Core Alternative ETF (CCOR)

27.54 -0.07  -0.25% NYSE Arca Feb 19, 16:59 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 27.59
Discount or Premium to NAV 0.06%
Turnover Ratio 21.00%
1 Year Fund Level Flows 26.02M
View All CCOR News

News

  • Wire
    Headline
    Time (ET)

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -1.97% -2.13% 0.82% 91
3M 0.22% 0.29% 3.51% 94
6M -1.14% -0.25% 8.87% 99
YTD -1.31% -1.09% 1.50% 94
1Y 4.77% 4.75% 10.95% 90
3Y -- -- 5.67% --
5Y -- -- 4.68% --
10Y -- -- 5.71% --
15Y -- -- 5.22% --
20Y -- -- 3.94% --
As of Feb. 18, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 2.33% 2.33% 0.00%
Stock 97.67% 97.67% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 17, 2019

Region Exposure

Americas 98.02%
North America 98.02%
Latin America 0.00%
Greater Europe 1.98%
United Kingdom 1.98%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets --
As of Dec. 17, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.31%
Communication Services 2.28%
Consumer Cyclical 6.14%
Consumer Defensive 17.45%
Energy 4.63%
Financial Services 17.82%
Healthcare 15.01%
Industrials 16.57%
Real Estate 0.00%
Technology 13.04%
Utilities 4.73%
As of Dec. 17, 2019

Stock Market Capitalization

Giant 54.28%
Large 37.39%
Medium 8.33%
Small 0.00%
Micro 0.00%
As of Dec. 17, 2019

Stock Style Exposure

Large Cap Value 35.44%
Large Cap Blend 47.42%
Large Cap Growth 8.81%
Mid Cap Value 4.02%
Mid Cap Blend 2.09%
Mid Cap Growth 2.22%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Dec. 17, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AAPL Apple Inc 2.53% 323.42 +1.39%
JPM JPMorgan Chase & Co 2.43% 137.49 +1.36%
AMGN Amgen Inc 2.41% 223.11 +0.64%
MSFT Microsoft Corp 2.37% 187.25 +0.01%
SYY Sysco Corp 2.33% 76.21 -0.81%
NEE NextEra Energy Inc 2.32% 275.10 -2.46%
SO Southern Co 2.30% 68.94 -0.66%
DG Dollar General Corp 2.27% 163.84 +1.32%
USB U.S. Bancorp 2.26% 54.75 +0.61%
LMT Lockheed Martin Corp 2.26% 434.55 -0.23%
As of Dec. 17, 2019
Advertisement

Basic Info

Investment Strategy
The investment seeks capital appreciation and capital preservation with a low correlation to the broader U.S. equity market. Under normal market conditions, at least 80% of the value of the fund's net assets (plus borrowings for investment purposes) will be invested in equity securities. It invests primarily in U.S. equity securities that tend to offer current dividends. The fund focuses on high-quality companies that have prospects for long-term total returns as a result of their ability to grow earnings and their willingness to increase dividends over time.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Options-based
Prospectus Objective Growth and Income
Fund Owner Firm Name CAMBRIA ETF TRUST
Benchmark Index
S&P 500 TR USD 100.0%
Reports
One Page Report Download

Net Fund Flows

1M -1.384M
3M 5.574M
6M 11.06M
YTD -1.384M
1Y 26.02M
3Y --
5Y --
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 5.27%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.144
30-Day Rolling Volatility 5.47%
Daily Value at Risk (VaR) 1% (All) 1.04%
Monthly Value at Risk (VaR) 1% (All) 2.48%

Fundamentals

Dividend Yield TTM (2-19-20) 0.74%
30-Day SEC Yield (11-29-19) 1.45%
7-Day SEC Yield --
Weighted Average PE Ratio 21.08
Weighted Average Price to Sales Ratio 2.395
Weighted Average Price to Book Ratio 3.574
Weighted Median ROE 29.31%
Weighted Median ROA 8.84%
Forecasted Dividend Yield 2.50%
Forecasted PE Ratio 18.55
Forecasted Price to Sales Ratio 2.355
Forecasted Price to Book Ratio 3.741
Number of Holdings 49
As of Dec. 17, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.80%
Forecasted Book Value Growth 3.53%
Forecasted Cash Flow Growth 12.98%
Forecasted Earnings Growth 12.42%
Forecasted Revenue Growth 6.29%
As of Dec. 17, 2019

Comparables

Edit

Attributes

Key Dates
Inception Date 5/23/2017
Termination Date
Last Annual Report Date 4/30/2019
Last Prospectus Date 9/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.