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GMOM: Cambria Global Momentum ETF (ETF)
Basic Info 30.32 0.13(0.43%) December 02
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (2%) |
| Start Date: | 11/04/2014 |
| Last Dividend Date: | 09/23/2024 |
| 12-Mo. Yield | 3.66% |
| Expenses | 1.11% |
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Performance Analytics (As of 12/02/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/04/2014 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 12.4 | 16.4 | 4.1 | 6.4 | 4.3 | 4.4 | 0.7 | -2.8 | 19.1 | 2.4 | 8.2 | -9.6 | 20.7 | 4.6 | -8.5 | 1.7 |
| Sharpe Ratio | NA | 0.48 | 0.66 | 0.02 | 0.29 | 0.23 | 0.24 | -0.31 | -0.3 | 1.19 | 0.15 | 1.16 | -0.85 | 2.35 | 0.59 | -0.97 | 1.76 |
| Draw Down(%) | NA | 10.5 | 10.5 | 19.2 | 19.9 | 25.0 | 25.0 | 9.1 | 16.1 | 8.7 | 19.9 | 2.4 | 16.6 | 2.7 | 5.7 | 12.9 | 2.1 |
| Standard Deviation(%) | NA | 15.1 | 14.8 | 13.9 | 14.2 | 11.9 | 11.9 | 11.8 | 14.3 | 16.0 | 14.1 | 5.9 | 12.8 | 8.6 | 7.4 | 8.8 | 6.5 |
| Treynor Ratio | NA | 0.07 | 0.09 | 0.0 | 0.07 | 0.04 | 0.05 | -0.03 | -0.12 | 0.16 | 0.06 | 0.26 | -0.12 | 0.12 | 0.09 | -0.11 | 0.16 |
| Alpha | NA | 0.02 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | -0.04 | 0.01 | 0.04 | -0.02 | 0.01 | -0.01 | -0.01 | 0.01 | -0.03 | 0.04 |
| Beta | NA | 1.07 | 1.08 | 0.65 | 0.59 | 0.62 | 0.62 | 1.04 | 0.34 | 1.22 | 0.37 | 0.26 | 0.94 | 1.7 | 0.48 | 0.81 | 0.72 |
| RSquared | NA | 0.47 | 0.49 | 0.29 | 0.27 | 0.29 | 0.29 | 0.54 | 0.13 | 0.48 | 0.22 | 0.07 | 0.39 | 0.61 | 0.3 | 0.56 | 0.67 |
| Yield(%) | N/A | 2.0 | 3.7 | 3.3 | 3.1 | 2.5 | N/A | 3.5 | 2.4 | 3.9 | 1.3 | 2.7 | 1.7 | 2.4 | 1.8 | 1.7 | 1.1 |
| Dividend Growth(%) | N/A | -44.9 | 24.0 | 72.1 | 50.7 | N/A | N/A | 39.9 | -30.1 | 216.9 | -51.7 | 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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See World Allocation Asset Class Trend Rankings |
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