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Cboe US - Delayed Quote USD
Cambria Global Momentum ETF (GMOM)
28.83
+0.14
+(0.47%)
At close: 3:34:02 PM EDT
28.33
-0.50
(-1.72%)
After hours: 6:08:08 PM EDT
ETF Summary
The fund is considered a "fund of funds" that seeks to achieve its investment objective by primarily investing in other exchange-traded funds and other exchange traded products including, but not limited to, exchange-traded notes, exchange traded currency trusts, closed-end funds, and real estate investment trusts that offer diversified exposure, including inverse exposure, to global regions, countries, styles and sectors.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 1.11% |
| 5y Average Return | 7.69% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.65 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| GMOM | Category Average | GMOM | Category Average | GMOM | Category Average | |
| Alpha | -3.52 | -0.16 | 1.19 | 0.5 | -0.99 | -0.98 |
| BETA | 0.65 | 0.8 | 0.64 | 0.88 | 0.67 | 0.9 |
| Mean Annual Return | 0.11 | 0.4 | 0.59 | 0.63 | 0.34 | 0.43 |
| R-squared | 54.15 | 67.73 | 50.61 | 69.03 | 51.84 | 70.69 |
| Standard Deviation | 11.04 | 12.5 | 10.95 | 13.3 | 9.34 | 10.88 |
| Sharpe Ratio | -0.28 | 0 | 0.39 | 0.35 | 0.22 | 0.28 |
| Treynor Ratio | -5.71 | -1.28 | 6.13 | 4.32 | 2.54 | 2.74 |
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