOS) Dividend Yield, History & Forecast

Alpha Architect Tail Risk ETF (CAOS) is an exchange-traded fund (ETF) listed on the Chicago Board Options Exchange. market capitalization is approximately $424M.

CAOS fund composition

It charges an expense ratio of 0.63%, and manages $709.9M.

Sector allocation

Technology38.5%Financial Services11.6%Communication Services9.9%Consumer Cyclical9.5%Healthcare8.9%Industrials8.4%Consumer Defensive4.5%Energy3.0%Other5.7%

Frequently Asked Questions about Alpha Architect Tail Risk ETF (CAOS)

What does Alpha Architect Tail Risk ETF invest in?
CAOS seeks to actively earn positive returns during periods of significant US equity drawdowns while minimizing the return drag of collateral. The fund allocates up to 20% of assets in long and/or short SPX Index options, depending on market status. Between 1-10% is allocated to protective options positioned to appreciate in value when the index declines by more than 25%, which is considered to be a tail risk event. If a tail risk event does not occur, the cost of the protective positions will reduce returns. The remaining 70-80% of the portfolio is collateral consisting of US T-bills, box...