Cambria Global Momentum ETF (GMOM)
GMOM is an actively managed ETF by Cambria. GMOM launched on Nov 4, 2014 and has a 0.96% expense ratio.
ETF Info
| ISIN | US1320615081 |
|---|---|
| CUSIP | 132061508 |
| Issuer | Cambria |
| Inception Date | Nov 4, 2014 |
| Region | Developed Markets (Broad) |
| Category | Hedge Fund, Actively Managed |
| Index Tracked | No Index (Active) |
| Asset Class | Multi-Asset |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Cambria Global Momentum ETF has a high expense ratio of 0.96%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: GMOM vs. VAMO, GMOM vs. SPY, GMOM vs. ITOT, GMOM vs. QMOM, GMOM vs. TZINX, GMOM vs. IMFL, GMOM vs. VYMI
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Global Momentum 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 Momentum ETF had a return of 3.72% year-to-date (YTD) and 6.55% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.72% | 5.84% |
| 1 month | -1.63% | -2.98% |
| 6 months | 10.69% | 22.02% |
| 1 year | 6.55% | 24.47% |
| 5 years (annualized) | 5.33% | 11.44% |
| 10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.17% | 4.04% | 3.31% | |||||||||
| 2023 | -2.57% | -2.48% | 2.64% | 3.57% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Cambria Global Momentum ETF(GMOM)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Global Momentum ETF granted a 3.20% dividend yield in the last twelve months. The annual payout for that period amounted to $0.91 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.91 | $1.00 | $0.71 | $1.02 | $0.32 | $0.67 | $0.46 | $0.56 | $0.41 | $0.42 | $0.27 |
Dividend yield | 3.20% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% | 1.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Global Momentum 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | |||||||||
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.44 |
| 2022 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.25 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.59 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.19 |
| 2019 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.25 |
| 2017 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.16 |
| 2014 | $0.27 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Global Momentum 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 Momentum ETF was 25.03%, occurring on Mar 19, 2020. Recovery took 226 trading sessions.
The current Cambria Global Momentum ETF drawdown is 10.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.03% | Jan 29, 2018 | 539 | Mar 19, 2020 | 226 | Feb 10, 2021 | 765 |
| -19.16% | Apr 21, 2022 | 382 | Oct 26, 2023 | — | — | — |
| -14.1% | Mar 23, 2015 | 209 | Jan 20, 2016 | 351 | Jun 19, 2017 | 560 |
| -8.72% | Jun 9, 2021 | 52 | Aug 20, 2021 | 39 | Oct 15, 2021 | 91 |
| -8.34% | Nov 9, 2021 | 16 | Dec 1, 2021 | 28 | Jan 11, 2022 | 44 |
Volatility
Volatility Chart
The current Cambria Global Momentum ETF volatility is 3.60%, 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.