Cboe US - Delayed Quote USD

Cambria Emerging Shareholder Yield ETF (EYLD)

36.01 +0.01 (+0.03%)
At close: May 17 at 4:00 PM EDT
35.98 -0.03 (-0.08%)
After hours: May 17 at 4:09 PM EDT

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 and depositary receipts, issued by publicly listed companies in emerging foreign markets 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 15.57%
5y Average Return 10.12%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.87
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
EYLDCategory AverageEYLDCategory AverageEYLDCategory Average
Alpha 1.84 -5.08 2.98 -1.72 0 -0.69
BETA 0.87 0.94 1.02 0.99 0 1
Mean Annual Return 0.31 -0.28 0.79 0.39 0 0.36
R-squared 73.42 77.13 80.48 79.33 0 76.8
Standard Deviation 16.68 17.73 19.93 19.62 0 17.17
Sharpe Ratio 0.04 -0.35 0.37 0.13 0 0.16
Treynor Ratio -0.86 -8.01 5.48 0.66 0 1.33

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