Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/02/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMOM (Cambria Global Momentum ETF) | -0.42% | 3.18% | -0.43% | 6.99% | 3.50% | NA | NA | 3.83% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOM (Cambria Global Momentum ETF) | 11/04/2014 | 05/02/2025 |
The return data shown below all have the same latest date: 05/02/2025.
AR inception is since 11/04/2014.
AR inception is since 11/04/2014.
| 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 (%) | 0.10 | 3.18 | -0.43 | 6.99 | 3.50 | NA | NA | 3.83 | -0.42 | 6.75 | 0.65 | -2.82 | 19.13 | 2.42 | 8.24 | -9.61 | 20.67 | 4.57 | -8.54 | 1.69 |
| Sharpe Ratio | NA | -0.19 | -0.34 | 0.31 | 0.15 | NA | NA | 0.17 | -0.22 | 0.01 | -0.31 | -0.30 | 1.19 | 0.15 | 1.16 | -0.85 | 2.35 | 0.59 | -0.97 | 1.76 |
| Standard Deviation(%) | NA | 17.04 | 14.09 | 14.24 | 12.37 | NA | NA | 12.18 | 18.92 | 15.03 | 11.77 | 14.26 | 16.05 | 14.14 | 5.91 | 12.84 | 8.56 | 7.45 | 8.84 | 6.47 |
| Draw Down(%) | NA | 15.10 | 18.09 | 19.16 | 25.03 | NA | NA | 25.03 | 14.60 | 10.49 | 9.11 | 16.06 | 8.72 | 19.93 | 2.41 | 16.57 | 2.72 | 5.68 | 12.86 | 2.12 |
| Yield(%) | 0.00 | 1.86 | 2.16 | 3.15 | 2.41 | 1.73 | 1.29 | 2.59 | 0.00 | 2.27 | 3.54 | 2.37 | 3.91 | 1.25 | 2.73 | 1.68 | 2.40 | 1.83 | 1.68 | 1.10 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOM (Cambria Global Momentum ETF) |
-2.28%
Oct 2017 - Oct 2020 |
-0.41%
Mar 2015 - Mar 2020 |
3.39%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOM (Cambria Global Momentum ETF) |
11.84%
May 2019 - May 2022 |
8.20%
Mar 2017 - Mar 2022 |
3.80%
Jan 2015 - Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart