GAA Cambria Global Asset Allocation ETF
S&P Bal Eq & Bd Moderate TR USD

NAV as of 29-Nov-2022

27.3500

4 Week: 25.83 - 27.56

52 Week: 24.80 - 31.46

Latest Closing Price

27.56

Premium / Discount

0.03

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

Fund Manager:
CAMBRIA ETF TRUST
Asset Under Management:
43,726,898
Launch Date:
08/12/2014
Asset Class:
Allocation
Replication Method:
Not Applicable
Number of Holdings:
24
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
World / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-11.520.94-12.21
1 Day0.530.000.00
1 Week0.980.821.19
1 Month6.113.022.02
3 Months1.188.650.14
6 Months-5.5311.21-0.49
1 Year-10.9114.79-0.74
2 Years-2.0818.63-0.11
3 Years0.2627.090.01
5 Years1.1828.850.04
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.0000-3.86118.642215.2185-6.845115.13739.486610.4975
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.000064.00005.00005.000032.000064.000034.000056.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
22/09/202205/10/20220.3381
23/06/202207/07/20220.1479
27/03/202206/04/20220.7346
22/12/202105/01/20220.6447
23/09/202106/10/20210.4128
24/06/202107/07/20210.1843
25/03/202107/04/20210.0691
23/12/202006/01/20210.1828
25/06/202008/07/20200.2682
26/03/202008/04/20200.1480

Portfolio Data

Total Number of Holdings: 24

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 43,726,898

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Cambria Emerging Shareholder Yield ETF8.8103170,20405,445,251
2Vanguard Total Bond Market ETF7.722956,81704,773,196
3Cambria Sovereign Bond ETF7.5528184,32704,668,081
4Invesco Optm Yd Dvrs Cdty Stra No K1 ETF6.7045254,53104,143,765
5Cambria Shareholder Yield ETF6.079196,95203,757,220
6Cambria Global Value ETF5.3514141,61703,307,465
7Vanguard Total International Bond ETF4.773650,71902,950,324
8Vanguard Total Stock Market ETF4.501317,78802,782,043
9iShares Edge MSCI USA Momentum Fctr ETF4.465423,04102,759,851
10Cambria Foreign Shareholder Yield ETF4.4066116,18902,723,493

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant3.35
Large8.15
Medium16.86
Small12.87
Micro4.73

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

14.4794

Price/Book*

2.2328

Price/Sales*

1.5601

Price/Cash Flow*

8.4980

Dividend Yield*

2.7780

Growth Measures

Long-Term Earnings

11.0878

Historical Earnings

22.7160

Sales Growth

5.1149

Cash-Flow Growth

12.1098

Book-Value Growth

6.4405

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration6.61
Average Effective Maturity (Years)*9.38
Average Credit Quality11.00
Average Weighted Coupon*3.22
Average Weighted Price*86.68

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA41.65
AA6.62
A15.45
BBB17.18
BB11.54
B4.63
Below B1.17
Not Rated1.76

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years7.65
3 to 5 Years8.80
5 to 7 Years6.37
7 to 10 Years6.60
10 to 15 Years1.97
15 to 20 Years2.70
20 to 30 Years5.74
Over 30 Years0.46
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.03
183 to 364 Days0.48

Data Source: Morningstar

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