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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
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
VAMO
Category average
5 years
VAMO
Category average
10 years
VAMO
Category average
Alpha
2.29
-2.18
2.71
-0.94
0
-2.01
BETA
0.28
0.46
0.36
0.49
0
0.47
Mean annual return
0.63
0.38
0.84
0.68
0
0.42
R-squared
14.2
53.76
22.38
53.97
0
54.48
Standard deviation
13.05
12.12
14.02
13.06
0
10.54
Sharpe ratio
0.34
0.1
0.56
0.45
0
0.32
Treynor ratio
13.36
-9.76
19.94
9.17
0
5.25
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