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Cambria Global Momentum ETF (GMOM)

Cboe US - Cboe US Real Time Price. Currency in USD
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28.69+0.45 (+1.61%)
At close: 03:45PM EDT

Risk Statistics

3 YearsGMOMCategory Average
5 YearsGMOMCategory Average
10 YearsGMOMCategory Average
Alpha
1.560.23
1.260.34
0-0.69
BETA
0.60.81
0.60.89
00.9
Mean Annual Return
0.40.29
0.530.57
00.42
R-squared
46.6868.51
51.0172.08
071.56
Standard Deviation
10.7312.47
10.3613.12
010.51
Sharpe Ratio
0.170.02
0.40.34
00.34
Treynor Ratio
2.18-0.85
6.314.18
03.53