GMOM
Cambria Global Momentum ETF
$28.82
-0.04 (-0.14%)
Currency in USD / Last Updated: 7/9/2024
| Category | Tactical |
|---|---|
| Market Cap | 136.895M |
| 52 Week High | 29.459 |
| 52 Week Low | 25.591 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0106 |
Overview
| 52 Week High | 29.46 |
|---|---|
| 52 Week Low | 25.59 |
| Market Cap | 136.90M |
| Shares Outstanding | 4.75M |
| Income Dividend Yield | 2.28% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.28% |
Returns Annualized
| One Day | -29.52% |
|---|---|
| Five Days | 117.31% |
| One Months | 2.17% |
| Three Months | -4.53% |
| Six Months | 14.38% |
| Nine Months | 14.60% |
| One Year | 6.87% |
| Three Years | 1.81% |
| Five Years | 5.47% |
| Ten Years | -999 |
| YTD | 11.04% |
| Since Inception | 3.90% |
Returns Total
| One Day | -0.14% |
|---|---|
| Five Days | 1.55% |
| One Month | 0.17% |
| Three Months | -1.13% |
| Six Months | 6.83% |
| Nine Months | 10.63% |
| One Year | 6.87% |
| Three Years | 5.51% |
| Five Years | 30.40% |
| Ten Years | -999 |
| YTD | 5.54% |
| Since Inception | 44.64% |
Yearly Returns
| 2024 | 5.54% |
|---|---|
| 2023 | 0.66% |
| 2022 | -2.80% |
| 2021 | 19.11% |
| 2020 | 2.44% |
| 2019 | 8.22% |
| 2018 | -9.61% |
| 2017 | 20.66% |
| 2016 | 4.58% |
| 2015 | -8.54% |
Risk against SP-DA
| Alpha | -13.75% |
|---|---|
| Beta | 0.65 |
| Correlation | 59.75% |
| Downside Deviation | 2.49% |
| Coefficient of determination | 35.70% |
| Standard Deviation | 3.52% |
| Sharpe Ratio | -1.79 |
| Sortino | -8.78 |
| Treynor | 2.29 |
| Ulcer Index | 4.41 |
| Ulcer Performance Index | -4.95 |