Cambria Global Asset Allocation ETF (GAA)
GAA is an actively managed ETF by Cambria. GAA launched on Dec 9, 2014 and has a 0.41% expense ratio.
ETF Info
| ISIN | US1320616071 |
|---|---|
| CUSIP | 132061607 |
| Issuer | Cambria |
| Inception Date | Dec 9, 2014 |
| Region | Developed Markets (Broad) |
| Category | Diversified Portfolio, Actively Managed |
| 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.
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
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.
Returns By Period
Cambria Global Asset Allocation ETF had a return of 9.44% year-to-date (YTD) and 17.91% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.44% | 25.70% |
| 1 month | 1.23% | 3.51% |
| 6 months | 4.90% | 14.80% |
| 1 year | 17.91% | 37.91% |
| 5 years (annualized) | 5.99% | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.10% | 0.93% | 4.15% | -1.72% | 1.60% | -0.67% | 2.16% | 0.93% | 2.93% | -2.91% | 9.44% | ||
| 2023 | 4.26% | -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% |
| 2021 | 1.42% | 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% |
| 2019 | 5.42% | 1.53% | 0.43% | 0.79% | -1.96% | 4.15% | 0.07% | -1.29% | 1.21% | 1.63% | 0.49% | 1.90% | 15.12% |
| 2018 | 2.38% | -2.06% | 0.22% | -0.38% | -0.53% | -1.11% | 1.26% | -0.88% | 0.11% | -3.84% | -0.05% | -2.37% | -7.15% |
| 2017 | 1.61% | 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% |
| 2015 | 0.40% | 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 55, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
Cambria Global Asset Allocation ETF provided a 4.52% dividend yield over the last twelve months, with an annual payout of $1.33 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 4.52% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.51 | $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.
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 1.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.57% | Jan 21, 2020 | 42 | Mar 19, 2020 | 164 | Nov 10, 2020 | 206 |
| -18.47% | Oct 21, 2021 | 234 | Sep 26, 2022 | 373 | Mar 21, 2024 | 607 |
| -12.62% | May 18, 2015 | 171 | Jan 20, 2016 | 123 | Jul 22, 2016 | 294 |
| -12.06% | Jan 29, 2018 | 229 | Dec 24, 2018 | 210 | Oct 24, 2019 | 439 |
| -4.28% | Jun 11, 2021 | 26 | Jul 19, 2021 | 32 | Sep 1, 2021 | 58 |
Volatility
Volatility Chart
The current Cambria Global Asset Allocation ETF volatility is 2.87%, 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.