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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
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
GMOM
Category Average
5 Years
GMOM
Category Average
10 Years
GMOM
Category Average
Alpha
1.56
0.23
1.26
0.34
0
-0.69
BETA
0.6
0.81
0.6
0.89
0
0.9
Mean Annual Return
0.4
0.29
0.53
0.57
0
0.42
R-squared
46.68
68.51
51.01
72.08
0
71.56
Standard Deviation
10.73
12.47
10.36
13.12
0
10.51
Sharpe Ratio
0.17
0.02
0.4
0.34
0
0.34
Treynor Ratio
2.18
-0.85
6.31
4.18
0
3.53
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