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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Chesapeake Pure Trend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Cambria Chesapeake Pure Trend ETF (MFUT) has returned 7.52% so far this year and 12.86% over the past 12 months.
Cambria Chesapeake Pure Trend ETF
- 1D
- 0.92%
- 1M
- -3.38%
- YTD
- 7.52%
- 6M
- 13.12%
- 1Y
- 12.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 29, 2024, MFUT's average daily return is -0.02%, while the average monthly return is -0.48%.
Historically, 39% of months were positive and 61% were negative. The best month was Jan 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 51% 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% | 7.52% | |||||||||
| 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 | -0.30% | -3.55% | -2.48% | -5.43% | 2.53% | -9.27% | 2.24% | -1.22% | -16.68% |
Benchmark Metrics
Cambria Chesapeake Pure Trend ETF has an annualized alpha of -9.65%, beta of 0.31, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since May 30, 2024.
- This ETF participated in 116.94% of S&P 500 Index downside but only 19.07% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.31 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
- -9.65%
- Beta
- 0.31
- R²
- 0.14
- Upside Capture
- 19.07%
- Downside Capture
- 116.94%
Expense Ratio
MFUT has a high expense ratio of 1.18%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MFUT ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Cambria Chesapeake Pure Trend ETF (MFUT) and compare them to a chosen benchmark (S&P 500 Index).
| MFUT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.90 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.39 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.40 | -0.03 |
Martin ratioReturn relative to average drawdown | 2.59 | 6.61 | -4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MFUT risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 | |||||||||
| 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. The portfolio has not yet recovered.
The current Cambria Chesapeake Pure Trend ETF drawdown is 12.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.28% | May 30, 2024 | 225 | Apr 23, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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