Cambria Value and Momentum ETF (VAMO)

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Cambria Value and Momentum ETF (VAMO) is up 4.8% since the beginning of the year. VAMO is currently trading at $36 per share. Investors who bought $1,000 worth of VAMO shares 5 years ago would now be looking at an investment worth $1,563.

Cambria Value and Momentum ETF (VAMO) has returned 4.80% so far this year and 21.41% over the past 12 months. Over the last ten years, VAMO has returned 5.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Sep 9, 2015, VAMO's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jul 2024 with a return of +9.3%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, VAMO closed higher 50% of trading days. The best single day was Mar 10, 2020 with a return of +7.1%, while the worst single day was Mar 11, 2020 at -7.0%.

Cambria Value and Momentum ETF has an annualized alpha of -0.14%, beta of 0.42, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since September 09, 2015.

• This ETF participated in 41.27% of S&P 500 Index downside but only 30.58% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.42 may look defensive, but with R2 of 0.18 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 0.18 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

VAMO has an expense ratio of 0.65%, placing it in the medium range.

VAMO ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Cambria Value and Momentum ETF provided a 0.62% dividend yield over the last twelve months, with an annual payout of $0.22 per share.

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

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.

The table below displays the maximum drawdowns of the Cambria Value and 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 and Momentum ETF was 41.84%, occurring on Mar 18, 2020. Recovery took 412 trading sessions.

The current Cambria Value and Momentum ETF drawdown is 1.20%.

The chart below shows the rolling one-month volatility.