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GMOM: Cambria Global Momentum ETF (ETF)
Basic Info 29.98 0.02(0.07%) July 14
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (2%) |
| Start Date: | 11/04/2014 |
| Last Dividend Date: | 06/24/2025 |
| 12-Mo. Yield | 3.75% |
| Expenses | 1.11% |
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Performance Analytics (As of 07/11/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/04/2014 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.2 | 6.7 | 7.5 | 4.2 | 7.8 | 4.6 | 4.3 | 6.8 | 0.7 | -2.8 | 19.1 | 2.4 | 8.2 | -9.6 | 20.7 | 4.6 | -8.5 | 1.7 |
| Sharpe Ratio | NA | 0.65 | 0.26 | 0.05 | 0.41 | 0.25 | 0.24 | 0.21 | -0.26 | -0.3 | 1.19 | 0.15 | 1.14 | -0.86 | 2.35 | 0.59 | -0.97 | 1.76 |
| Draw Down(%) | NA | 13.2 | 13.7 | 13.7 | 19.2 | 25.0 | 25.0 | 10.5 | 9.1 | 16.1 | 8.7 | 19.9 | 2.4 | 16.6 | 2.7 | 5.7 | 12.9 | 2.1 |
| Standard Deviation(%) | NA | 15.7 | 16.5 | 13.3 | 14.2 | 12.3 | 12.1 | 15.0 | 11.8 | 14.3 | 16.0 | 14.1 | 5.9 | 12.8 | 8.6 | 7.4 | 8.8 | 6.5 |
| Treynor Ratio | NA | 0.1 | 0.04 | 0.01 | 0.07 | 0.04 | 0.04 | 0.03 | -0.03 | -0.1 | 0.14 | 0.05 | 0.26 | -0.12 | 0.12 | 0.09 | -0.11 | 0.16 |
| Alpha | NA | -0.03 | -0.01 | -0.02 | 0.01 | 0.0 | 0.0 | -0.01 | -0.04 | 0.02 | 0.04 | -0.02 | 0.01 | -0.01 | -0.01 | 0.01 | -0.03 | 0.04 |
| Beta | NA | 1.03 | 1.0 | 0.79 | 0.83 | 0.7 | 0.7 | 1.01 | 1.03 | 0.41 | 1.39 | 0.46 | 0.26 | 0.94 | 1.7 | 0.48 | 0.81 | 0.72 |
| RSquared | NA | 0.67 | 0.56 | 0.41 | 0.41 | 0.36 | 0.36 | 0.46 | 0.53 | 0.18 | 0.59 | 0.37 | 0.07 | 0.39 | 0.61 | 0.3 | 0.56 | 0.67 |
| Yield(%) | N/A | 2.3 | 3.7 | 2.9 | 3.5 | 2.7 | N/A | 2.3 | 3.5 | 2.4 | 3.9 | 1.2 | 2.7 | 1.7 | 2.4 | 1.8 | 1.7 | 1.1 |
| Dividend Growth(%) | N/A | 6.5 | 65.1 | 15.1 | 77.9 | N/A | N/A | -37.9 | 40.0 | -29.8 | 216.9 | -52.0 | 43.8 | -17.6 | 37.0 | -3.4 | 55.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/04/2014
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