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
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
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.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
