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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

Risk statistics

3 yearsGMOMCategory average
5 yearsGMOMCategory average
10 yearsGMOMCategory average
Alpha
0.13-0.09
1.40.49
0-0.68
BETA
0.610.82
0.620.89
00.9
Mean annual return
0.210.16
0.560.59
00.4
R-squared
47.5768.76
51.9772.05
071.61
Standard deviation
10.9212.62
10.6413.08
010.59
Sharpe ratio
-0.07-0.14
0.410.34
00.3
Treynor ratio
-2.26-3.48
6.464.28
03.07