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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.
I pretty much knew that you were asking about tail-risk hedging because you might have read something about Spitznagel or Taleb. Let me guess, you read that one article where he made $1B in one day back in 2015. As for the video link, Spitznagel is trying to sell you a bridge.
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...
5 Μαρ 2021 · Hedge funds to protect left tails. First, options can be used to manage portfolio risk exposure. Buying puts provides insurance and may take out the whole of the damaging left side of the tail of the curve.
