Morningstar

Alpha Architect Tail Risk ETF CAOS

Morningstar Medalist Rating
Medalist Rating as of | See Alpha Architect Investment Hub

Morningstar’s Analysis CAOS

Will CAOS outperform in the future?

Get our overall rating based on a fundamental assessment of the pillars below.

  • Process Pillar

    The Process Pillar is our assessment of how sensible, clearly defined, and repeatable CAOS’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the CAOS management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

  • Parent Pillar

    The Parent Pillar is our rating of CAOS’s parent organization’s priorities and whether they’re in line with investors’ interests.

null Morningstar Automated Analysis

Morningstar Automated Analysis

Summary

Alpha Architect Tail Risk ETF holds a quantitatively derived Negative Morningstar Medalist Rating. The rating indicates the model sees limited potential for the strategy to outperform peers on a risk-adjusted basis over a full market cycle.

by Morningstar Automated Analysis
Rated on Published on

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Portfolio Holdings CAOS

More CAOS Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 200.4
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Option On State Street® Spdr® S&P 500® Etf Dec26

178.78 1B
—

SPX US 12/18/26 P13400

48.46 332M
—

Option On State Street® Spdr® S&P 500® Etf Dec26

14.68 101M
—

Put On S&P 500 Oct26

2.56 18M
—

SPX US 01/15/27 P3200

0.49 3M
—

SPX US 12/18/26 P2900

0.38 3M
—

SPX US 11/20/26 P2800

0.37 3M
—

SPX US 10/16/26 P2600

0.27 2M
—

First American Government Obligs X

0.14 991,686
Cash and Equivalents

SPX US 12/18/26 C8000

0.05 317,298
—

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