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GMOMCambria Global Momentum ETF

Grow my money11y track recordRanked #2,150 of 2,993 in this goal

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.

By Cambria · Launched 2014

Annual Cost

1.01%

#5,236 of 5,853 · expensive

Fund Size

$68M

#3,342 of 5,853 · mid-size

Return (1Y)Goal

+25.2%

Track Record

11 years

#1,220 of 5,853 · established

Performance

Total-return NAV · USD
Growth of $10,000
$12,149+21.5%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Systematic alpha

What it actually holds

By weight

Concentration

Top 10 holdings = 72.8% of funddiversified through underlying funds

Cambria Foreign Shareholder Yi
12.2%
Cambria Global Value ETF
11.7%
Grizzle Growth ETF
6.3%
iShares Global Energy ETF
6.2%
Cambria Emerging Shareholder Y
6.2%
Invesco DB Energy Fund
6.2%
iShares Global Utilities ETF
6.2%
Cambria Micro and SmallCap Sha
6.0%
Vanguard FTSE All World ex-US
5.9%
iShares Global Industrials ETF
5.9%

Asset allocation

Stocks
84.3%
Cash
51.0%
Other
0.8%
Preferred
0.0%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
14.7%Moderate

Year-on-year price swings

Max drawdown
-25.0%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
0.57Decent risk-adjusted returns
Sortino (3Y)
0.81Moderate downside risk

Listing

Exchange
Cboe BZX

Full fund details

Objective
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.
Strategy
Actively manages a portfolio of investments in the U.S. and foreign equity, fixed income, commodity, and currency markets using a quantitative strategy that combines momentum and trend factors. The Fund invests primarily in other ETFs and ETPs, aiming to allocate to top-performing assets based on momentum, while maintaining diversified exposure across global regions and asset classes.
Inception date
November 3, 2014
Fund family
Cambria

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Data updated on 2026-08-02