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GVAL: Cambria Global Value ETF (ETF)
Basic Info 21.4 0.07(0.33%) March 28
Asset Class: | Foreign Small/Mid Value |
MyPlanIQ Rating: | (4%) |
Start Date: | 03/12/2014 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 6.63% |
Expenses | 0.70% |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/12/2014 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 0.7 | 14.7 | 4.0 | 3.0 | 1.7 | 1.9 | 13.3 | -8.0 | 10.6 | -8.5 | 17.2 | -14.3 | 29.5 | 17.2 | -8.1 | -19.2 |
Sharpe Ratio | NA | -0.61 | 0.66 | 0.07 | 0.05 | 0.03 | 0.04 | 0.61 | -0.39 | 0.78 | -0.25 | 1.27 | -1.01 | 2.57 | 0.88 | -0.43 | -1.57 |
Draw Down(%) | NA | 5.1 | 11.8 | 30.9 | 42.5 | 46.8 | 46.8 | 11.8 | 30.5 | 10.2 | 42.5 | 10.5 | 24.1 | 5.2 | 10.6 | 20.6 | 25.9 |
Standard Deviation(%) | NA | 11.7 | 13.7 | 17.9 | 21.6 | 19.1 | 19.1 | 15.0 | 24.0 | 13.7 | 34.7 | 12.5 | 15.6 | 11.3 | 19.3 | 18.8 | 14.7 |
Treynor Ratio | NA | -0.09 | 0.1 | 0.01 | 0.01 | 0.01 | 0.01 | 0.1 | -0.1 | 0.13 | -0.08 | 0.18 | -0.16 | 0.27 | 0.2 | -0.08 | -0.24 |
Alpha | NA | -0.08 | -0.01 | 0.0 | -0.02 | -0.01 | -0.01 | -0.01 | 0.01 | -0.01 | -0.03 | 0.0 | 0.04 | 0.0 | 0.04 | -0.05 | -0.06 |
Beta | NA | 0.83 | 0.89 | 0.91 | 0.97 | 0.96 | 0.96 | 0.91 | 0.95 | 0.81 | 1.03 | 0.89 | 0.95 | 1.06 | 0.85 | 1.07 | 0.96 |
RSquared | NA | 0.63 | 0.68 | 0.7 | 0.78 | 0.72 | 0.72 | 0.67 | 0.73 | 0.68 | 0.87 | 0.64 | 0.69 | 0.57 | 0.65 | 0.63 | 0.58 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/12/2014
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