GAA
Cambria Global Asset Allocation ETF
NAV as of
4 Week: 26.06 - 27.12
52 Week: 25.54 - 28.80
Latest Closing Price
27.12
Premium / Discount
0.02
Expense Ratio
0.43%
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 | 0.72 | 1.06 |
1 Day | 0.48 | 0.00 | 0.00 |
1 Week | 0.95 | 1.06 | 0.90 |
1 Month | 4.71 | 2.90 | 1.62 |
3 Months | 1.34 | 4.94 | 0.27 |
6 Months | 2.49 | 7.39 | 0.34 |
1 Year | -1.46 | 11.55 | -0.13 |
2 Years | -11.03 | 18.70 | -0.59 |
3 Years | -4.57 | 21.88 | -0.21 |
5 Years | 5.44 | 30.09 | 0.18 |
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 | -8.6954 |
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 | 29.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
21/09/2023 | 04/10/2023 | 0.1257 |
22/06/2023 | 05/07/2023 | 0.3263 |
26/03/2023 | 05/04/2023 | 0.3280 |
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 |
Portfolio Data
Total Number of Holdings: 25
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 51,663,573
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 | 3.30 |
Large | 8.53 |
Medium | 16.22 |
Small | 13.88 |
Micro | 3.63 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
16.7567
Price/Book*
3.0686
Price/Sales*
1.9717
Price/Cash Flow*
11.7497
Dividend Yield*
1.9673
Growth Measures
Long-Term Earnings
10.8619
Historical Earnings
14.8338
Sales Growth
11.1574
Cash-Flow Growth
8.0030
Book-Value Growth
5.1704
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 6.24 |
Average Effective Maturity (Years)* | 9.08 |
Average Credit Quality | 11.00 |
Average Weighted Coupon* | 3.54 |
Average Weighted Price* | 89.50 |
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 | 40.72 |
AA | 6.92 |
A | 15.18 |
BBB | 17.28 |
BB | 10.82 |
B | 4.70 |
Below B | 1.17 |
Not Rated | 3.21 |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
1 to 3 Years | 8.31 |
3 to 5 Years | 8.74 |
5 to 7 Years | 6.30 |
7 to 10 Years | 6.41 |
10 to 15 Years | 2.06 |
15 to 20 Years | 2.76 |
20 to 30 Years | 5.25 |
Over 30 Years | 0.40 |
1 to 7 Days | 0.00 |
8 to 30 Days | 0.00 |
31 to 90 Days | 0.00 |
91 to 182 Days | 1.67 |
183 to 364 Days | 0.45 |
Data Source: Morningstar
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