Cambria Global Value ETF (GVAL)

18.22 +0.08  +0.44% BATS Jul 15, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 18.27
Discount or Premium to NAV -0.27%
Turnover Ratio 25.00%
1 Year Fund Level Flows -15.48M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.67% 3.54% 3.58% 61
3M 16.10% 15.48% 15.08% 97
6M -23.65% -23.28% -13.36% 97
YTD -22.98% -22.67% -13.82% 97
1Y -21.60% -21.34% -6.54% 100
3Y -6.50% -6.22% -2.51% 90
5Y 0.71% 0.59% 1.37% 71
10Y -- -- 4.29% --
15Y -- -- 4.75% --
20Y -- -- 7.88% --
As of July 15, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 2.71% 2.71% 0.00%
Stock 97.29% 97.29% 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 March 31, 2020

Region Exposure

Americas 9.08%
North America 0.00%
Latin America 9.08%
Greater Europe 82.83%
United Kingdom 7.82%
Europe Developed 45.73%
Europe Emerging 29.28%
Africa/Middle East 0.00%
Greater Asia 8.09%
Japan 0.00%
Australasia 0.00%
Asia Developed 8.09%
Asia Emerging 0.00%
Market Classification
% Developed Markets 61.64%
% Emerging Markets 38.36%
As of March 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 15.36%
Communication Services 5.38%
Consumer Cyclical 3.06%
Consumer Defensive 7.60%
Energy 13.92%
Financial Services 28.91%
Healthcare 0.00%
Industrials 8.99%
Real Estate 2.03%
Technology 0.00%
Utilities 14.76%
As of March 31, 2020

Stock Market Capitalization

Giant 14.18%
Large 25.40%
Medium 29.91%
Small 26.07%
Micro 4.44%
As of March 31, 2020

Stock Style Exposure

Large Cap Value 29.80%
Large Cap Blend 10.85%
Large Cap Growth 0.00%
Mid Cap Value 17.36%
Mid Cap Blend 11.47%
Mid Cap Growth 0.98%
Small Cap Value 14.03%
Small Cap Blend 14.69%
Small Cap Growth 0.83%
As of March 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
COR Corticeira Amorim SGPS SA 3.78% -- --
ENEL Enel SpA 2.11% -- --
IBE Iberdrola SA 1.94% -- --
ANA Acciona SA 1.76% -- --
EDP EDP - Energias de Portugal SA 1.67% -- --
JBSS3 JBS SA 1.62% -- --
SIBN Gazprom Neft PJSC 1.60% -- --
TABAK Philip Morris CR AS 1.58% -- --
MOH Motor Oil (Hellas) Corinth Refineries SA 1.47% -- --
KARE Karelia Tobacco Co Inc SA Bearer Shares 1.46% -- --
As of March 31, 2020
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Basic Info

Investment Strategy
The investment seeks income and capital appreciation. The fund is actively managed and seeks to achieve its investment objective by investing, under normal market conditions, at least 80% of its total assets in equity securities, including common stock and depositary receipts, issued by publicly listed companies in developed and emerging markets that exhibit strong value characteristics according to a proprietary rules-based quantitative algorithm developed by the fund's investment adviser, Cambria Investment Management, L.P. ("Cambria" or the "Adviser").
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Value
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Foreign Small/Mid Value
Prospectus Objective Growth and Income
Fund Owner Firm Name CAMBRIA ETF TRUST
Benchmark Index
MSCI ACWI NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Mebane Faber 6.31 yrs

Net Fund Flows

1M 0.00
3M -9.071M
6M -17.12M
YTD -17.12M
1Y -15.48M
3Y 11.68M
5Y 46.73M
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) 1.171
Max Drawdown (All) 46.84%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.1627
30-Day Rolling Volatility 28.59%
Daily Value at Risk (VaR) 1% (All) 3.23%
Monthly Value at Risk (VaR) 1% (All) 24.29%

Fundamentals

Dividend Yield TTM (7-15-20) 3.54%
30-Day SEC Yield (6-30-20) 4.28%
7-Day SEC Yield --
Weighted Average PE Ratio 6.242
Weighted Average Price to Sales Ratio 0.5391
Weighted Average Price to Book Ratio 0.7481
Weighted Median ROE 13.09%
Weighted Median ROA 4.20%
Forecasted Dividend Yield 6.87%
Forecasted PE Ratio 5.874
Forecasted Price to Sales Ratio 0.5283
Forecasted Price to Book Ratio 0.7543
Number of Holdings 128
As of March 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.62%
Forecasted Book Value Growth 3.44%
Forecasted Cash Flow Growth 4.79%
Forecasted Earnings Growth -0.62%
Forecasted Revenue Growth 3.64%
As of March 31, 2020

Comparables

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Attributes

Key Dates
Inception Date 3/11/2014
Termination Date
Last Annual Report Date 4/30/2020
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
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