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Cambria Micro And Smallcap Shareholder Yield ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerCambria
Inception DateJan 3, 2024
CategorySmall Cap Value Equities
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

MYLD has a high expense ratio of 0.59%, indicating higher-than-average management fees.


Expense ratio chart for MYLD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Share Price Chart


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Compare to other instruments

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Cambria Micro And Smallcap Shareholder Yield ETF

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%FebruaryMarchAprilMayJune
3.44%
16.73%
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A15.04%
1 month-2.97%3.47%
6 monthsN/A15.07%
1 yearN/A24.43%
5 years (annualized)N/A13.22%
10 years (annualized)N/A10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.06%3.16%3.05%-4.86%5.54%3.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MYLD
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.00100.008.12

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Cambria Micro And Smallcap Shareholder Yield ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend History

Cambria Micro And Smallcap Shareholder Yield ETF granted a 0.66% dividend yield in the last twelve months. The annual payout for that period amounted to $0.17 per share.


PeriodTTM
Dividend$0.17

Dividend yield

0.66%

Monthly Dividends

The table displays the monthly dividend distributions for Cambria Micro And Smallcap Shareholder Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.17$0.00$0.00$0.00$0.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJune
-4.12%
0
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cambria Micro And Smallcap Shareholder Yield 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 Micro And Smallcap Shareholder Yield ETF was 5.89%, occurring on Apr 17, 2024. Recovery took 31 trading sessions.

The current Cambria Micro And Smallcap Shareholder Yield ETF drawdown is 4.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.89%Apr 1, 202413Apr 17, 202431May 31, 202444
-5.07%Jun 3, 202410Jun 14, 2024
-3.5%Jan 31, 20246Feb 7, 20243Feb 12, 20249
-3.32%Feb 13, 20241Feb 13, 20249Feb 27, 202410
-2.97%Jan 9, 20246Jan 17, 20243Jan 22, 20249

Volatility

Volatility Chart

The current Cambria Micro And Smallcap Shareholder Yield ETF volatility is 4.38%, 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%Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02Jun 09Jun 16
4.38%
2.33%
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF)
Benchmark (^GSPC)