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Cambria Shareholder Yield ETF (SYLD)

75.25 -0.32 (-0.42%)
As of 12:36 PM EST. Market Open.

ETF Summary

The fund is actively managed and seeks to achieve its investment objective by investing, under normal market conditions, at least 80% of its total assets in equity securities, including common stock, issued by U.S.-based publicly listed companies that provide high "shareholder yield." Its investment adviser, Cambria Investment Management, L.P. ("Cambria" or the "Adviser"), defines "shareholder yield" as the totality of returns realized by an investor from a company’s cash payments for dividends, buybacks and debt paydowns.

Risk Overview

Performance & Risk

YTD Return 13.73%
5y Average Return 16.87%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SYLDCategory AverageSYLDCategory AverageSYLDCategory Average
Alpha -1.78 -1.74 0.22 -4.24 -2.01 -4.4
BETA 1 0.94 1.18 1.06 1.16 1.05
Mean Annual Return 0.7 0.67 1.54 1.03 1.11 0.81
R-squared 62.52 71.64 63.91 75.4 68.5 76.59
Standard Deviation 21.68 19.12 26.53 21.96 21.33 18.33
Sharpe Ratio 0.21 0.22 0.6 0.45 0.54 0.43
Treynor Ratio 2.31 2.64 11.5 7.51 8.46 6.21

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