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Cambria Global Momentum ETF (GMOM)
Cboe US - Cboe US Real-time price. Currency in USD
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29.20
-0.01
(-0.02%)
At close: 03:31PM 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
0.13
-0.09
1.4
0.49
0
-0.68
BETA
0.61
0.82
0.62
0.89
0
0.9
Mean annual return
0.21
0.16
0.56
0.59
0
0.4
R-squared
47.57
68.76
51.97
72.05
0
71.61
Standard deviation
10.92
12.62
10.64
13.08
0
10.59
Sharpe ratio
-0.07
-0.14
0.41
0.34
0
0.3
Treynor ratio
-2.26
-3.48
6.46
4.28
0
3.07
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