- Issuer
- Cambria
- Inception Date
- Sep 10, 2018
- Region
- Developed Markets (Broad)
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- Cambria Trinity Index
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $144M
Highlights
- Avg. Volume (1M)
- 8K
- Avg. Volume Value (1M)
- $258.86K
Share Price Chart
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Performance
TRTY Performance Chart
Cambria Trinity ETF (TRTY) is up 10.2% since the beginning of the year. TRTY is currently trading at $31 per share. Investors who bought $1,000 worth of TRTY shares 5 years ago would now be looking at an investment worth $1,371.
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Returns By Period
Cambria Trinity ETF (TRTY) has returned 10.17% so far this year and 21.53% over the past 12 months.
Cambria Trinity ETF
- 1D
- -0.07%
- 1M
- 2.70%
- 6M
- 4.51%
- YTD
- 10.17%
- 1Y
- 21.53%
- 3Y*
- 10.44%
- 5Y*
- 6.52%
- 10Y*
- —
- ALL TIME*
- 6.22%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
TRTY Monthly Returns History
Based on dividend-adjusted daily data since Sep 12, 2018, TRTY's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +7.8%, while the worst month was Mar 2020 at -10.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TRTY closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +3.6%, while the worst single day was Mar 12, 2020 at -5.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.42% | 3.80% | -3.49% | 4.15% | -0.40% | -1.97% | 2.59% | 10.17% | |||||
| 2025 | 2.53% | -1.16% | 0.23% | -0.56% | 1.93% | 2.30% | 0.32% | 3.37% | 2.90% | 0.53% | 1.71% | 1.24% | 16.35% |
| 2024 | -0.48% | 1.92% | 2.67% | -1.89% | 2.99% | -1.76% | 2.55% | -0.28% | 1.90% | -2.34% | 2.91% | -4.04% | 3.89% |
| 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% |
Benchmark Metrics
Cambria Trinity ETF has an annualized alpha of 2.28%, beta of 0.31, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since September 12, 2018.
- This ETF participated in 49.08% of S&P 500 Index downside but only 39.91% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.31 may look defensive, but with R2 of 0.34 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 0.34 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.28%
- Beta
- 0.31
- R²
- 0.34
- Upside Capture
- 39.91%
- Downside Capture
- 49.08%
Expense Ratio
TRTY has an expense ratio of 0.44%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TRTY ranks 88 for risk / return — above 88% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) 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.
| TRTY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 2.00 | +1.90 |
| Martin ratioReturn relative to average drawdown | 13.85 | 8.49 | +5.36 |
Dividends
Dividend History
Cambria Trinity ETF provided a 2.87% dividend yield over the last twelve months, with an annual payout of $0.89 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.89 | $0.81 | $0.90 | $0.81 | $1.29 | $1.23 | $0.49 | $0.65 | $0.25 |
Dividend yield | 2.87% | 2.86% | 3.55% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.15 | $0.00 | $0.38 | |||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.32 | $0.81 |
| 2024 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.12 | $0.90 |
| 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 |
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 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 22.35%, occurring on Mar 19, 2020. Recovery took 198 trading sessions.
The current Cambria Trinity ETF drawdown is 0.56%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.35%Mar 2020 | 1mo 27d | 9mo 16d | 11mo 13dJan 2020 - Dec 2020 | COVID crash2020 |
-13.72%Sep 2022 | 6mo 9d | 1y 7mo | 2y 1moMar 2022 - May 2024 | Bear market2022 |
-9.25%Apr 2025 | 4mo 7d | 2mo 4d | 6mo 11dDec 2024 - Jun 2025 | 2025 selloff2025 |
-7.75%Dec 2018 | 2mo 24d | 11mo 23d | 1y 2moOct 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-6.46%Dec 2021 | 23d | 1mo 12d | 2mo 5dNov 2021 - Jan 2022 | — |
Drawdown Indicators
| TRTY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -56.78% | +34.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -9.10% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -9.25% | -18.90% | +9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | -25.43% | +11.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.56% | -1.58% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -10.70% | +6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.14% | -0.60% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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