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Cambria Value and Momentum ETF (VAMO)

Cboe US - Cboe US Real-time price. Currency in USD
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29.09+0.20 (+0.71%)
As of 10:37AM EDT. Market open.

Risk statistics

3 yearsVAMOCategory average
5 yearsVAMOCategory average
10 yearsVAMOCategory average
Alpha
4.52-2
1.94-1.05
0-2.06
BETA
0.280.47
0.380.49
00.48
Mean annual return
0.780.33
0.720.58
00.41
R-squared
12.5253.55
23.8654.97
055.2
Standard deviation
13.6412.1
14.2213.19
010.54
Sharpe ratio
0.460.07
0.450.35
00.32
Treynor ratio
20.38-21.47
15.117.76
05.04