GMOM
Cambria Global Momentum ETF
S&P Bal Eq & Bd Moderate TR USD
NAV as of
4 Week: 27.02 - 28.11
52 Week: 26.73 - 33.07
Latest Closing Price
27.24
Premium / Discount
-0.49
Expense Ratio
1.11%
Investment Objective
The investment seeks to preserve and grow capital from investments in the U.S. and foreign equity, fixed income, commodity and currency markets, independent of market direction. The fund is considered a "fund of funds" that seeks to achieve its investment objective by primarily investing in other exchange-traded funds and other exchange traded products including, but not limited to, exchange-traded notes, exchange traded currency trusts, closed-end funds, and real estate investment trusts that offer diversified exposure, including inverse exposure, to global regions, countries, styles and sectors.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -3.82 | 0.78 | -4.93 |
| 1 Day | 0.80 | 0.00 | 0.00 |
| 1 Week | -1.67 | 1.93 | -0.87 |
| 1 Month | -1.17 | 2.84 | -0.41 |
| 3 Months | -2.27 | 6.34 | -0.36 |
| 6 Months | -5.78 | 8.43 | -0.69 |
| 1 Year | -14.77 | 11.79 | -1.25 |
| 2 Years | -10.05 | 20.88 | -0.48 |
| 3 Years | 17.81 | 24.46 | 0.73 |
| 5 Years | -0.92 | 29.12 | -0.03 |
| 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 | -8.5138 | 4.3077 | 20.5967 | -8.7241 | 8.0189 | 2.5562 | 18.3672 | -2.7675 |
| 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 | 88.0000 | 67.0000 | 7.0000 | 68.0000 | 98.0000 | 74.0000 | 15.0000 | 7.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 26/03/2023 | 05/04/2023 | 0.1832 |
| 22/12/2022 | 05/01/2023 | 0.2460 |
| 22/09/2022 | 05/10/2022 | 0.0129 |
| 23/06/2022 | 07/07/2022 | 0.1422 |
| 27/03/2022 | 06/04/2022 | 0.3113 |
| 22/12/2021 | 05/01/2022 | 0.5948 |
| 23/09/2021 | 06/10/2021 | 0.2473 |
| 24/06/2021 | 07/07/2021 | 0.1616 |
| 25/03/2021 | 07/04/2021 | 0.0153 |
| 23/12/2020 | 06/01/2021 | 0.1925 |
Portfolio Data
Total Number of Holdings: 14
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 171,070,252
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | iShares 7-10 Year Treasury Bond ETF | 6.9946 | 67,190 | 0 | 7,495,716 |
| 2 | iShares Residential Real Estate Capd ETF | 6.7454 | 91,852 | 0 | 7,228,752 |
| 3 | Invesco DB Precious Metals | 6.6794 | 169,700 | 0 | 7,157,946 |
| 4 | iShares iBoxx $ Invmt Grade Corp Bd ETF | 6.5431 | 55,260 | 0 | 7,011,941 |
| 5 | iShares 20+ Year Treasury Bond ETF | 6.5263 | 50,421 | 0 | 6,993,897 |
| 6 | Invesco Emerging Markets Sov Debt ETF | 6.3686 | 233,332 | 0 | 6,824,961 |
| 7 | Vanguard Real Estate ETF | 6.2294 | 71,307 | 0 | 6,675,761 |
| 8 | iShares Global Tech ETF | 6.2261 | 33,940 | 0 | 6,672,265 |
| 9 | Cambria Emerging Shareholder Yield ETF | 6.0768 | 203,553 | 0 | 6,512,169 |
| 10 | iShares 3-7 Year Treasury Bond ETF | 6.0547 | 51,370 | 0 | 6,488,545 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 19.80 |
| Large | 23.22 |
| Medium | 20.36 |
| Small | 7.94 |
| Micro | 0.62 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
10.1282
Price/Book*
1.3213
Price/Sales*
0.7998
Price/Cash Flow*
4.5359
Dividend Yield*
5.9221
Growth Measures
Long-Term Earnings
9.9532
Historical Earnings
22.0645
Sales Growth
13.5002
Cash-Flow Growth
12.2471
Book-Value Growth
7.8949
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 3.36 |
| Average Effective Maturity (Years)* | 9.82 |
| Average Credit Quality | 15.00 |
| Average Weighted Coupon* | 5.95 |
| Average Weighted Price* | 0 |
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 | 0.00 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 3.27 |
| BB | 54.96 |
| B | 27.49 |
| Below B | 7.58 |
| Not Rated | 6.70 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 2.99 |
| 3 to 5 Years | 2.46 |
| 5 to 7 Years | 1.88 |
| 7 to 10 Years | 1.38 |
| 10 to 15 Years | 0.67 |
| 15 to 20 Years | 0.50 |
| 20 to 30 Years | 0.46 |
| Over 30 Years | 0.05 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.14 |
| 183 to 364 Days | 0.39 |
Data Source: Morningstar
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