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Cambria Global Value ETF (GVAL)

Cboe US - Cboe US Real Time Price. Currency in USD
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23.22-0.08 (-0.36%)
At close: 03:59PM EDT

Risk Statistics

3 YearsGVALCategory Average
5 YearsGVALCategory Average
10 YearsGVALCategory Average
Alpha
2.782.47
-2.121.16
-2.020.43
BETA
0.940.98
1.171.1
1.151.05
Mean Annual Return
0.380.34
0.420.67
0.290.47
R-squared
73.9987.54
81.3987.58
80.3286.59
Standard Deviation
17.9217.22
22.7620.68
19.2817
Sharpe Ratio
0.080.06
0.130.28
0.10.24
Treynor Ratio
-0.16-0.35
0.233.53
0.12.63