VAMO

Cambria Value & Momentum ETF
C

26
  • Overview
  • Efficiency
  • Tradability
  • Fit

VAMO Fund Description

The Cambria Value and Momentum ETF is an actively managed portfolio of large-, mid- and small-cap US stocks selected by long-term value factors and midterm momentum factors. The managers have discretion to hedge up to 100% of the portfolio.

VAMO Factset Analytics Insight

VAMO, launched in September 2015, offers value- and momentum-based exposure to US equities with an active equity hedge overlay. The fund’s managers take the long view on value, looking back 5 to 10 years at earnings, dividends, cash flow and the like, and adjusting for inflation. Details are sparse on the momentum screens beyond characterizations as absolute and relative and a 1-year time frame. At the least, the momentum screens should weed out stocks with tanking prices that might otherwise look appealing in value screens. The equity hedge can be reset weekly, with broad bounds from 0% to 100%, aiming to take chips off the table when nothing looks cheap or markets are down. The fund charges a reasonable fee relative to its few active peer ETFs. In all, VAMO’s equity hedge and its CAPE approach to value set it apart from most multi-factor indexed-based peer ETFs.

VAMO MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of April 25, 2018 the Cambria Value & Momentum ETF MSCI ESG Fund Quality Score is 4.20 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. VAMO ranks in the 3th percentile within its peer group and in the 12nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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VAMO Top 10 Countries

VAMO Top 10 Sectors

VAMO Top 10 Holdings View All

VAMO Summary Data

Cambria
09/09/15
Open-Ended Fund
0.59%
$32.71M
$539.72K
0.26%

VAMO Portfolio Data

$13.72B
21.14
1.85
0.45%
06/27/16
100

VAMO Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Investable Markets_net

Related ETFs to VAMO

AIEQ, RFDA, RFFC, TTFS, HUSE
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

VAMO Portfolio Management

0.59%
--
--
--

VAMO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VAMO Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
High
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

VAMO Factset Analytics Block Liquidity

As of 04/26/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VAMO. VAMO is rated a 5 out of 5.

VAMO Tradability

21,666
$539.72K
12,495
$314.49K
0.26%
$0.06
0.06%
1.75% / -1.90%
None
99.00%
50,000
0.25
0.06%
0.12%
--
$25.19
5

VAMO Sector/Industry BreakdownView All

VAMOSegment Benchmark
18.42% 27.61%
12.86% 22.70%
11.04% 15.98%
23.50% 8.70%
2.84% 7.93%
12.92% 7.42%
5.46% 4.08%
2.95% 0.40%

VAMO Geographic Exposure

VAMOSegment Benchmark
99.93% 98.52%
-- 0.98%
0.07% 0.50%

VAMOSegment Benchmark
100.00% 99.02%
-- 0.98%
0.00% / 0.00% 0.00% / 0.00%

VAMO Performance Statistics

0.49
0.59
0.43
0.51
0.52%
MSCI USA Investable Markets_net

VAMO MSCI ESG Ratings

4.20 / 10
3.19
12.15
5.09%
3.62%
139.75

VAMO BENCHMARK COMPARISON

    VAMO
    100 Holdings
    Segment Benchmark
    2371 Constituents
    Shared Holdings
    90 (Count)
     
    3.98% (Weight)
VAMOSegment Benchmark
170.56 B 13.72 B
80.33% 18.18%
14.87% 30.27%
4.42% 35.10%
0.38% 16.45%
1.78% 1.14%