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Cambria Value and Momentum ETF (VAMO) Sharpe Ratio: 1.77

ETF · Currency in USD · Last updated Jun 24, 2026

The Cambria Value and Momentum ETF is an actively managed fund that uses a quantitative approach to invest in U.S. equities focused on value and momentum factors. The fund may hedge up to 100% of its long portfolio using derivatives when the advisor believes the U.S. equity market is overvalued or identifies unfavorable trends.

VAMO's Sharpe Ratio of 1.77 indicates that for each unit of volatility, it generates 1.77 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VAMO Sharpe Ratio Rank

VAMO Sharpe Ratio Rank: 55.656
Average

VAMO ranks above 55.6% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

VAMO Sharpe Ratio Market Positioning

The chart shows VAMO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.16
  • Green zone (top 25%): 2.16 or higher
  • Top 1%: 7.00+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Cambria Value and Momentum ETF's Sharpe Ratio with other ETFs in the Momentum, Equity Hedged category across multiple time periods, showing how VAMO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HECOState Street Galaxy Hedged Digital Asset Ecosystem ETF3.66
MAXJiShares Large Cap Max Buffer Jun ETF3.46
QQQAProShares Nasdaq-100 Dorsey Wright Momentum ETF2.86
ULVMVictoryShares US Value Momentum ETF2.65
PIEInvesco DWA Emerging Markets Momentum ETF2.62
FMTMMarketDesk Focused U.S. Momentum ETF2.53
SPVMInvesco S&P 500 Value with Momentum ETF2.51
PTFInvesco Dorsey Wright Technology Momentum ETF2.34
QQHGInvesco QQQ Hedged Advantage ETF2.32
RFLRInnovator U.S. Small Cap Managed Floor ETF2.28
VAMOCambria Value and Momentum ETF1.77

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VAMO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VAMO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does VAMO fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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