- CUSIP
- 88636J337
- Issuer
- Cambria
- Inception Date
- May 28, 2024
- Category
- Systematic Trend
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MFUT Performance Chart
Cambria Chesapeake Pure Trend ETF (MFUT) is up 16.8% since the beginning of the year. MFUT is currently trading at $19 per share.
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Returns By Period
Cambria Chesapeake Pure Trend ETF (MFUT) has returned 16.76% so far this year and 31.57% over the past 12 months.
Cambria Chesapeake Pure Trend ETF
- 1D
- 0.34%
- 1M
- -2.24%
- YTD
- 16.76%
- 6M
- 15.94%
- 1Y
- 31.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MFUT Monthly Returns History
Based on dividend-adjusted daily data since May 29, 2024, MFUT's average daily return is -0.01%, while the average monthly return is -0.09%.
Historically, 42% of months were positive and 58% were negative. The best month was Apr 2026 with a return of +7.7%, while the worst month was Oct 2024 at -9.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MFUT closed higher 53% of trading days. The best single day was Nov 10, 2025 with a return of +2.9%, while the worst single day was Jan 30, 2026 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.73% | 3.29% | -3.38% | 7.74% | 3.38% | -2.50% | 16.76% | ||||||
| 2025 | -0.64% | -4.55% | -1.39% | -7.20% | -0.32% | 2.03% | -0.13% | 2.01% | 3.77% | -0.14% | 1.91% | 3.38% | -1.83% |
| 2024 | -0.25% | -3.55% | -2.48% | -5.43% | 2.53% | -9.27% | 2.24% | -1.22% | -16.64% |
Benchmark Metrics
Cambria Chesapeake Pure Trend ETF has an annualized alpha of -6.55%, beta of 0.30, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since May 29, 2024.
- This ETF participated in 119.07% of S&P 500 Index downside but only 31.67% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.30 may look defensive, but with R2 of 0.14 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.14 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -6.55%
- Beta
- 0.30
- R²
- 0.14
- Upside Capture
- 31.67%
- Downside Capture
- 119.07%
Expense Ratio
MFUT has a high expense ratio of 1.18%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MFUT ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Cambria Chesapeake Pure Trend ETF (MFUT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MFUT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 2.78 | +0.65 |
| Martin ratioReturn relative to average drawdown | 10.44 | 12.44 | -2.00 |
Dividends
Dividend History
Cambria Chesapeake Pure Trend ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.05 |
Dividend yield | 0.00% | 0.00% | 0.33% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Chesapeake Pure Trend 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.05 | $0.05 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Chesapeake Pure Trend 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 Chesapeake Pure Trend ETF was 29.28%, occurring on Apr 23, 2025. Recovery took 264 trading sessions.
The current Cambria Chesapeake Pure Trend ETF drawdown is 5.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -29.28%Apr 2025 | 10mo 28d | 1y 19d | 1y 11moMay 2024 - May 2026 |
2026 pullback2026 | -5.87%Jun 2026 | 27d | — | 1mo 10dMay 2026 - now |
Drawdown Indicators
| MFUT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.28% | -56.78% | +27.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -9.10% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.13% | -1.80% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -16.29% | -10.71% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.03% | +1.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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