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Cambria Global Momentum ETF (GMOM)

Cboe US - Cboe US Real-time price. Currency in USD
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28.88+0.05 (+0.18%)
At close: 03:38PM EDT

Risk statistics

3 yearsGMOMCategory average
5 yearsGMOMCategory average
10 yearsGMOMCategory average
Alpha
-0.02-0.39
0.980.15
0-0.7
BETA
0.60.82
0.620.9
00.9
Mean annual return
0.170.11
0.460.48
00.39
R-squared
47.1768.51
52.2872.28
071.65
Standard deviation
10.7812.55
10.5513.24
010.56
Sharpe ratio
-0.1-0.18
0.310.25
00.3
Treynor ratio
-2.74-4.03
4.652.76
03.02