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Cambria Value and Momentum ETF (VAMO)

Cboe US - Cboe US Real-time price. Currency in USD
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27.76-0.37 (-1.33%)
At close: 01:25PM EDT

Risk statistics

3 yearsVAMOCategory average
5 yearsVAMOCategory average
10 yearsVAMOCategory average
Alpha
2.29-2.18
2.71-0.94
0-2.01
BETA
0.280.46
0.360.49
00.47
Mean annual return
0.630.38
0.840.68
00.42
R-squared
14.253.76
22.3853.97
054.48
Standard deviation
13.0512.12
14.0213.06
010.54
Sharpe ratio
0.340.1
0.560.45
00.32
Treynor ratio
13.36-9.76
19.949.17
05.25