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GMOM: Cambria Global Momentum ETF (ETF)
Basic Info 29.24 0.15(0.51%) January 27
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (2%) |
| Start Date: | 11/05/2014 |
| Last Dividend Date: | 12/23/2022 |
| 12-Mo. Yield | 1.08% |
| Expenses | - |
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Performance Analytics (As of 01/27/2023)
| Last 1 Week* | YTD*(2023) | 1 Yr | 3 Yr | 5 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 0.6 | 3.2 | 2.2 | 8.4 | 3.1 | 4.7 | -1.4 | 22.6 | 2.3 | 8.2 | -9.6 | 20.7 | 4.4 | -8.5 | 1.6 |
| SR | NA | 5.23 | 0.04 | 0.52 | 0.17 | 0.35 | -0.2 | 1.4 | 0.15 | 1.15 | -0.85 | 2.35 | 0.57 | -0.97 | 1.65 |
| DD(%) | NA | 1.2 | 15.6 | 19.9 | 25.0 | 25.0 | 15.6 | 8.7 | 19.9 | 2.4 | 16.6 | 2.7 | 5.7 | 12.9 | 2.1 |
| SD(%) | NA | 10.2 | 14.1 | 14.9 | 13.2 | 11.5 | 14.4 | 16.1 | 14.1 | 5.9 | 12.8 | 8.6 | 7.4 | 8.8 | 6.6 |
| TR | NA | 0.85 | 0.02 | 1.84 | 0.42 | 0.6 | -0.08 | 0.18 | 1.24 | 0.27 | -0.12 | 0.12 | 0.09 | -0.11 | 0.15 |
| Alpha(%) | NA | -0.01 | 0.02 | 0.04 | 0.01 | 0.02 | 0.02 | 0.05 | 0.02 | 0.01 | -0.01 | -0.01 | 0.01 | -0.03 | 0.04 |
| Beta(%) | NA | 0.63 | 0.36 | 0.04 | 0.05 | 0.07 | 0.34 | 1.24 | 0.02 | 0.26 | 0.94 | 1.7 | 0.47 | 0.8 | 0.73 |
| RS | NA | 0.4 | 0.15 | 0.02 | 0.02 | 0.03 | 0.13 | 0.49 | 0.01 | 0.06 | 0.39 | 0.61 | 0.29 | 0.55 | 0.66 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/05/2014
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