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Cambria Trinity ETF (TRTY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerCambria
Inception DateSep 10, 2018
RegionDeveloped Markets (Broad)
CategoryTactical Allocation
Index TrackedCambria Trinity Index
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

TRTY has a high expense ratio of 0.44%, indicating higher-than-average management fees.


Expense ratio chart for TRTY: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%

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 Trinity ETF

Popular comparisons: TRTY vs. HEQT, TRTY vs. REMIX

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.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
3.81%
14.78%
TRTY (Cambria Trinity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cambria Trinity ETF had a return of 3.28% year-to-date (YTD) and 6.87% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.28%15.04%
1 month-2.11%3.47%
6 months4.66%15.07%
1 year6.87%24.43%
5 years (annualized)4.84%13.22%
10 years (annualized)N/A10.85%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.48%1.92%2.67%-1.89%2.98%3.28%
20232.84%-3.05%-0.77%0.60%-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%
20212.64%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%
20193.06%0.73%0.15%0.11%-2.06%2.99%-0.21%0.02%0.47%1.19%0.11%1.60%8.36%
20180.98%-4.39%-0.48%-1.91%-5.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TRTY is 43, 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.


The Risk-Adjusted Performance Rank of TRTY is 4343
TRTY (Cambria Trinity ETF)
The Sharpe Ratio Rank of TRTY is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of TRTY is 4242Sortino Ratio Rank
The Omega Ratio Rank of TRTY is 4040Omega Ratio Rank
The Calmar Ratio Rank of TRTY is 4848Calmar Ratio Rank
The Martin Ratio Rank of TRTY is 4343Martin 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 Trinity ETF (TRTY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


TRTY
Sharpe ratio
The chart of Sharpe ratio for TRTY, currently valued at 0.84, compared to the broader market0.002.004.006.000.84
Sortino ratio
The chart of Sortino ratio for TRTY, currently valued at 1.26, compared to the broader market0.005.0010.001.26
Omega ratio
The chart of Omega ratio for TRTY, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.14
Calmar ratio
The chart of Calmar ratio for TRTY, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65
Martin ratio
The chart of Martin ratio for TRTY, currently valued at 2.77, compared to the broader market0.0020.0040.0060.0080.00100.002.77
^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

The current Cambria Trinity ETF Sharpe ratio is 0.84. 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 Trinity 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-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.84
2.10
TRTY (Cambria Trinity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Trinity ETF granted a 3.66% dividend yield in the last twelve months. The annual payout for that period amounted to $0.94 per share.


PeriodTTM202320222021202020192018
Dividend$0.94$0.81$1.29$1.23$0.49$0.65$0.25

Dividend yield

3.66%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.21$0.00$0.00$0.00$0.21
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$0.24$0.25

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-2.33%
0
TRTY (Cambria Trinity ETF)
Benchmark (^GSPC)

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 2.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.33%Jan 21, 202042Mar 19, 2020198Dec 30, 2020240
-13.72%Mar 21, 2022131Sep 26, 2022411May 15, 2024542
-7.75%Oct 1, 201859Dec 24, 2018244Dec 12, 2019303
-6.46%Nov 8, 202117Dec 1, 202129Jan 12, 202246
-6.04%Jun 9, 202152Aug 20, 202142Oct 20, 202194

Volatility

Volatility Chart

The current Cambria Trinity ETF volatility is 2.49%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.49%
2.33%
TRTY (Cambria Trinity ETF)
Benchmark (^GSPC)