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Property
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Cambria Global Momentum ETF (GMOM)
Cboe US - Cboe US Real-time price. Currency in USD
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29.43
+0.13
(+0.45%)
At close: 03:18PM 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
-0.02
-0.39
0.98
0.15
0
-0.7
BETA
0.6
0.82
0.62
0.9
0
0.9
Mean annual return
0.17
0.11
0.46
0.48
0
0.39
R-squared
47.17
68.51
52.28
72.28
0
71.65
Standard deviation
10.78
12.55
10.55
13.24
0
10.56
Sharpe ratio
-0.1
-0.18
0.31
0.25
0
0.3
Treynor ratio
-2.74
-4.03
4.65
2.76
0
3.02
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