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Proper use of tail risk ETFs. I’m in the process of constructing an “all weather” portfolio for my 401k and would like to include a portion for tail risk hedging. The two ETFs I’m considering are CYA and TAIL.
The fund is intended to mitigate extreme downside risk. By NAV, the funds distribution is roughly as follows: 85% US treasuries, 10% S&P puts, 5% cash. As they explain on the site, they purchase a ladder of far OTM puts extending from 3 to 15 months out.
My assumption is that tail risk might cost 1-2% of a client's total AUM per annum, so charging a fixed fee on such a small amount might not be worth it. Some kind of performance fee structure must surely be the way its done right?
9 Μαρ 2021 · Several exchange-traded products claim to provide tail risk insurance or attempt to inverse the performance of indices. We compare several ETPs against a popular S&P 500 index ETF.
16 Μαΐ 2024 · Tail risk is the probability of an extreme outcome from a rare event. Here we'll look at what it is, how it affects portfolios, and hedging strategies for it.
1 Ιουλ 2020 · Tail-risk hedging funds are designed to profit from rare episodes like the global financial crisis or March’s Covid Crash. They took off in 2008 as they generated profits even as stock and...
1 Αυγ 2023 · Check out how tail-risk mitigation can enhance your confidence to hold positions for big gains. Normal day-to-day gains and losses wouldn't accumulate into long-term results.
