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Cambria Cannabis ETF (TOKE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS1320618218
CUSIP132061821
IssuerCambria
Inception DateJul 25, 2019
RegionNorth America (Broad)
CategoryAll Cap Equities, Actively Managed, Cannabis
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

TOKE has a high expense ratio of 0.42%, indicating higher-than-average management fees.


Expense ratio chart for TOKE: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

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.


Cambria Cannabis ETF

Popular comparisons: TOKE vs. THCX, TOKE vs. POTX, TOKE vs. MSOS, TOKE vs. QQQJ, TOKE vs. SPYD, TOKE vs. SCHG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cambria Cannabis 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%20.00%2024FebruaryMarchAprilMayJune
2.10%
15.10%
TOKE (Cambria Cannabis ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cambria Cannabis ETF had a return of -1.13% year-to-date (YTD) and 1.48% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.13%13.87%
1 month-13.51%2.33%
6 months2.09%15.10%
1 year1.48%22.72%
5 years (annualized)N/A13.49%
10 years (annualized)N/A10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.49%0.35%13.80%5.37%-9.83%-1.13%
20237.04%-5.53%-6.61%-0.46%-8.07%1.98%7.63%-1.19%-4.86%-10.03%7.21%5.49%-9.28%
2022-6.96%-2.55%2.75%-13.74%-7.92%-11.43%1.54%-4.76%-16.06%14.55%3.61%-13.00%-45.07%
202122.19%14.16%0.74%-7.82%-2.39%-0.08%-8.68%-6.78%-8.33%-5.26%-5.90%-0.91%-12.91%
2020-3.12%-15.82%-15.04%9.37%13.46%-2.61%3.49%-0.67%-12.34%0.17%39.37%-3.65%1.52%
20190.16%-13.62%-12.05%-9.23%-9.20%-0.47%-37.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TOKE is 14, indicating that it is in the bottom 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TOKE is 1414
TOKE (Cambria Cannabis ETF)
The Sharpe Ratio Rank of TOKE is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of TOKE is 1515Sortino Ratio Rank
The Omega Ratio Rank of TOKE is 1515Omega Ratio Rank
The Calmar Ratio Rank of TOKE is 1313Calmar Ratio Rank
The Martin Ratio Rank of TOKE is 1414Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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


TOKE
Sharpe ratio
The chart of Sharpe ratio for TOKE, currently valued at 0.09, compared to the broader market0.002.004.006.000.09
Sortino ratio
The chart of Sortino ratio for TOKE, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.35
Omega ratio
The chart of Omega ratio for TOKE, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.04
Calmar ratio
The chart of Calmar ratio for TOKE, currently valued at 0.03, compared to the broader market0.005.0010.0015.0020.000.03
Martin ratio
The chart of Martin ratio for TOKE, currently valued at 0.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.04
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 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.02

Sharpe Ratio

The current Cambria Cannabis ETF Sharpe ratio is 0.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cambria Cannabis ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.09
2.14
TOKE (Cambria Cannabis ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Cannabis ETF granted a 4.04% dividend yield in the last twelve months. The annual payout for that period amounted to $0.23 per share.


PeriodTTM20232022202120202019
Dividend$0.23$0.24$0.14$0.44$0.63$0.34

Dividend yield

4.04%4.20%2.11%3.54%4.33%2.21%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2023$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.05$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.05$0.14
2021$0.00$0.00$0.09$0.00$0.00$0.28$0.00$0.00$0.08$0.00$0.00$0.00$0.44
2020$0.00$0.00$0.18$0.00$0.00$0.23$0.00$0.00$0.14$0.00$0.00$0.09$0.63
2019$0.10$0.00$0.00$0.23$0.34

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-76.63%
-0.04%
TOKE (Cambria Cannabis ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cambria Cannabis 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 Cannabis ETF was 79.46%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Cambria Cannabis ETF drawdown is 76.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.46%Feb 11, 2021683Oct 27, 2023
-67.16%Aug 12, 2019152Mar 18, 2020226Feb 9, 2021378
-4.01%Jul 29, 20194Aug 1, 20195Aug 8, 20199

Volatility

Volatility Chart

The current Cambria Cannabis ETF volatility is 9.77%, 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.


5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
9.77%
2.26%
TOKE (Cambria Cannabis ETF)
Benchmark (^GSPC)