GAA
Cambria Global Asset Allocation ETF
S&P Bal Eq & Bd Moderate TR USD
NAV as of
4 Week: 26.54 - 27.58
52 Week: 24.80 - 30.49
Latest Closing Price
26.71
Premium / Discount
0.1
Expense Ratio
0.42%
Investment Objective
The investment seeks income and capital appreciation. Under normal market conditions, the fund invests at least 80% of its total assets in affiliated and unaffiliated exchange-traded funds ("ETFs") and other exchange-traded products ("ETPs") (collectively, "underlying vehicles") that provide exposure to various (i) investment asset classes, including equity and fixed income securities, real estate, commodities, and currencies, and (ii) factors such as value, momentum, and trend investing.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -0.76 | 0.83 | -0.92 |
| 1 Day | 0.05 | 0.00 | 0.00 |
| 1 Week | 0.13 | 1.11 | 0.12 |
| 1 Month | -1.56 | 2.85 | -0.55 |
| 3 Months | -0.93 | 6.98 | -0.13 |
| 6 Months | 4.13 | 10.42 | 0.40 |
| 1 Year | -12.15 | 15.16 | -0.80 |
| 2 Years | -12.54 | 18.85 | -0.66 |
| 3 Years | 20.69 | 23.82 | 0.87 |
| 5 Years | -2.27 | 29.40 | -0.08 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | -3.8611 | 8.6422 | 15.2185 | -6.8451 | 15.1373 | 9.4866 | 10.4975 | -8.2059 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 64.0000 | 5.0000 | 5.0000 | 32.0000 | 64.0000 | 34.0000 | 56.0000 | 26.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 22/12/2022 | 05/01/2023 | 0.4071 |
| 22/09/2022 | 05/10/2022 | 0.3381 |
| 23/06/2022 | 07/07/2022 | 0.1479 |
| 27/03/2022 | 06/04/2022 | 0.7346 |
| 22/12/2021 | 05/01/2022 | 0.6447 |
| 23/09/2021 | 06/10/2021 | 0.4128 |
| 24/06/2021 | 07/07/2021 | 0.1843 |
| 25/03/2021 | 07/04/2021 | 0.0691 |
| 23/12/2020 | 06/01/2021 | 0.1828 |
| 25/06/2020 | 08/07/2020 | 0.2682 |
Portfolio Data
Total Number of Holdings: 24
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 50,698,801
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Cambria Emerging Shareholder Yield ETF | 8.8103 | 170,204 | 0 | 5,445,251 |
| 2 | Vanguard Total Bond Market ETF | 7.7229 | 56,817 | 0 | 4,773,196 |
| 3 | Cambria Sovereign Bond ETF | 7.5528 | 184,327 | 0 | 4,668,081 |
| 4 | Invesco Optm Yd Dvrs Cdty Stra No K1 ETF | 6.7045 | 254,531 | 0 | 4,143,765 |
| 5 | Cambria Shareholder Yield ETF | 6.0791 | 96,952 | 0 | 3,757,220 |
| 6 | Cambria Global Value ETF | 5.3514 | 141,617 | 0 | 3,307,465 |
| 7 | Vanguard Total International Bond ETF | 4.7736 | 50,719 | 0 | 2,950,324 |
| 8 | Vanguard Total Stock Market ETF | 4.5013 | 17,788 | 0 | 2,782,043 |
| 9 | iShares Edge MSCI USA Momentum Fctr ETF | 4.4654 | 23,041 | 0 | 2,759,851 |
| 10 | Cambria Foreign Shareholder Yield ETF | 4.4066 | 116,189 | 0 | 2,723,493 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 2.93 |
| Large | 8.09 |
| Medium | 15.47 |
| Small | 14.04 |
| Micro | 5.35 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
17.0038
Price/Book*
2.7591
Price/Sales*
1.7770
Price/Cash Flow*
9.7050
Dividend Yield*
2.2513
Growth Measures
Long-Term Earnings
12.3341
Historical Earnings
16.2814
Sales Growth
10.8852
Cash-Flow Growth
8.0890
Book-Value Growth
5.5581
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 6.66 |
| Average Effective Maturity (Years)* | 9.33 |
| Average Credit Quality | 11.00 |
| Average Weighted Coupon* | 3.31 |
| Average Weighted Price* | 92.66 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 41.62 |
| AA | 6.76 |
| A | 15.43 |
| BBB | 17.43 |
| BB | 11.16 |
| B | 4.47 |
| Below B | 1.17 |
| Not Rated | 1.97 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 8.07 |
| 3 to 5 Years | 9.26 |
| 5 to 7 Years | 6.39 |
| 7 to 10 Years | 6.82 |
| 10 to 15 Years | 2.13 |
| 15 to 20 Years | 2.95 |
| 20 to 30 Years | 6.01 |
| Over 30 Years | 0.47 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.01 |
| 183 to 364 Days | 0.53 |
Data Source: Morningstar
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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