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Cambria Global Asset Allocation ETF (GAA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US1320616071

CUSIP

132061607

Issuer

Cambria

Inception Date

Dec 9, 2014

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Multi-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

GAA features an expense ratio of 0.41%, falling within the medium range.


Expense ratio chart for GAA: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
GAA vs. MDIV GAA vs. IYLD GAA vs. OCIO GAA vs. VSMGX GAA vs. PMYYX GAA vs. EAOM GAA vs. AOA GAA vs. TLT GAA vs. Fbalx GAA vs. AOM
Popular comparisons:
GAA vs. MDIV GAA vs. IYLD GAA vs. OCIO GAA vs. VSMGX GAA vs. PMYYX GAA vs. EAOM GAA vs. AOA GAA vs. TLT GAA vs. Fbalx GAA vs. AOM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cambria Global Asset Allocation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.18%
7.20%
GAA (Cambria Global Asset Allocation ETF)
Benchmark (^GSPC)

Returns By Period

Cambria Global Asset Allocation ETF had a return of 5.78% year-to-date (YTD) and 6.71% in the last 12 months. Over the past 10 years, Cambria Global Asset Allocation ETF had an annualized return of 4.96%, while the S&P 500 had an annualized return of 10.96%, indicating that Cambria Global Asset Allocation ETF did not perform as well as the benchmark.


GAA

YTD

5.78%

1M

-2.13%

6M

1.18%

1Y

6.71%

5Y*

4.85%

10Y*

4.96%

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

Monthly Returns

The table below presents the monthly returns of GAA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.10%0.93%4.15%-1.72%1.60%-0.67%2.16%0.93%2.93%-2.91%1.75%5.78%
20234.26%-2.93%-0.31%0.45%-2.88%4.74%2.11%-3.00%-1.48%-1.89%4.65%4.24%7.65%
2022-1.92%-1.21%0.36%-2.16%1.19%-6.84%1.09%-1.34%-6.11%3.92%5.81%-0.87%-8.47%
20211.42%2.54%1.30%3.03%2.09%-0.54%0.87%0.68%-3.05%2.92%-3.18%2.81%11.17%
2020-1.56%-4.08%-12.87%6.36%5.70%1.78%2.72%2.84%-1.77%-0.30%7.26%4.45%9.11%
20195.42%1.53%0.43%0.79%-1.96%4.15%0.07%-1.29%1.21%1.63%0.49%1.90%15.12%
20182.38%-2.06%0.22%-0.38%-0.53%-1.11%1.26%-0.88%0.11%-3.84%-0.05%-2.37%-7.15%
20171.61%1.89%0.52%0.83%1.33%0.53%2.60%1.02%0.68%0.66%0.75%1.75%15.11%
2016-2.21%0.89%5.00%1.62%-0.41%1.81%2.34%0.08%0.88%-0.99%-1.93%1.79%8.99%
20150.40%1.83%-0.84%1.88%-0.55%-1.81%-0.61%-3.83%-1.52%3.50%-1.17%-1.26%-4.11%
2014-0.36%-0.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GAA is 39, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GAA is 3939
Overall Rank
The Sharpe Ratio Rank of GAA is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of GAA is 3333
Sortino Ratio Rank
The Omega Ratio Rank of GAA is 3333
Omega Ratio Rank
The Calmar Ratio Rank of GAA is 5151
Calmar Ratio Rank
The Martin Ratio Rank of GAA is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Cambria Global Asset Allocation ETF (GAA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for GAA, currently valued at 0.63, compared to the broader market0.002.004.000.631.83
The chart of Sortino ratio for GAA, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.000.932.46
The chart of Omega ratio for GAA, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.34
The chart of Calmar ratio for GAA, currently valued at 1.06, compared to the broader market0.005.0010.0015.001.062.72
The chart of Martin ratio for GAA, currently valued at 3.68, compared to the broader market0.0020.0040.0060.0080.00100.003.6811.89
GAA
^GSPC

The current Cambria Global Asset Allocation ETF Sharpe ratio is 0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cambria Global Asset Allocation ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.63
1.83
GAA (Cambria Global Asset Allocation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Global Asset Allocation ETF provided a 4.68% dividend yield over the last twelve months, with an annual payout of $1.33 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.33$1.04$1.63$1.31$0.80$0.92$0.75$0.65$0.69$0.58$0.14

Dividend yield

4.68%3.73%6.05%4.21%2.73%3.32%3.00%2.35%2.81%2.49%0.57%

Monthly Dividends

The table displays the monthly dividend distributions for Cambria Global Asset Allocation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.34$0.00$0.00$0.23$0.00$0.00$0.51$0.00$0.00$0.00$1.07
2023$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00$0.13$0.00$0.00$0.26$1.04
2022$0.00$0.00$0.74$0.00$0.00$0.15$0.00$0.00$0.34$0.00$0.00$0.41$1.63
2021$0.00$0.00$0.07$0.00$0.00$0.18$0.00$0.00$0.41$0.00$0.00$0.65$1.31
2020$0.00$0.00$0.15$0.00$0.00$0.27$0.00$0.00$0.20$0.00$0.00$0.18$0.80
2019$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.24$0.00$0.00$0.40$0.92
2018$0.00$0.00$0.08$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.31$0.75
2017$0.00$0.00$0.07$0.00$0.00$0.19$0.00$0.00$0.16$0.00$0.00$0.23$0.65
2016$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.14$0.00$0.00$0.37$0.69
2015$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.23$0.00$0.00$0.17$0.58
2014$0.14$0.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.49%
-3.66%
GAA (Cambria Global Asset Allocation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cambria Global Asset Allocation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cambria Global Asset Allocation ETF was 26.57%, occurring on Mar 19, 2020. Recovery took 164 trading sessions.

The current Cambria Global Asset Allocation ETF drawdown is 4.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.57%Jan 21, 202042Mar 19, 2020164Nov 10, 2020206
-18.47%Oct 21, 2021234Sep 26, 2022373Mar 21, 2024607
-12.62%May 18, 2015171Jan 20, 2016123Jul 22, 2016294
-12.06%Jan 29, 2018229Dec 24, 2018210Oct 24, 2019439
-4.49%Sep 24, 202462Dec 19, 2024

Volatility

Volatility Chart

The current Cambria Global Asset Allocation ETF volatility is 2.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.34%
3.62%
GAA (Cambria Global Asset Allocation ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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