CCOR

Cambria Core Equity ETF
D

35
*Unless otherwise stated, data provided by FactSet.

CCOR Fund Description

CCOR is an actively managed ETF that seeks capital appreciation and preservation with low correlation to the broad US equity market. The fund primarily holds dividend-paying large-cap stocks with an option collar overlay.

CCOR Factset Analytics Insight

CCOR focuses on high-quality US equities that offer current dividends. Positions are selected based on a company’s ability to grow earnings and a willingness to increase dividends over time. Using proprietary models, the fund managers look to reduce the volatility of the portfolio and provide a steady cash flow by selling index call options and purchasing put options. The option strategy will cause the fund to sacrifice some upside but will also provide less downside risk exposure. CCOR charges one of the highest fees in the US large-cap segment, but the fund’s active management and option overlay may justify the expense for some investors.

CCOR MSCI ESG Analytics Insight

Cambria Core Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.55 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. Cambria Core Equity ETF ranks in the 54th percentile within its peer group and in the 58th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CCOR CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CCOR 1.38% 3.46% 4.93% 11.95% -- -- --
CCOR (NAV) 1.17% 3.74% 4.50% 11.29% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -5.33% 0.52% 15.05% 3.49% 11.73% 10.29% 13.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CCOR Summary Data

Cambria
05/24/17
Open-Ended Fund
1.21%
$98.79M
$658.45K
0.64%

CCOR Portfolio Data

$164.29B
19.85
3.95
1.20%
N/A
49

CCOR Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

CCOR Portfolio Management

1.21%
--
--
--

CCOR Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CCOR Fund Structure

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

CCOR Factset Analytics Block Liquidity

As of 08/16/19
5
4
3
2
1

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

CCOR Tradability

23,973
$658.45K
17,900
$493.42K
0.64%
$0.18
-0.07%
0.85% / -2.01%
None
100.00%
50,000
0.36
0.04%
0.01%
--
$27.75
5

CCOR Sector/Industry Breakdown


CCOR
Segment Benchmark
19.43%
9.15%
15.17%
14.74%
15.04%
7.55%
14.24%
14.37%
12.94%
28.70%
8.74%
13.28%
5.47%
5.34%
4.40%
2.63%
2.45%
1.92%
2.13%
2.30%

CCOR TOP 10 HOLDINGS[View All]

6.81%
2.42%
27.5%

CCOR Countries


CCOR
Segment Benchmark
97.85%
100.00%
2.15%
--

CCOR Regions


CCOR
Segment Benchmark
97.85%
100.00%
2.15%
--

CCOR Economic Development


CCOR
Segment Benchmark
100.00%
100.00%

CCOR Performance Statistics

0.08
-0.10
-0.01
-0.20
1.00%
MSCI USA Large Cap Index

CCOR MSCI ESG Ratings

BBB
5.55 / 10
57.80
53.84
12.42%
7.81%
340.34

CCOR BENCHMARK COMPARISON HOLDINGS

49
300
42
28.45%

CCOR BENCHMARK COMPARISON SUMMARY


CCOR
Segment Benchmark
49
300
$164.29B
$266.16B
19.85
22.10
3.95
3.61
2.49%
1.89%
Medium
Low

CCOR BENCHMARK COMPARISON MARKET CAP SIZE


CCOR
Segment Benchmark
95.55%
99.72%
4.45%
0.28%
0.00%
0.00%
0.00%
0.00%