Cambria Value and Momentum ETF (VAMO)

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20.33 +0.01  +0.06% BATS Jul 16, 20:00 Delayed 2m USD
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Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.08% 1.93% 2.49% 69
3M -2.08% -1.48% 1.60% 84
6M -7.43% -7.66% 7.05% 100
YTD -6.60% -6.61% 9.13% 100
1Y -20.25% -19.62% 0.84% 100
3Y -3.23% -2.93% 5.01% 99
5Y -- -- 2.92% --
10Y -- -- 6.18% --
15Y -- -- 5.20% --
20Y -- -- 6.22% --
As of July 16, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 15.17% 15.17% 0.00%
Stock 84.83% 203.5% 118.6%
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 July 15, 2019

Region Exposure

Americas 98.76%
North America 93.46%
Latin America 5.30%
Greater Europe 1.24%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 1.24%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 98.74%
% Emerging Markets 1.26%
As of July 15, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.09%
Communication Services 0.70%
Consumer Cyclical 18.98%
Consumer Defensive 5.18%
Energy 8.22%
Financial Services 33.62%
Healthcare 2.52%
Industrials 15.45%
Real Estate 0.00%
Technology 9.98%
Utilities 1.26%
As of July 15, 2019

Stock Market Capitalization

Giant 1.97%
Large 9.75%
Medium 38.90%
Small 45.79%
Micro 3.59%
As of July 15, 2019

Stock Style Exposure

Large Cap Value 6.06%
Large Cap Blend 6.30%
Large Cap Growth 0.00%
Mid Cap Value 14.88%
Mid Cap Blend 21.78%
Mid Cap Growth 1.97%
Small Cap Value 22.25%
Small Cap Blend 16.63%
Small Cap Growth 10.14%
As of July 15, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- E-mini S&P 500 Sept19 -118.6% -- --
PGR Progressive Corp 6.84% 84.12 +0.18%
OFG OFG Bancorp 4.02% 23.55 -0.17%
DECK Deckers Outdoor Corp 3.79% 176.40 +0.02%
FCN FTI Consulting Inc 3.66% 92.99 +0.19%
ORI Old Republic International Corp 3.61% 23.16 +0.74%
EHTH eHealth Inc 3.60% 87.98 -1.68%
CNNE Cannae Holdings Inc Ordinary Shares 2.86% 28.30 -0.84%
AAN Aaron's Inc 2.83% 64.18 +0.09%
KMPR Kemper Corp 2.74% 87.72 -0.14%
As of July 15, 2019
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One Page Reports

Basic Info

Style
Equity Style Mid Cap/Value
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%

Manager Info

Name Tenure
Mebane Faber 3.40 yrs

Net Fund Flows

1M -1.008M
3M -4.055M
6M -11.84M
YTD -11.84M
1Y -13.65M
3Y 17.31M
5Y --
10Y --
As of June 30, 2019

Risk Info

Beta (5Y) 0.3675
Max Drawdown (All) 25.47%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.9048
30-Day Rolling Volatility 13.51%
Daily Value at Risk (VaR) 1% (All) 1.80%
Monthly Value at Risk (VaR) 1% (All) 7.06%

Fundamentals

Dividend Yield TTM (7-15-19) 1.19%
30-Day SEC Yield (6-28-19) 0.83%
7-Day SEC Yield --
Weighted Average PE Ratio 13.12
Weighted Average Price to Sales Ratio 0.5752
Weighted Average Price to Book Ratio 1.659
Weighted Median ROE 14.36%
Weighted Median ROA 5.63%
Forecasted Dividend Yield 1.56%
Forecasted PE Ratio 12.82
Forecasted Price to Sales Ratio 0.4908
Forecasted Price to Book Ratio 1.590
Number of Holdings 100
As of July 15, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.84%
Forecasted Book Value Growth 4.03%
Forecasted Cash Flow Growth 12.42%
Forecasted Earnings Growth 12.80%
Forecasted Revenue Growth 5.45%
As of July 15, 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 9/1/2018
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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