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GMOM: Cambria Global Momentum ETF (ETF)
Basic Info 24.25 0.03(0.12%) October 21
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (18%) |
| Start Date: | 11/05/2014 |
| Last Dividend Date: | 06/26/2020 |
| 12-Mo. Yield | 1.99% |
| Expenses | - |
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Performance Analytics (As of 10/21/2020)
Not up-to-date? Try| Last 1 Week* | YTD*(2020) | 1 Yr | 3 Yr | 5 Yr | Inception** | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | -0.3 | -5.1 | -3.5 | -1.5 | 2.6 | 1.4 | 8.2 | -9.6 | 20.7 | 4.4 | -8.5 | 1.6 |
| SR | NA | -0.38 | -0.2 | -0.21 | 0.2 | 0.09 | 1.15 | -0.85 | 2.35 | 0.57 | -0.97 | 1.65 |
| DD(%) | NA | 19.9 | 19.9 | 25.0 | 25.0 | 25.0 | 2.4 | 16.6 | 2.7 | 5.7 | 12.9 | 2.1 |
| SD(%) | NA | 15.0 | 13.6 | 11.4 | 10.1 | 10.0 | 5.9 | 12.8 | 8.6 | 7.4 | 8.8 | 6.6 |
| TR | NA | -0.17 | -0.08 | -0.05 | 0.04 | 0.02 | 0.27 | -0.12 | 0.12 | 0.09 | -0.11 | 0.15 |
| Alpha(%) | NA | -0.04 | -0.03 | -0.02 | 0.0 | -0.01 | 0.01 | -0.01 | -0.01 | 0.01 | -0.03 | 0.04 |
| Beta(%) | NA | 0.34 | 0.34 | 0.45 | 0.49 | 0.53 | 0.26 | 0.94 | 1.7 | 0.47 | 0.8 | 0.73 |
| RS | NA | 0.18 | 0.18 | 0.2 | 0.23 | 0.26 | 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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Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See World Allocation Asset Class Trend Rankings |
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