Cambria Value and Momentum ETF (VAMO)

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19.84 +0.27  +1.35% BATS Oct 11, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 19.82
Discount or Premium to NAV 0.12%
Turnover Ratio 89.00%
1 Year Fund Level Flows -22.15M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -1.28% -1.29% -1.04% 72
3M -2.25% -2.98% -1.78% 89
6M -4.57% -5.01% -0.51% 92
YTD -8.51% -9.44% 6.59% 100
1Y -15.55% -15.45% 0.29% 98
3Y -4.57% -4.23% 4.19% 100
5Y -- -- 3.03% --
10Y -- -- 4.75% --
15Y -- -- 4.74% --
20Y -- -- 5.01% --
As of Oct. 11, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 15.11% 15.11% 0.00%
Stock 84.89% 166.2% 81.35%
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 Oct. 10, 2019

Region Exposure

Americas 100.0%
North America 94.58%
Latin America 5.42%
Greater Europe 0.00%
United Kingdom 0.00%
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 98.62%
% Emerging Markets 1.38%
As of Oct. 10, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.41%
Communication Services 0.90%
Consumer Cyclical 27.29%
Consumer Defensive 5.47%
Energy 6.14%
Financial Services 22.31%
Healthcare 1.63%
Industrials 21.93%
Real Estate 0.00%
Technology 7.53%
Utilities 1.38%
As of Oct. 10, 2019

Stock Market Capitalization

Giant 1.89%
Large 8.55%
Medium 35.25%
Small 45.45%
Micro 8.87%
As of Oct. 10, 2019

Stock Style Exposure

Large Cap Value 8.05%
Large Cap Blend 0.88%
Large Cap Growth 2.12%
Mid Cap Value 15.11%
Mid Cap Blend 15.98%
Mid Cap Growth 4.76%
Small Cap Value 22.22%
Small Cap Blend 18.79%
Small Cap Growth 12.08%
As of Oct. 10, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- E-mini S&P 500 Dec19 -81.35% -- --
FCN FTI Consulting Inc 3.74% 110.72 +0.89%
OFG OFG Bancorp 3.30% 22.98 +2.86%
ORI Old Republic International Corp 3.12% 23.40 +1.69%
CNNE Cannae Holdings Inc Ordinary Shares 2.42% 27.90 +0.04%
AAN Aaron's Inc 2.40% 68.79 +9.21%
RNR RenaissanceRe Holdings Ltd 2.34% 190.84 +0.81%
INT World Fuel Services Corp 2.33% 38.99 -0.33%
CZZ Cosan Ltd 2.30% 15.44 +2.93%
ACGL Arch Capital Group Ltd 2.26% 41.49 +0.80%
As of Oct. 10, 2019
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Basic Info

Investment Strategy
The investment seeks income and capital appreciation from investments in the U.S. equity market. The fund will seek to achieve its investment objective by investing, under normal market conditions, at least 80% of the value of the fund's net assets in U.S. exchange-listed equity securities. It may hedge up to 100% of the value of the fund's long portfolio. The fund may invest in securities of companies in any industry, but will limit the maximum allocation to any particular sector to 25%. It may invest up to 20% of the value of its net assets in U.S. dollar and non-U.S. dollar denominated money market instruments or other high quality debt securities, or ETFs.
General
Security Type Exchange-Traded Fund
Equity Style Small Cap/Value
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Long-Short Equity
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

Manager Info

Name Tenure
Mebane Faber 3.98 yrs

Net Fund Flows

1M -1.008M
3M -2.021M
6M -6.076M
YTD -13.86M
1Y -22.15M
3Y 15.29M
5Y --
10Y --
As of Sept. 30, 2019

Risk Info

Beta (5Y) 0.3832
Max Drawdown (All) 26.54%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.9549
30-Day Rolling Volatility 12.02%
Daily Value at Risk (VaR) 1% (All) 1.89%
Monthly Value at Risk (VaR) 1% (All) 7.04%

Fundamentals

Dividend Yield TTM (10-11-19) 1.33%
30-Day SEC Yield (9-30-19) 0.75%
7-Day SEC Yield --
Weighted Average PE Ratio 13.52
Weighted Average Price to Sales Ratio 0.5845
Weighted Average Price to Book Ratio 1.641
Weighted Median ROE 13.52%
Weighted Median ROA 5.32%
Forecasted Dividend Yield 1.36%
Forecasted PE Ratio 12.63
Forecasted Price to Sales Ratio 0.4977
Forecasted Price to Book Ratio 1.590
Number of Holdings 102
As of Oct. 10, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 11.91%
Forecasted Book Value Growth 5.29%
Forecasted Cash Flow Growth 2.25%
Forecasted Earnings Growth 9.71%
Forecasted Revenue Growth 7.24%
As of Oct. 10, 2019

Comparables

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Attributes

Key Dates
Inception Date 9/8/2015
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

Excel Add-In Codes

  • Name: =YCI("VAMO","name")
  • Broad Asset Class: =YCI("VAMO", "broad_asset_class")
  • Broad Category: =YCI("VAMO", "broad_category_group")
  • Prospectus Objective: =YCI("VAMO", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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