VAMOCambria Value and Momentum ETF

Grow my money10y track recordRanked #1,725 of 2,969 in this goal

Seeks income and capital appreciation from investments in the U.S. equity market.

By Cambria Investment Management · Launched 2015

Annual Cost

0.65%

#3,304 of 5,573 · average

Fund Size

$48M

#3,611 of 5,573 · mid-size

Return (1Y)Goal

+20.0%

Track Record

10 years

#1,339 of 5,573 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,053+20.5%

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

What's inside

How Beacon categorizes this fund

Asset class

Equity

Region

North america

Cap

Multi cap

Strategy

Active selection

Factor

Multifactor

What it actually holds

By weight

Concentration

Top 10 holdings = 16.9% of fund✓ well diversified

First American Treasury Obliga

5.0%

First American Government Obli

2.5%

Century Aluminum Co

1.3%

Planet Labs PBC

1.2%

Uranium Energy Corp

1.2%

Nextpower Inc

1.2%

Liberty Energy Inc

1.1%

Dana Inc

1.1%

Alcoa Corp

1.1%

Plexus Corp

1.1%

Asset allocation

Cash

53.5%

Stocks

35.8%

Other

10.7%

By sector

Financial Services

22.1%

Consumer Cyclical

19.8%

Energy

19.3%

Industrials

12.3%

Healthcare

10.3%

Technology

4.6%

Basic Materials

4.2%

Consumer Defensive

3.6%

Other

3.8%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

11.2%Moderate

Year-on-year price swings

Max drawdown

-41.8%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.77Decent risk-adjusted returns

Sortino (3Y)

1.16Good downside protection

Listing

Exchange: Cboe BZX

Full fund details

Objective: Seeks income and capital appreciation from investments in the U.S. equity market.
Strategy: Invests primarily in U.S. exchange-listed equity securities deemed undervalued using various metrics, including the CAPE Shiller P/E ratio. Employs systematic quantitative strategies to avoid overvalued markets and may hedge using derivatives. Allocates to top-performing value stocks based on value and momentum factors.
Inception date: September 8, 2015
Fund family: Cambria Investment Management