Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAA (Cambria Global Asset Allocation ETF) | 7.13% | 8.45% | 8.39% | 7.46% | 5.63% | NA | NA | 5.64% |
Data as of 07/03/2025, AR inception is 12/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAA (Cambria Global Asset Allocation ETF) | 12/10/2014 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.79 | 8.45 | 8.39 | 7.46 | 5.63 | NA | NA | 5.64 | 7.13 | 6.64 | 7.68 | -8.48 | 11.19 | 9.09 | 15.11 | -7.74 | 15.10 | 8.55 | -4.10 | -0.36 |
| Sharpe Ratio | NA | 0.56 | 0.36 | 0.49 | 0.37 | NA | NA | 0.36 | 0.96 | 0.01 | 0.30 | -0.70 | 0.98 | 0.45 | 2.48 | -1.13 | 2.93 | 1.03 | -0.56 | -0.73 |
| Standard Deviation(%) | NA | 10.24 | 11.32 | 11.65 | 11.06 | NA | NA | 10.87 | 11.26 | 9.49 | 11.41 | 14.23 | 11.43 | 19.72 | 5.53 | 8.02 | 4.96 | 8.07 | 7.40 | 8.70 |
| Draw Down(%) | NA | 8.54 | 9.77 | 18.47 | 26.57 | NA | NA | 26.57 | 7.90 | 4.47 | 8.74 | 17.50 | 5.95 | 26.57 | 3.25 | 12.63 | 2.36 | 4.85 | 9.64 | 2.21 |
| Yield(%) | 0.00 | 1.90 | 3.61 | 4.23 | 3.66 | 2.50 | 1.87 | 3.75 | 0.00 | 4.01 | 3.79 | 5.25 | 4.48 | 2.87 | 3.70 | 2.08 | 2.64 | 2.60 | 2.34 | 0.56 |
Data as of 07/03/2025, AR inception is 12/10/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAA (Cambria Global Asset Allocation ETF) |
-1.13%
Mar 2017 - Mar 2020 |
0.65%
Mar 2015 - Mar 2020 |
4.68%
Apr 2015 - Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAA (Cambria Global Asset Allocation ETF) |
11.77%
Dec 2018 - Dec 2021 |
9.53%
Mar 2020 - Mar 2025 |
5.55%
Jun 2015 - Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart