Cambria Value & Momentum ETF (VAMO)
VAMO is an actively managed ETF by Cambria. VAMO launched on Sep 8, 2015 and has a 0.64% expense ratio.
ETF Info
| ISIN | US1320618887 |
|---|---|
| CUSIP | 132061888 |
| Issuer | Cambria |
| Inception Date | Sep 8, 2015 |
| Region | North America (U.S.) |
| Category | Small Cap Blend Equities, Actively Managed |
| Index Tracked | No Index (Active) |
| Asset Class | Alternatives |
Expense Ratio
VAMO has a high expense ratio of 0.64%, indicating higher-than-average management fees.
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: VAMO vs. GMOM, VAMO vs. VTI, VAMO vs. SPY, VAMO vs. JEPQ, VAMO vs. VOO
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Value & Momentum 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 Value & Momentum ETF had a return of 1.63% year-to-date (YTD) and 18.17% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.63% | 5.57% |
| 1 month | -3.90% | -4.16% |
| 6 months | 10.58% | 20.07% |
| 1 year | 18.17% | 20.82% |
| 5 years (annualized) | 7.94% | 11.56% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.71% | 2.78% | 3.62% | |||||||||
| 2023 | -2.12% | 1.05% | 7.68% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VAMO is 70, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Cambria Value & Momentum ETF(VAMO)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Value & Momentum ETF (VAMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Value & Momentum ETF granted a 0.91% dividend yield in the last twelve months. The annual payout for that period amounted to $0.26 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.26 | $0.38 | $0.30 | $0.27 | $0.20 | $0.24 | $0.22 | $0.09 | $0.13 | $0.05 |
Dividend yield | 0.91% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Value & Momentum 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.06 | |||||||||
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.16 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 |
| 2016 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.03 |
| 2015 | $0.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Value & Momentum 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 Value & Momentum ETF was 41.84%, occurring on Mar 18, 2020. Recovery took 412 trading sessions.
The current Cambria Value & Momentum ETF drawdown is 3.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.84% | Jun 12, 2018 | 445 | Mar 18, 2020 | 412 | Nov 3, 2021 | 857 |
| -17.25% | Nov 8, 2022 | 140 | May 31, 2023 | 145 | Dec 27, 2023 | 285 |
| -14.75% | Jun 10, 2022 | 17 | Jul 6, 2022 | 87 | Nov 7, 2022 | 104 |
| -13.08% | Sep 25, 2015 | 82 | Feb 11, 2016 | 378 | Oct 13, 2017 | 460 |
| -11.96% | Nov 15, 2021 | 47 | Jan 21, 2022 | 27 | Mar 2, 2022 | 74 |
Volatility
Volatility Chart
The current Cambria Value & Momentum ETF volatility is 3.52%, 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.