Cboe US - Delayed Quote USD

Cambria Value and Momentum ETF (VAMO)

30.08 +0.10 (+0.34%)
At close: October 15 at 2:39 PM EDT

ETF Summary

The fund will seek to achieve its investment objective by investing, under normal market conditions, at least 80% of the value of the fund's net assets in U.S. exchange-listed equity securities. It may hedge up to 100% of the value of the fund's long portfolio. The fund may invest in securities of companies in any industry, but will limit the maximum allocation to any particular sector to 25%. It may invest up to 20% of the value of its net assets in U.S. dollar and non-U.S. dollar denominated money market instruments or other high quality debt securities, or ETFs.

Risk Overview

Performance & Risk

YTD Return 7.01%
5y Average Return 9.81%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.29
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VAMOCategory AverageVAMOCategory AverageVAMOCategory Average
Alpha 2.84 -1.56 3.04 -0.79 0 -1.8
BETA 0.29 0.47 0.34 0.5 0 0.48
Mean Annual Return 0.77 0.54 0.86 0.72 0 0.48
R-squared 13.16 53.22 17.54 53.88 0 56.39
Standard Deviation 13.91 12.03 14.64 13.13 0 10.56
Sharpe Ratio 0.39 0.22 0.53 0.47 0 0.38
Treynor Ratio 16.48 7.41 21 12.83 0 7.9

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