Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOVB (Cambria Sovereign Bond ETF) | NA | -7.28% | -11.17% | -5.23% | NA | NA | NA | … | … |
Data as of 01/29/2024, Common starting date is 02/23/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOVB (Cambria Sovereign Bond ETF) | 02/23/2016 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.66 | -7.28 | -11.17 | -5.23 | NA | NA | NA | … | … | -0.47 | -9.40 | -5.29 | -19.82 | 6.09 | 7.47 | -7.27 | 11.74 | 8.15 |
| Sharpe Ratio | NA | -0.98 | -0.57 | -0.31 | NA | NA | NA | … | … | -0.82 | -1.10 | -0.25 | -0.74 | 0.22 | 1.05 | -0.71 | 1.16 | 0.88 |
| Standard Deviation(%) | NA | 12.41 | 22.98 | 21.66 | NA | NA | NA | … | … | 11.89 | 12.55 | 26.72 | 26.73 | 26.96 | 5.80 | 12.03 | 9.65 | 10.54 |
| Draw Down(%) | NA | 11.09 | 32.61 | 32.74 | NA | NA | NA | … | … | 1.55 | 11.09 | 17.48 | 20.72 | 25.40 | 5.37 | 16.15 | 5.05 | 7.55 |
| Yield(%) | 0.00 | 1.52 | 0.38 | 1.39 | 2.14 | 1.43 | 1.07 | … | … | 0.00 | 1.48 | 0.00 | 0.00 | 0.67 | 5.23 | 4.11 | 6.02 | 3.44 |
Data as of 01/29/2024, Common starting date is 02/23/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOVB (Cambria Sovereign Bond ETF) |
-11.52%
Dec 2020 – Dec 2023 |
-5.50%
Jan 2018 – Jan 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOVB (Cambria Sovereign Bond ETF) |
3.65%
Dec 2016 – Dec 2019 |
2.61%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart