Equity Hedged · BATS · USD · Data as of 2026-07-29
AUM
$705.09M
Expense ratio
0.63%
Yield
0.00%
YTD return
+0.70%
Last price
$90.51
Active · Coverage 75% · medium
Today
58.9
Outlook
58.4
Block A (composite-derived)
65.0
Block C (market behavior)
61.1
Today overlay (Block D)
0.0
Outlook overlay (Block D)
0.0
today_score = clip(0,100, 50 + 0.15·(A−50) + 0.60·(C−50) + D_today). Block B (holdings rollup) is in Phase 3 development; β=0 caps the natural range at ~12.5–87.5 in Preview v0.9. Formula version tide-etf-v1.0.0.
65.0
Coverage 75% · medium
Liquidity
88.1
Expenses
45.0
Performance
41.6
Volatility
98.4
Dividend
14.9
Concentration
95.0
Smart Money
—
Activist
—
Formula version composite-v1.0.0. Axes hover to see why a sub-score is missing.
EA Series Trust - Alpha Architect Tail Risk ETF (CAOS) is an exchange-traded fund from Alpha Architect in the Mixed asset class. Launched in 2013. Assets under management: 650,410,496.
Bullish Whales composite rating: 65 out of 100. Evidence coverage 75% across 6 of 8 axes. Strongest axes: volatility, concentration, liquidity.
Annualized one-year realized volatility 2%, classified low. Weakest axes: dividend, performance.
Top-10 weight 0%, diversified, led by FGXXX.
etf_composite_score_current · composite_score, concentration_score, confidence, coverage_pct, dividend_score, liquidity_score, performance_score, volatility_scoreetf_holdings_top10 · holding_symbol, weightetf_universe · asset_class, aum_usd, fund_type, inception_date, issuer, name, ticker, volatility_1yThe Alpha Architect Tail Risk ETF is a specialized exchange-traded fund that focuses on providing investors with a hedge against significant market declines. Primarily designed to protect portfolios during times of extreme market volatility, this ETF is structured to offer exposure to strategies that can benefit from abrupt downturns. Tail risk strategies typically involve options or futures contracts that become profitable during sharp market corrections, aiming to compensate for potential losses in other portfolio holdings. Managed with a disciplined approach, the Alpha Architect Tail Risk ETF caters to investors who are keen on mitigating risk during unpredictable market periods. It frequently appeals to institutional investors, wealth managers, and retail investors looking for a defensive shield in their diversified portfolios. By specifically targeting the less frequent but severe fluctuations, the ETF plays a critical role in stabilizing investment returns over volatile periods. Its presence in the financial markets underscores the growing interest in risk management solutions and the demand for instruments that address extreme market events.
30-day change
$36.34M
90-day change
—
Current AUM: $705,090,432. AUM change is computed from rolling daily fundamentals snapshots; it reflects total net-asset deltas (creations/redemptions + market value moves), not pure share creations.
Fund documents (fact sheets, prospectuses, semi-annual reports) for CAOS are coming soon. The BW fund-document archive will surface PDFs alongside a metadata index for searchability.