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VAMO: Cambria Value and Momentum ETF (ETF)
Basic Info 29.87 0.2(0.67%) March 28
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (1%) |
Start Date: | 09/09/2015 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.88% |
Expenses | 0.59% |
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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 | Since 09/09/2015 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.4 | 6.0 | 21.0 | 10.2 | 8.9 | 3.1 | 5.6 | 8.5 | 32.1 | -4.9 | -4.6 | -11.4 | 3.8 | 5.0 | -7.3 |
Sharpe Ratio | NA | 1.1 | 1.09 | 0.32 | 0.32 | 0.09 | 0.09 | 0.33 | 1.19 | -0.16 | -0.51 | -0.99 | 0.29 | 0.53 | -2.35 |
Draw Down(%) | NA | 2.7 | 6.1 | 17.3 | 26.6 | 41.8 | 14.1 | 14.8 | 13.8 | 26.3 | 12.8 | 18.8 | 5.8 | 5.5 | 8.4 |
Standard Deviation(%) | NA | 12.4 | 13.9 | 20.9 | 22.6 | 18.7 | 15.2 | 21.8 | 27.0 | 31.2 | 11.8 | 12.9 | 11.1 | 9.0 | 9.2 |
Treynor Ratio | NA | 0.34 | 0.31 | 0.16 | 0.15 | 0.04 | 0.03 | 0.34 | 0.25 | -0.1 | -0.1 | -0.43 | 0.05 | 0.22 | -1.98 |
Alpha | NA | -0.01 | 0.0 | 0.02 | 0.01 | -0.01 | -0.03 | 0.05 | 0.0 | -0.05 | -0.09 | -0.04 | -0.04 | 0.01 | -0.1 |
Beta | NA | 0.4 | 0.49 | 0.41 | 0.48 | 0.44 | 0.44 | 0.21 | 1.26 | 0.49 | 0.61 | 0.3 | 0.65 | 0.22 | 0.11 |
RSquared | NA | 0.13 | 0.17 | 0.12 | 0.21 | 0.19 | 0.15 | 0.06 | 0.39 | 0.3 | 0.42 | 0.15 | 0.15 | 0.11 | 0.03 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/09/2015
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