GMOMCambria Global Momentum ETF

Grow my money11y track recordRanked #2,123 of 2,960 in this goal

Seeks to preserve and grow capital from investments in global equity, fixed income, commodities, and currencies.

By Cambria Investment Management · Launched 2014

Annual Cost

1.01%

#4,997 of 5,562 · expensive

Fund Size

$71M

#3,255 of 5,562 · mid-size

Return (1Y)Goal

+25.8%

Track Record

11 years

#1,240 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,610+26.1%

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

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Systematic alpha

What it actually holds

By weight

Concentration

Top 10 holdings = 78.5% of fund✓ diversified through underlying funds

First American Government Obli

12.9%

Cambria Foreign Shareholder Yi

12.1%

Cambria Global Value ETF

12.0%

Grizzle Growth ETF

6.0%

Cambria Emerging Shareholder Y

6.0%

Vanguard FTSE All World ex-US

5.9%

Cambria Micro and SmallCap Sha

5.9%

iShares Global Tech ETF

5.9%

iShares Global Utilities ETF

5.9%

iShares Global Industrials ETF

5.9%

Asset allocation

Stocks

72.7%

Cash

41.2%

Other

18.1%

Preferred

0.0%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

14.3%Moderate

Year-on-year price swings

Max drawdown

-19.9%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.64Decent risk-adjusted returns

Sortino (3Y)

0.89Moderate downside risk

Where to buy

Listing

Exchange: Cboe BZX

Full fund details

Objective: Seeks to preserve and grow capital from investments in global equity, fixed income, commodities, and currencies.
Strategy: Invests primarily in other ETFs and ETPs for diversified exposure across global markets, styles, and sectors. Employs a quantitative strategy focusing on momentum and trend factors to select top-performing assets, with at least 40% in international securities. May also invest directly in other securities and financial instruments.
Inception date: November 3, 2014
Fund family: Cambria Investment Management