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Cambria Global Value ETF (GVAL)

Cboe US - Cboe US Real-time price. Currency in USD
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20.93-0.09 (-0.44%)
At close: 03:55PM EDT

Risk statistics

3 yearsGVALCategory average
5 yearsGVALCategory average
10 yearsGVALCategory average
Alpha
2.662.89
-2.251.49
-1.720.72
BETA
0.940.99
1.181.1
1.151.05
Mean annual return
0.360.37
0.570.85
0.330.5
R-squared
73.8787.24
81.3387.27
80.4486.52
Standard deviation
17.8817.3
22.720.52
19.3217.06
Sharpe ratio
0.060.07
0.20.38
0.120.26
Treynor ratio
-0.51-0.22
1.815.58
0.422.96