Cambria Trinity ETF (TRTY)
TRTY is a passive ETF by Cambria tracking the investment results of the Cambria Trinity Index. TRTY launched on Sep 10, 2018 and has a 0.44% expense ratio.
ETF Info
| Issuer | Cambria |
|---|---|
| Inception Date | Sep 10, 2018 |
| Region | Developed Markets (Broad) |
| Category | Tactical Allocation |
| Leveraged | 1x |
| Index Tracked | Cambria Trinity Index |
| Asset Class | Multi-Asset |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
TRTY features an expense ratio of 0.44%, falling within the medium range.
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.
Popular comparisons: TRTY vs. REMIX, TRTY vs. HEQT, TRTY vs. IEF, TRTY vs. ACIO, TRTY vs. VT, TRTY vs. QQQ, TRTY vs. SPY, TRTY vs. BLNDX, TRTY vs. GAA
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Trinity 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 Trinity ETF had a return of 6.09% year-to-date (YTD) and 9.83% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.09% | 25.48% |
| 1 month | -0.60% | 2.14% |
| 6 months | 0.65% | 12.76% |
| 1 year | 9.83% | 33.14% |
| 5 years (annualized) | 5.04% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of TRTY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.48% | 1.92% | 2.67% | -1.89% | 2.99% | -1.76% | 2.55% | -0.28% | 1.90% | -2.36% | 6.09% | ||
| 2023 | 2.84% | -3.05% | -0.77% | 0.59% | -2.57% | 3.42% | 3.44% | -2.62% | -1.24% | -2.10% | 3.66% | 2.69% | 3.97% |
| 2022 | -0.11% | -0.03% | 3.15% | -1.86% | 1.24% | -6.13% | 1.01% | -0.83% | -3.91% | 2.64% | 2.74% | -0.83% | -3.30% |
| 2021 | 2.64% | 4.23% | 1.19% | 3.49% | 2.46% | -0.88% | -0.69% | 0.44% | -0.48% | 2.66% | -3.95% | 3.92% | 15.73% |
| 2020 | -0.81% | -4.83% | -9.98% | 2.63% | 1.97% | 1.47% | 3.15% | 0.98% | -1.59% | -2.02% | 7.83% | 4.04% | 1.68% |
| 2019 | 3.06% | 0.73% | 0.15% | 0.11% | -2.06% | 2.99% | -0.21% | 0.02% | 0.47% | 1.19% | 0.11% | 1.60% | 8.36% |
| 2018 | 0.98% | -4.39% | -0.48% | -1.90% | -5.74% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TRTY is 40, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Trinity ETF provided a 4.33% dividend yield over the last twelve months, with an annual payout of $1.12 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.12 | $0.81 | $1.29 | $1.23 | $0.49 | $0.65 | $0.25 |
Dividend yield | 4.33% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Trinity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.77 | |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.35 | $0.81 |
| 2022 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.63 | $1.29 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.74 | $1.23 |
| 2020 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.17 | $0.49 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.29 | $0.65 |
| 2018 | $0.01 | $0.00 | $0.00 | $0.25 | $0.25 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Trinity 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 Trinity ETF was 22.33%, occurring on Mar 19, 2020. Recovery took 198 trading sessions.
The current Cambria Trinity ETF drawdown is 1.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.33% | Jan 21, 2020 | 42 | Mar 19, 2020 | 198 | Dec 30, 2020 | 240 |
| -13.72% | Mar 21, 2022 | 131 | Sep 26, 2022 | 411 | May 15, 2024 | 542 |
| -7.75% | Oct 1, 2018 | 59 | Dec 24, 2018 | 244 | Dec 12, 2019 | 303 |
| -6.46% | Nov 8, 2021 | 17 | Dec 1, 2021 | 29 | Jan 12, 2022 | 46 |
| -6.04% | Jun 9, 2021 | 52 | Aug 20, 2021 | 42 | Oct 20, 2021 | 94 |
Volatility
Volatility Chart
The current Cambria Trinity ETF volatility is 3.11%, 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.