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GAA: Cambria Global Asset Allocation ETF (ETF)
Basic Info 28.76 0.31(1.09%) April 26
Asset Class: | World Allocation |
MyPlanIQ Rating: | (1%) |
Start Date: | 12/10/2014 |
Last Dividend Date: | 03/22/2024 |
12-Mo. Yield | 3.81% |
Expenses | 0.42% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 12/10/2014 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 4.4 | 12.5 | 1.4 | 5.6 | 4.9 | 7.7 | -9.0 | 11.1 | 8.4 | 15.1 | -7.7 | 15.1 | 8.6 | -4.1 | -0.4 |
Sharpe Ratio | NA | 0.59 | 0.5 | -0.08 | 0.27 | 0.33 | 0.31 | -0.73 | 0.97 | 0.41 | 2.48 | -1.13 | 2.93 | 1.03 | -0.56 | -0.73 |
Draw Down(%) | NA | 3.5 | 7.1 | 18.5 | 26.6 | 26.6 | 8.7 | 17.5 | 6.0 | 26.6 | 3.2 | 12.6 | 2.4 | 4.9 | 9.6 | 2.2 |
Standard Deviation(%) | NA | 10.1 | 10.5 | 12.3 | 13.5 | 11.0 | 11.4 | 14.2 | 11.5 | 19.8 | 5.5 | 8.0 | 5.0 | 8.1 | 7.4 | 8.7 |
Treynor Ratio | NA | 0.08 | 0.06 | -0.02 | 0.07 | 0.06 | 0.05 | -0.18 | 0.16 | 0.19 | 0.25 | -0.14 | 0.17 | 0.11 | -0.05 | -0.08 |
Alpha | NA | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 | -0.01 | 0.0 | 0.03 | 0.0 | 0.02 | -0.01 | 0.01 | 0.02 | -0.01 | -0.04 |
Beta | NA | 0.72 | 0.81 | 0.63 | 0.55 | 0.59 | 0.71 | 0.59 | 0.68 | 0.44 | 0.54 | 0.64 | 0.85 | 0.75 | 0.8 | 0.8 |
RSquared | NA | 0.35 | 0.39 | 0.34 | 0.25 | 0.31 | 0.28 | 0.4 | 0.29 | 0.15 | 0.33 | 0.46 | 0.45 | 0.62 | 0.77 | 0.83 |
Yield(%) | N/A | 1.2 | 4.0 | 4.3 | 4.2 | N/A | 3.8 | 4.8 | 4.4 | 2.3 | 3.7 | 2.1 | 2.7 | 2.6 | 2.4 | 0.6 |
Dividend Growth(%) | N/A | -68.6 | -2.8 | 92.9 | N/A | N/A | -29.1 | 13.8 | 100.0 | -28.6 | 59.6 | -12.3 | 10.2 | 1.7 | 314.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/10/2014
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